UNIT-VI

1. State and prove any three properties of power spectral density.

2. The power spectral density of a stationary random process is given by

Sxx(ω) = A ; -k< ω<k

=0 : otherwise. Determine the autocorrelation function.
3. Derive the relation between autocorrelation function and power spectral density.
4. The cross Power spectral density is given as
Sxy(ω)=1/(a+jω)2 ,a>0 a is a constant. Find out the cross correlation function.
5. Prove that Sxy (ω )= 0 and Syx(ω) = 0 , If X(t) and Y(t) are orthogonal.
6. Derive the relationship between cross power spectral density and cross correlation.
7. Find out the power spectral density of a wide sense stationary process X(t) whose
auto correlation function is Rxx(τ)= a exp(-b|τ|)
8. Derive the relationship between the auto – correlation function and the power
spectral density of a random process?
9. The power Spectral density of X(t) is given by Sxx(ω) = 1+ ω2 for ω<1
= 0 : other wise
Find the autocorrelation function.
10. State and prove Wiener-Khintchine relation.
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11. Prove that power spectrum of the output an LTI system is given by Syy(w)= IH(w)I
Sxx(w).
12. If E[x(t)]= 2, Rxx(τ)= 4exp(-2IτI), H(w)= 1/ (2+jw) then find E[Y(t)], Ryy(τ), Syy(w),
Pavg of input of an LTI system and Pavg of output