NATIONAL INSTITUTE OF TECHNOLOGY, ROURKELA

END SEMESTER EXAMINATION

SESSION: 2016-17, AUTUMN SEMESTER
Department: Electronics & Communication
Dept.Code: EC Course Code: EC-714 Course Name: Statistical Signal Theory
Full Marks: 50 Duration of Examination: 3 hours

This question paper contains ten

questions.
All questions are compulsory.
Figures at the right hand margin indicate marks
All parts of a question should be answered at one place
Q. Question Marks
No

1 The power (in milli-watts) returned to a radar from a certain class of aircraft has
probability density function
fP(p) = 0.1 e-p/10u(p - 1x10-3)
Suppose a given aircraft belongs to this class but is known not to produce power
larger than 15 mW.
(a) Find probability density function of P, conditional on P ≤ 15 mW.
(b) Find conditional mean value of P. 5

2 Two random variables R and Ө have joint density function

fR,Ө(r,ө) = (1/2π)u(r)[u(ө) – u(ө - 2π)]r exp(-0.5r2)
(a) Find P{0 < R ≤ 1, 1 < Ө ≤ π/2}.
(b) Find fR(r|Ө = π). 5
(c) Find fR(r|Ө ≤ π).

3 Determine the density function of Y = (X12 + X22)0.5 when X1 and X2 are jointly
Gaussian random variables with zero mean and same variance. 5

4 Consider a random process X(t) that has periodic sample function as shown in
figure given below, where B, T and 4t0 ≤ T are constants but ‘e’ is a random
variable uniformly distributed on the interval (0, T/4).
(a) Find first order distribution function of X(t)
(b) Find first order density function of X(t)
(c) Find E[X(t)], E[X2(t)] and σx2. 5
5 The two random processes are defined by X(t) = p1(t + ԑ) and Y(t) = p2(t + ԑ) when
p1(t) and p2(t) are both periodic waveforms with period T and ԑ is a random
variable uniformly distributed on the interval (0, T). Find cross correlation 5
function E[x(t)Y(t+τ)].

6 A particular commercial system for controlling petroleum dilation plant has

failures (resulting in plant downtime) that occur at an average rate of two per 30
days. Assuming that the number of failures is a Poisson process, find the
probability that one failure will occur during the first 30 days and no failure will 5
occur for next 30 days.

7 The autocorrelation function of a random process X(t) is given as,

RXX(τ) = 3 + 2 exp(-4τ2)
(a) Find the power spectrum of X(t)
(b) What is average power in X(t)?
(c) What fraction of the power lies in the frequency band -1/√2 ≤ ω ≤ 1/ √2? 5

8 A wide sense stationary random process X(t) is used to define another process Y(t)
given by,
Y(t) = ∫ h(τ)X(t-τ)dτ
where h(t) is some real function having Fourier transform H(ω). Show that power
spectrum of Y(t) is given by
SYY(ω) = SXX(ω)|H(ω)|2
5
9 The two random processes are defined as,
X(t) = Acos(ω0t + Ө)
Y(t) = W(t)cos(ω0t + Ө)
where, A and ω0 are real positive constants, Ө is a random variable independent of
W(t) and W(t) is a random process with constant mean value E[W]. Find cross 5
power spectral density between X(t) and Y(t).
 A wide sense stationary process X(t) is applied to an ideal differentiator having
10 response Y(t) = dX(t) / dt. The cross correlation of the input output process is
given as,
RXY(τ) = d RXX(τ) / dτ.
Determine SXY(ω) and SYX(ω) in terms of SXX(ω). 5