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Probability and Random Processes Part I 2
Probability and Random Processes Part I 2
2. White Gaussian noise is passed through a linear narrow band filter. The
probability density function of the envelope of the noise at the filter
output is
(a) Uniform (c) Gaussian
(b) Poisson (d) Rayleigh
[GATE 1987: 2 Marks]
Soln. The narrow band representation of noise is
𝒏(𝒕) = 𝒏𝒄 (𝒕) 𝐜𝐨𝐬 𝝎𝒄 𝒕 + 𝒏𝒔 (𝒕) 𝐬𝐢𝐧 𝝎𝒄 𝒕
̅ 𝟐𝒏 = 𝑽
𝑽 ̅ 𝟐𝒏 + 𝑽
̅ 𝟐𝒏
𝟏 𝟐
p(x)
1/4
x
-1 0 3
𝟑 𝟑
𝟏 𝟏 𝒙𝟐
= ∫ 𝒙 𝒅𝒙 = [ ]
𝟒 𝟒 𝟐 𝟏
−𝟏
𝟏 𝟖
= [ ]=𝟏
𝟒 𝟐
𝟑
𝒅𝒙
= ∫(𝒙 − 𝟏)𝟐
𝟒
−𝟏
𝟑
𝟏
= ∫(𝒙𝟐 + 𝟏 − 𝟐𝒙)𝒅𝒙
𝟒
−𝟏
𝟑
𝟏 𝒙𝟑 𝟐𝒙𝟐
= [ +𝒙− ]
𝟒 𝟑 𝟐 −𝟏
𝟒
=
𝟑
Option (b)
6. The auto-correlation function of an energy signal has
(a) no symmetry (c) odd symmetry
(b) conjugate symmetry (d) even symmetry
[GATE 1996: 2 Marks]
Soln. The auto correlation is the correlation of a function with itself. If the
function is real, the auto correlation function has even symmetry.
𝑹𝑿 (𝝉) = 𝑹𝑿 (−𝝉)
The autocorrelation function has conjugate symmetry
𝑹𝑿 (𝝉) = 𝑹∗𝑿 (𝝉)
Option (b) and (d)
∞
𝟏
= ∫ 𝑭(𝝎) 𝑭∗ (𝝎)𝒆𝒋𝝎𝝉 𝒅𝝎
𝟐𝝅
−∞
∞
𝟏
𝑹𝑿 (𝝉) = ∫ |𝑭(𝝎)|𝟐 𝒆𝒋𝝎𝝉 𝒅𝝎
𝟐𝝅
−∞
(𝒙−𝝁)𝟐
𝟏 −[ ]
𝑷𝑿 (𝒙) = 𝒆 𝟐𝝈𝟐
√𝟐𝝅𝝈𝟐
When 𝝈 = 𝟏 𝒂𝒏𝒅 𝝁 = 𝟎 (zero mean)
𝟏 −𝒙𝟐
𝑷𝑿 (𝒙) = 𝒆𝟐
√𝟐𝝅
−𝒙𝟐
𝑮𝒊𝒗𝒆𝒏 𝑷(𝒙) = 𝒌𝒆 𝟐
𝟏
𝑺𝒐, 𝒌 =
√𝟐𝝅
Option (a)
𝟐 𝟐
𝒆−𝝅𝒕 ↔ 𝒆−𝝅𝒕
Option (c)
𝟏 −(𝑿−𝟒)𝟐
𝑷𝑿 (𝒙) = 𝒆 𝟏𝟖
𝟑√𝟐𝝅
The probability of a Gaussian random variable is defined for the
interval and not at a point. So at X = 4, it is zero
Option (c)
𝑷𝑺 𝟏𝟎−𝟑
𝑺𝑵𝑹 = =
𝑷𝑵 𝟏𝟎−𝟐𝟎 × 𝟏𝟎𝟎 × 𝟏𝟎𝟔
= 𝟏𝟎𝟗 = 𝟗𝟎𝒅𝑩
Cable loss = 40 dB
SNR at receiver = 90 – 40
= 50 dB
Option (a)
x
0 1
𝟎 ≤ 𝑿 ≤ 𝟎. 𝟑 𝒙𝒒 = 𝟎
𝟎. 𝟑 ≤ 𝑿 ≤ 𝟏 𝒙𝒒 = 𝟎. 𝟕
𝒙𝒒 is the quantized value of random variable X.
Mean square value of the quantization noise
𝟐
= 𝑬 [(𝑿 − 𝒙𝒒 ) ]
𝟏
𝟐
= ∫(𝒙 − 𝒙𝒒 ) 𝒇𝑿 (𝒙)𝒅𝒙
𝟎
𝟎.𝟑 𝟏
𝟎.𝟑 𝟏
𝒙𝟑 𝟏. 𝟒
= [ ] + ∫ (𝒙𝟐 + 𝟎. 𝟒𝟗 − 𝒙) 𝒅𝒙
𝟑 𝟎 𝟐
𝟎.𝟑
𝝈𝟐 = 𝟎. 𝟎𝟑𝟗
Root mean square value of the quantization noise
𝝈 = √𝟎. 𝟎𝟑𝟗 = 𝟎. 𝟏𝟗𝟖
Option (b)
0 4 v
(a) 4 (c) 8
(b) 6 (d) 9
[GATE 2005: 2 Marks]
Soln. Area under the probability density function = 1
𝟏
So, ×𝟒×𝒌=𝟏
𝟐
𝟏
𝒌=
𝟐
The mean square value of the random variable X
𝟒
𝒌
𝑬[𝑿𝟐 ] = ∫ 𝒙𝟐 𝒇𝑿 (𝒙)𝒅𝒙 𝒀 = 𝒎𝒙 + 𝑪 = 𝒙
𝟒
𝟎
𝟒
𝒙
= ∫ 𝒙𝟐 . 𝒅𝒙
𝟖
𝟎
𝟒
𝒙𝟒
= |
𝟖×𝟒 𝟎
𝟒𝟒
= =𝟖
𝟖×𝟒
Option (c)
Common Data for Questions 20 and 21
Asymmetric three-level midtread quantizer is to be designed assuming
equiprobable occurrence of all quantization levels.
17. If the probability density function is divided into three regions as shown
in the figure, the value of a in the figure is
1/4
Region 1
1/8
Region 2 Region 3
-a X
+a
-3 -1 +1 +3
(a) 1/3 (c) 1/2
(b) 2/3 (d) 1/4
[GATE 2005: 2 Marks]
Soln. The area under the Pdf curve must be unity. All three regions are
𝟏
equi -probable, thus area under each region must be .
𝟑
𝟏
Area of region 𝟏 = 𝟐𝒂 ×
𝟒
𝟐𝒂 𝟏 𝟐
= 𝒐𝒓 𝒂 =
𝟒 𝟑 𝟑
Option (c)
18. The quantization noise power for the quantization region between –a and
+a in the figure is
4 5
(a) (c)
81 81
1 2
(b) (d)
9 81
[GATE 2005: 2 Marks]
Soln. The quantization noise power for the region between –a and +a in the
above figure is
𝒂 𝒂
𝟏
𝑵𝒒 = ∫ 𝒙𝟐 𝑷(𝑿) 𝒅𝒙 = 𝟐 ∫ 𝒙𝟐 𝒅𝒙
𝟒
−𝒂 𝟎
𝒂
𝟐 𝒙𝟑
= [ ]
𝟒 𝟑 𝟎
𝟐 𝒂𝟑 𝒂𝟑
= × =
𝟒 𝟑 𝟔
𝟐
𝒂=
𝟑
𝟐𝟑 𝟒
𝑺𝒐, 𝑵𝒒 = =
𝟐𝟕 × 𝟔 𝟖𝟏
Option (a)