GATE

PRACTICE SHEET-1
ECE
COMMUNICATION SYSTEM
RANDOM PROCESS

Q 1 A Random process is given by (B) − 4A22 sin ω 0 t sin(ω 0 t + ω 0 τ)

π
X(t)=A cos(ω0t + q) (C) A2 4A 2
2
− π2
sin ω 0 t sin(ω 0 t + ω 0 τ)
Where A and ω0 are constant and q is a random (D) A + 2 4A 2
sin ω 0 t sin(ω 0 t + ω 0 τ)
π2
variable which is uniformly distributed in [-π,π]
The mean of random process X(t) is __________. Q 6 A Random process is given by

(A) X(t) = A cos(ω0t + q)

2A
π
sin ω 0 t
(B) 2A cos ω 0 t Where A and ω0 are constant and q is a random
π
(C) − 2A sin ω 0 t variable which is uniformly distributed in [–π, π]
π
Is the random process X(t) WSSRP?
(D) − cos ω 0 t
2A
π (A) Yes (B) No

Q 2 A Random process is given by (C) Cannot Say (D) None of these

X(t) = A cos(ω0t + q)
Q 7 A Random process is given by X(t) = A cos (w0t)
Where A and ω0 are constant and q is a random
Where w0 is constant and 'A' is a random variable
variable which is uniformly distributed in [-π,π] which is uniformly distributed from 0 to 1.
The mean square value of random process X(t)
The mean of random process X(t) is
is________. _______________.
(A) A2 (B) − A2 (A) sin ω 0 t (B) cos ω 0 t
2 4
(C) (D)
2 2
A2 −A 2
4 4 (C) cos ω 0 t (D) sin ω 0 4t
4

Q 3 A Random process is given by Q 8 A Random process is given by X(t) = A cos (w0t)

X(t) = A cos(ω0t + q)
Where w0 is constant and 'A' is a random variable
Where A and ω0 are constant and q is a random
which is uniformly distributed from 0 to 1.
variable which is uniformly distributed in [–π,π] The mean square value of random process X(t) is
The variance of random process X(t) is __________. _______________.
(A) A2 4A 2
cos ω 0 t
2
(A) cos 2 ω 0 t (B) sin 2 ω 0 t
π2
2 −
3 3
(B) A2 4A 2
sin 2 ω 0 t (C) sin 2 ω 0 t (D) cos 2 ω 0 t
π2
2
+
6 6
(C) A2 4A 2
sin 2 ω 0 t
π2
−
Q 9 A Random process is given by X(t) = A cos (w0t)
2
(D) A 2 + 4A 2
cos ω 0 t
2
π2
Where w0 is constant and 'A' is a random variable
Q 4 A Random process is given by which is uniformly distributed from 0 to 1.
X(t) = A cos(ω0t + q) The variance of random process X(t) is
Where A and ω0 are constant and q is a random _______________.
(A) cos 2 ω 0 t (B) sin 2 ω 0 t
variable which is uniformly distributed in [-π,π] 6 6

the autocorrelation of random process X(t) is (C) cos 2 ω 0 t (D) sin 2 ω 0 t

12 12
__________.
Q 10 A Random process is given by X(t) = A cos (w0t)
(A) A2
sin ω0 τ
Where w0 is constant and 'A' is a random variable
2
(B) A2
cos ω0 τ
which is uniformly distributed from 0 to 1.
2
(C) A 2
cos ω0 τ
The autocorrelation of random process X(t) is
4
(D) A 2
4 sin
__________.
ω0 τ

Q 5 A Random process is given by (A) cos(ω 0 t) cos(ω 0 t+ω 0 τ)

3
X(t) = A cos(ω0t + q) (B) cos ω 0 t+sin(ω 0 t+ω 0 t)
3
Where A and ω0 are constant and q is a random (C) sin ω 0 t+cos(ω 0 t+ω 0 t)
3
variable which is uniformly distributed in [–π, π] (D) sin ω 0 t+sin(ω 0 t+ω 0 t)
3
The auto covariance of random process X(t) is
__________. Q 11 A Random process is given by X(t) = A cos (w0t)
(A) 4A 2
sin ω 0 t sin(ω 0 t + ω 0 τ)
π2
 Where w0 is constant and 'A' is a random variable (D) sin 2 ω 0 τ
2
which is uniformly distributed from 0 to 1.
Q 17 Given
The auto covariance of random process X(t) is
X(t) = A cos (w0t) + B sin (w0t)
__________.
(A) cos ω 0 t cos(ω 0 t+ω 0 τ) Y(t) = A sin (w0t) – B cos (w0t)
12
(B) sin ω 0 t sin(ω 0 t+ω 0 τ) w0 is constant. A and B are independent random
12
(C) cos ω 0 t sin(ω 0 t+ω 0 τ) variables. Each having same zero mean and variance
s2.
12
(D) sin ω 0 t cos(ω 0 t+ω 0 τ)

The mean of random process X(t) is ________.

12

Q 12 A random process is given (A) 1/2 (B) 1/4

X(t) = A cos (w0t + q) (C) 1 (D) 0
Where w0 is constant. 'A' and q are independent
Q 18 Given
random variable. 'A' is uniformly distributed between X(t) = A cos (w0t) + B sin (w0t)
{–1, 1} and q is uniformly distributed between [–π, π].
Y(t) = A sin (w0t) – B cos (w0t)
The mean of random process X(t) is ___________.
w0 is constant. A and B are independent random
(A) 0 (B) 2
(C) 3 (D) 9 variables. Each having same zero mean and variance
s2.
Q 13 A random process is given
The mean of random process Y(t) is _______.
X(t) = A cos (w0t + w)
(A) 1/2 (B) 1/4
Where w0 is constant. 'A' and q are independent (C) 1 (D) 0
random variable. 'A' is uniformly distributed between
{–1, 1} and q is uniformly distributed between [–π, π]. Q 19 Given

The variance of random process X(t) is ___________. X(t) = A cos⁡(ω0t) + B sin⁡(ω0t)

(A) 1/4 (B) 1/2 Y(t) = A sin⁡(ω0t) – B cos⁡(ω0t)
(C) 1 (D) 0 ω0 is constant. A and B are independent random

Q 14 A random process is given variables. Each having same zero mean and variance

X(t) = A cos (w0t + w) σ2 .

Where w0 is constant. 'A' and q are independent The mean square value of random process X(t) is___.
(A) σ 2 (B) σ2
random variable. 'A' is uniformly distributed between 2
(C) σ2 (D) σ2
{–1, 1} and q is uniformly distributed between [–π, π]. 4 8

The mean square value of random process X(t) is

Q 20 Given
___________.
X(t) = A cos⁡(ω0t) + B sin⁡(ω0t)
(A) 1/4 (B) 1/2
Y(t) = A sin⁡(ω0t) – B cos⁡(ω0t)
(C) 1 (D) 0
ω0 is constant. A and B are independent random
Q 15 A random process is given
variables. Each having same zero mean and variance
X(t) = A cos (w0t + w)
σ2 .
Where w0 is constant. 'A' and q are independent
The mean square value of random process Y(t) is___.
random variable. 'A' is uniformly distributed between (A) σ 2 (B) σ2
{–1, 1} and q is uniformly distributed between [–π, π].
2
(C) σ2 (D) σ2
The autocorrelation of random process X(t) is 4 8

___________. Q 21 Given
(A) cos ω 0 τ
2 X(t) = A cos⁡(ω0t) + B sin⁡(ω0t)
(B) sin ω 0 τ
Y(t) = A sin⁡(ω0t) – B cos⁡(ω0t)
2
(C) cos 2 ω 0 τ
2 ω0 is constant. A and B are independent random
(D) 2
sin ω 0 t
2 variables. Each having same zero mean and variance

Q 16 A random process is given σ2 .

X(t) = A cos (w0t + w) The variance of random process X(t) is___.
(A) σ 2 (B) σ2
Where w0 is constant. 'A' and q are independent 4
(C) σ2 (D) σ2
random variable. 'A' is uniformly distributed between 2 8

{–1, 1} and q is uniformly distributed between [–π, π]. Q 22 Given

The auto covariance of random process X(t) is X(t) = A cos⁡(ω0t) + B sin⁡(ω0t)
___________.
Y(t) = A sin⁡(ω0t) – B cos⁡(ω0t)
(A) cos ω 0 τ

ω0 is constant. A and B are independent random

2
(B) sin ω 0 τ
2
(C) cos 2 ω 0 τ variables. Each having same zero mean and variance
σ2 .
2
 The mean square value of random process X(t) is___. (A) σ 2 cos ω 0 τ
(A) σ 2 (B) σ2 (B) σ 2 cos ω 0 τ
2 2
(C) σ2 (D) σ2 (C) σ 2 cos ω 0 τ
4 8 4
(D) σ 2 cos ω 0 τ
Q 23 Given 8

X(t) = A cos(ω 0 t) + B sin(ω 0 t) Q 28 Given

Y (t) = A cos(ω 0 t) − B cos(ω 0 t)
X(t) = A cos(ω 0 t) + B sin(ω 0 t)
ω0 is constant. A and B are independent random Y (t) = A cos(ω 0 t) − B cos(ω 0 t)
variables. ω0 is constant. A and B are independent random
Each having same zero mean and variance σ2. variables.
The autocorrelation of random process X(t) is ____. Each having same zero mean and variance σ2.
(A) σ 2 cos ω 0 τ The cross-covariance of random process X(t) and
(B) σ 2 cos ω 0 τ
Y(t) is ____.
2
(C) σ 2 cos ω 0 τ (A) σ 2 sin ω 0 τ
4
(D) σ 2 cos ω 0 τ (B) σ 2 sin ω 0 τ
8 2
(C) σ 2 sin ω 0 τ
Q 24 Given 4
(D) σ 2 sin ω 0 τ
X(t) = A cos(ω 0 t) + B sin(ω 0 t) 8

Q 29 Match List-I (Type of Random Process) with List-II

Y (t) = A cos(ω 0 t) − B cos(ω 0 t)
ω0 is constant. A and B are independent random
(Property of the Random Process) and select the
variables. correct answer using the code given below the lists:
Each having same zero mean and variance σ2. List-I List-II
The autocorrelation of random process Y(t) is ____. Stationary Statistical averages are
A. 1.
process periodic in time
(A) σ 2 cos ω 0 τ
Statistical averages are
(B) B. Ergodic proce 2.
σ 2 cos ω 0 τ independent of time
Wide sense
2
(C) σ 2 cos ω 0 τ Mean and autocorrelation
C. stationary 3.
are independent of time
4
(D) σ 2 cos ω 0 τ process
Time averages equal
8
Cyclostationary
Q 25 Given D. 4. corresponding ensemble
process
average
X(t) = A cos(ω 0 t) + B sin(ω 0 t)

(A) A-3, B-1, C-2, D-4

Y (t) = A cos(ω 0 t) − B cos(ω 0 t)
ω0 is constant. A and B are independent random
(B) A-2, B-4, C-3, D-1
variables.
(C) A-3, B-4, C-2, D-1
Each having same zero mean and variance σ2. (D) A-2, B-1, C-3, D-4
The cross-correlation of random process X(t) and
Y(t) is ____. Q 30 X[n] is wide sense stationary discrete random process.
(A) σ 2 sin ω 0 τ Another random process Y[n] is in terms of random
(B) σ 2 sin ω 0 τ process X[n] as follows
Y[n] = aX[n] + b
2
(C) σ 2 sin ω 0 τ
4 The mean of random process Y[n] is ____.
(D) σ 2 sin ω 0 τ
8 (A) aE[X n ] + b (B) E[X n ]
(C) a (D) b
Q 26 Given
X(t) = A cos(ω 0 t) + B sin(ω 0 t) Q 31 X[n] is wide sense stationary discrete random process.
Y (t) = A cos(ω 0 t) − B cos(ω 0 t) Another random process Y[n] is in terms of random
ω0 is constant. A and B are independent random
process X[n] as follows
variables. Y[n] = aX[n] + b
Each having same zero mean and variance σ2. The mean square value of random process Y[n] is
The auto covariance of random process X(t) is ____. ______.
(A) σ 2 cos ω 0 τ (A) a 2 R XX [0] + 2abE[X n ] + b 2
(B) σ 2 cos ω 0 τ (B) b 2 R XX [0] + abE[X n ] + 2a 2
2
(C) σ 2 cos ω 0 τ (C) a 2 R XX [0] + abE[X n ] + 2b 2
(D) b 2 R XX [0] + 2abE[X n ] + a 2
4
(D) σ 2 cos ω 0 τ
8

Q 32 X[n] is wide sense stationary discrete random process.

Q 27 Given
Another random process Y[n] is in terms of random
X(t) = A cos(ω 0 t) + B sin(ω 0 t)
Y (t) = A cos(ω 0 t) − B cos(ω 0 t) process X[n] as follows
ω0 is constant. A and B are independent random Y[n] = aX[n] + b
The variance of random process Y[n] is ____.
variables.
(A) a 2 E[X n2 ] (B) a 2 (E[X 2 ] −
Each having same zero mean and variance σ2. n

The auto covariance of random process Y(t) is ____. (E[X n ]) 2 )

 (C) b 2 (E[X 2 ] − (D) b 2 E[X n2 ] (A) (a 2 + b 2 )R XX [K] + abR XX [K + N 0 ] + ab
n
R XX [K − N 0 ]
(E[X n ]) 2 )
(B) (a 2 + b 2 )R XX [K] + 2abR XX [K + N 0 ]

Q 33 X[n] is wide sense stationary discrete random process. (C) (a 2 + b 2 )R XX [K] − 2abR XX [K − N 0 ]

Another random process Y[n] is in terms of random (D) (a 2 + b 2 )R XX [K] − abR XX [K − N 0 ]

process X[n] as follows
Q 39 X[n] is wide sense stationary discrete random process.
Y[n] = aX[n] + b
Another random process Y[n] is in terms of random
The autocorrelation of random process Y[n] is
process X[n] as follows
______.
Y [n] = aX[n] + aX[n − N 0 ]
(A) a 2 R XX [K] + 2abE[X n ] + b 2
The auto covariance of random process Y[n] is
(B) a 2 R XX [K] + abE[X n ] + 2b 2 ______.
(C) a R XX [K] + 2abE[X n ] + 2b
2 2
(A) (a 2 + b 2 )(R
XX [K]) + abR XX [K − N 0 ] +
(D) a R XX [K] + abE[X n ] + b
2 2
abR XX [K + N 0 ] + 2ab(E[X n ]) 2
Q 34 X[n] is wide sense stationary discrete random process. (B) (a 2 + b 2 )(R
XX [K] − (E[X n ]) 2 ) + ab
Another random process Y[n] is in terms of random
(E[X n ]) 2
process X[n] as follows
(C) (a 2 + b 2 )(R − (E[X n ] 2 ) − 2ab
Y[n] = aX[n] + b XX [K])

The auto covariance of random process Y[n] is ___. (E[X n ]) 2 + abR XX [K − N 0 ] + abR XX [K +
(A) a 2 R XX [K] − E[X n2 ] N0 ]
(B) a 2 R XX [K] (D) (a 2 + b 2 )(R
XX [K]) + 2ab(E[X n ]) 2
(C) a 2 (R XX [K] − E[X n2 ])
(D) a 2 R XX [K] + E[X n2 ] Q 40 X(t) and Y(t) are wide sense stationary random
process. Another random process is formed in terms
Q 35 X[n] is wide sense stationary discrete random process.
of random process X(t) and Y(t) as given below,
Another random process Y[n] is in terms of random
Z(t)=X(t)+Y(t)
process X[n] as follows
The power spectral density of Z(t) is_____.
(A) S XX (f) + S XY (f) + S Y X (f) − S Y Y (f)
Y [n] = aX[n] + bX[n − N 0 ]
The mean of random process Y[n] is _____.
(B) S XX (f) + S XY (f) − S Y X (f) + S Y Y (f)
(A) aE[X n ] + b (B) a + bE[X n ]
(C) S XX (f) − S XY (f) + S Y X (f) + S Y Y (f)
(C) (a + b)E[X n ] (D) None of these
(D) S XX (f) + S XY (f) + S Y X (f) + S Y Y (f)
Q 36 X[n] is wide sense stationary discrete random process.
Q 41 X(t) and Y(t) are wide sense stationary random
Another random process Y[n] is in terms of random
process. Another random process is formed in terms
process X[n] as follows
of random process X(t) and Y(t) as given below,
Z(t)=X(t)+Y(t)
Y [n] = aX[n] + bX[n − N 0 ]
The mean square value of random process Y[n] is
If X(t) and Y(t) are orthogonal, then power spectral
_____.
density of random process Z(t) is______.
(A) a 2 + b 2 R XX [0] + abR XX [N 0 ]
(A) 2S XX (f) (B) 2S Y Y (f)
(B) (a 2 + b 2 )R XX [0] + abR XX [N 0 ]
(C) S XX (f) + S Y Y (f) (D) None of these
(C) (a 2 + b 2 )R XX [0] + 2abR XX [N 0 ]
(D) a 2 + b 2 R XX [0] + 2abR XX [N 0 ] Q 42 X(t) and Y(t) are wide sense stationary random
process. Another random process is formed in terms
Q 37 X[n] is wide sense stationary discrete random process.
of random process X(t) and Y(t) as given below,
Another random process Y[n] is in terms of random
Z(t)=X(t)+Y(t)
process X[n] as follows
If X(t) and Y(t) are orthogonal random process, then
the mean square value of Z(t) is ______.
Y [n] = aX[n] + aX[n − N 0 ]
The variance of random process Y[n] is ______.
(A) 2R XX (0) (B) 2R Y Y (0)
(A) (a 2 + b 2 )R XX [0] + ab(R XX [N 0 ] − E 2 [X n ])
(C) R XX (0) + R Y Y (0) (D) None of these
(B) (a 2 + b 2 )(R 2
XX [0] − E [X n ]) + ab(R XX [
Q 43 Suppose that X(t) is the input to an LTI system with
N 0 ] − (E[X n ]) 2 )
impulse response h1(t).
(C) (a 2 + b 2 )(R XX [0]) + 2ab(R XX [N 0 ])
And Y(t) is input to another LTI system with impulse
(D) (a 2 + b 2 )(R 2
response h2(t).
XX [0]) − (E[X n ]) ) + 2ab(
R XX [N 0 ] − (E[X n ]) 2 ) It is assumed that X(t) and Y(t) are jointly wide sense
stationary random process.
Q 38 X[n] is wide sense stationary discrete random process. Let V(t) and Z(t) in terms of cross spectral density of
Another random process Y[n] is in terms of random X(t) and Y(t)
process X[n] as follows The cross correlation between random process V(t)
Y [n] = aX[n] + aX[n − N 0 ] and Z(t) is _______.
The autocorrelation of random process Y[n] is (A) h 1 (τ) ∗ h 2 (τ) ∗ R XY (τ)
______. (B) h 1 (−τ) ∗ h 2 (τ) ∗ R XY (τ)
 (C) h 1 (τ) ∗ h 2 (−τ) ∗ R XY (τ)
(D) h 1 (−τ) ∗ h 2 (−τ) ∗ R XY (τ)

Q 44 Suppose that X(t) is the input to an LTI system with

impulse response h1(t). And Y(t) is input to another
LTI system with impulse response h2(t).
It is assumed that X(t) and Y(t) are jointly wide sense
stationary random process. Let V(t) and Z(t) in terms
of cross spectral density of X(t) and Y(t)
The cross spectral density between random process
V(t) and Z(t) is _____.
(A) H 1 (f) ⋅ H z (f)S XY (f)
(B) H (f)H * (f)S (f)
1 z XY
(C) H * (f)Hz(f)S XY (f)
1
(D) * *
H 1 (f)H z (f)S XY (f)
 Answer Key
Q1 C Q23 A
Q2 A Q24 A
Q3 C Q25 A
Q4 B Q26 A
Q5 C Q27 A
Q6 B Q28 A
Q7 B Q29 B
Q8 A Q30 A
Q9 C Q31 A
Q10 A Q32 B
Q11 A Q33 A
Q12 A Q34 C
Q13 B Q35 C
Q14 B Q36 C
Q15 A Q37 D
Q16 A Q38 A
Q17 D Q39 C
Q18 D Q40 D
Q19 A Q41 C
Q20 A Q42 C
Q21 A Q43 B
Q22 A Q44 C
 Hints & Solutions
Q 1 Text Solution: Q 21 Text Solution:
(C) (A)

Q 2 Text Solution: Q 22 Text Solution:

(A) (A)

Q 3 Text Solution: Q 23 Text Solution:

(C) (A)

Q 4 Text Solution: Q 24 Text Solution:

(B) (A)

Q 5 Text Solution: Q 25 Text Solution:

(C) (A)

Q 6 Text Solution: Q 26 Text Solution:

(B) (A)

Q 7 Text Solution: Q 27 Text Solution:

(B) (A)

Q 8 Text Solution: Q 28 Text Solution:

(A) (A)

Q 9 Text Solution: Q 29 Text Solution:

(C) (B)

Q 10 Text Solution: Q 30 Text Solution:

(A) (A)

Q 11 Text Solution: Q 31 Text Solution:

(A) (A)

Q 12 Text Solution: Q 32 Text Solution:

(A) (B)

Q 13 Text Solution: Q 33 Text Solution:

(B) (A)

Q 14 Text Solution: Q 34 Text Solution:

(B) (C)

Q 15 Text Solution: Q 35 Text Solution:

(A) (C)

Q 16 Text Solution: Q 36 Text Solution:

(A) (C)

Q 17 Text Solution: Q 37 Text Solution:

(D) (D)

Q 18 Text Solution: Q 38 Text Solution:

(D) (A)

Q 19 Text Solution: Q 39 Text Solution:

(A) (C)

Q 20 Text Solution: Q 40 Text Solution:

(A) (D)
Q 41 Text Solution: (C)
(C)
Q 43 Text Solution:
Q 42 Text Solution: (C)

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