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PTSPQNAUNITVI

# PTSPQNAUNITVI

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Published by: srinivas on Oct 11, 2011

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10/11/2011

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PTSP
UNIT

VI

Questions

&

GRIET
ECE

1

UNIT 6
1. Explain the classification of random process with neat sketches.Ans:
A continuous random process is one in which the random variable
X
is continuous andthe time

can have any value between
and
.Example: Temperature as a function of time.If the random variable
X
can assume only certain specified values, while
iscontinuous, it is called discrete random process.Example: Voltage available at the output of a switch due to random opening and closing of a switch.If the future values of a sample function can be predicted from the knowledge of the pastvalues, the random process is called deterministic random process.Example

 cos 

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PTSP
UNIT

VI

Questions

&

GRIET
ECE

2

If the future values of a sample function cannot be predicted from the knowledge of the past values, the random process is called

non-deterministic random process.
2.Define and explain autocorrelation and state its properties.Ans:
The autocorrelation is the function which provides the interdependency or regularityor similarity or relation between delayed and undelayed versions of the same random process asa function of delay.Let us consider the process

as shown in figure below.Two measurements are made on this process at
and at
, with a delay of
.The interdependency between these two measurements is given by the correlation of


at
and


at

and is given by
 


=
lim



=
lim






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PTSP
UNIT

VI

Questions

&

GRIET
ECE

3

In general
 lim

1



Properties of Auto Correlation:
1. Auto correlation is an even function of delay (
τ
).2. Auto correlation at origin is nothing but mean square value or average power.3. Auto correlation at origin is always maximum.4. Auto correlation and power spectral density functions are Fourier transform pair.5. Auto correlation is independent of time shift.6. If

is ergodic with no periodic components then
lim
||


.7. If

is ergodic, zero mean and has no periodic components then
lim
||

0
.
3. Define cross correlation and state its properties.Ans:
This is the interdependency or relatedness between delayed version of one process x (t)and an undelayed version of another process y (t). This is expressed as a function of delay (
τ
).The cross-correlation of the process x (t) and y (t) can be expressed as

 




Properties of Cross Correlation:
1. Cross correlation is an even function of delay (
τ
).2. Cross correlation at origin is not maximum.3. Cross correlation is zero when the random process x (t) and y (t) are of zero mean.4. If X (t) and Y (t) are two random processes


and


are their respective autocorrelation functions, then
|

|

0.

0

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