VIT UNIVERSITY

SENSE
ECE 2005 -Probability Theory and Random Processes
Digital Assignment -2

Faculty : Prof. J. Valarmathi

Slot : B2

Due Date to submit the soft copy in vtop : 27-02-2020

1 Discrete random variable X and Y have the joint density

f X ,Y  x, y   0.4  x      y  2   0.3  x      y  2   0.1  x      y   
0.2  x  1   y  1
Determine the value of  , if any, that minimize the correlation between X and Y and
find the minimum correlation. Are X and Y orthogonal?

2 Statistically independent, zero-mean random process X (t ) and Y (t ) have autocorrelation

functions R XX (t )  exp(  ) and RYY (t )  cos(2 ) respectively.
a) Find the autocorrelation function of the sum W1 (t )  X (t )  Y (t )
b) Find the autocorrelation function of the difference W2 (t )  X (t )  Y (t )
c) Find the cross-correlation function of W1 (t ) and W2 (t ) .

3 Find the autocorrelation function corresponding to the power density spectrum

157  12 2
SWW ( ) 
(16   2 )(9   2 )

4 A Random process X (t ) is applied to a network with impulse response

h(t )  u(t ) t exp(bt) where b > 0 is a constant. The cross-correlation of X (t ) with the
output Y(t) is known to have the same form: RXY ( )  u( )  exp(b ) a) Find the
autocorrelation of Y (t ) . b) What is the average power in Y (t )

5 Two identical networks are cascaded. Each has impulse response h(t )  u (t ) 3t exp(4t )
A wide sense stationary process X (t ) is applied to the cascade’s input.
a) Find an expression for the response Y (t ) of the cascade
b) If E[ X (t )]  X  6, Find E[Y (t )]