Code No: 133BQ R16

JAWAHARLAL NEHRU TECHNOLOGICAL UNIVERSITY HYDERABAD

B.Tech II Year I Semester Examinations, December - 2019
SIGNALS AND STOCHASTIC PROCESS
(Common to ECE, ETM)
Time: 3 Hours Max. Marks: 75

Note: This question paper contains two parts A and B.

Part A is compulsory which carries 25 marks. Answer all questions in Part A.
Part B consists of 5 Units. Answer any one full question from each unit.
Each question carries 10 marks and may have a, b, c as sub questions.

PART- A
(25 Marks)
1.a) What is signal bandwidth? [2]
b) Define even and odd components of the signal. How do you get it? [3]
c) What is Aliasing? [2]
d) What are Dirichlet’s conditions? State them with respect to fourier series. [3]
e) What is S – plane? [2]
f) State the initial value theorem in z- transform. [3]
g) Explain about second order stationary process. [2]
h) If X(t ) is a Gaussian Random Process with a mean 2 and exp(-0.2|τ|). Find the
Probability of X(1) ≤ 1. [3]
i) Define Cross-Power Spectrum function. [2]
j) Prove that the power spectral density of a real random process is an even function.
[3]

PART-B
(50 Marks)
2.a) Explain orthogonality property between two complex functions x1(t) and x2(t) for real
variable t.
b) Check whether or not the given systems are linear, time invariant, causal, memory less,
and stable. [5+5]
y(t) = x(t-1) + x(2-t)
OR
3.a) Prove sinusoidal functions are orthogonal functions.
b) Obtain the conditions for the distortion less transmission through a system. [5+5]

4. State and prove sampling theorem for low pass band limited signal and explain the
process of reconstruction of the signal from its samples. [10]
OR
5.a) Find the Fourier transform of xt = { e-│t│; for -1 ≤ t ≤ 1
0; Otherwise.
b) Explain about effects of under sampling. [7+3]

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6.a) What is meant by ROC?
-at -at
b) Prove that the signals x(t) = e u(t) and x(t) = e u(-t) have the same X(s) and differ
only in ROC. [5+5]
OR
7.a) What is the relation between Fourier transform and Laplace transform?
b) Solve the following difference equation.
y(n) + y(n - 1) = x(n)
n
with x(n) = (1/3) u(n) and the initial condition y(-1) = 1. [5+5]

8. Explain the concept of time average and ergodicity. Write the conditions for a random
process to be ergodic in mean and autocorrelation. [10]
OR
9.a) Prove that RXX (τ ) = RXX (0).
b) State and prove the Periodicity Property of Auto Correlation function of a Stationary
Random Process. [5+5]

10.a) Derive the expression for power density spectrum of a random process.
b) A random process is defined as Y (t) = X (t)-X (t-a), where X (t) is a WSS process and
a > 0 is a constant. Find the PSD of Y (t) in terms of the corresponding quantities of
X (t). [5+5]
OR
11. Explain about cross power spectrum density and its properties with proofs. [10]

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