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TECH I SEMESTER REGULAR EXAMINATIONS MARCH 2010 STATISTICAL SIGNAL PROCESSING (ECE Common to ECE and SSP) Time: 3 Hours Max Marks: 60 Answer Any FIVE Questions All Questions Carry EQUAL marks 1) a) Define all the second order statistical characteristics of signal processing. b) Define cross-power spectral density and determine it with suitable example. 2) a) Explain a non parametric method for estimation of power spectral density with relevant equations. b) How cross correlation is related to power spectral density? 3) a) Consider the random process X(t)=A sin(w0t + 0). Where A and are independent, real-valued random variables and is uniformly distributed over [-, +]. Find the mean and correlation function. b) Write some examples for random processes. 4) a) Why maximum likelihood estimator is best estimator in criterion of performance? b) Explain the principle of maximum a posterior estimator. 5) Write MUSIC method for Non-parametric approach. 6) Write the system response for AR, MA and ARMA methods of spectrum estimation. 7) a) How to estimate a stationary processes using wiener filter? Write advantage of it . b) Compare the causal and non-causal IIR wiener filters. 8) Draw the basic structure of kalman filter and explain how to design it. Compare it with other adaptive filters