Internal Test 1

Department of Electronics and Communication Engineering, GEC Thrissur

First Semester M. Tech Communication Engineering and Signal Processing, 2019 Scheme
07EC6203: Advanced Digital Communication
Maximum Marks: 20, Time: 1 hour, Date of Examination: 15-02-2022

Course Outcomes
CO-1: Understand the fundamentals of random variables, random processes, various functions of random
variables/processes and their applications in Digital Communication Systems
CO-2: Understand the design of optimum receivers through AWGN channels and Rayleigh/Ricean modeled channels
in baseband digital communication systems
CO-3: Understand the performance of digital Modulation schemes such as BPSK, QPSK, FSK, DPSK etc over
wireless channels
CO-4: Appreciation of various digital communication receivers, equalization techniques etc.
PART-A: Answer all questions
Q. No. Questions Marks CO BL
1 Derive the moment generating function of the binomial random 4 CO-1 BL-2
variable X , the probability mass function of which is given by

() n x
p ( x ) = p (1− p)
x
n−x

Using the moment generating function obtained, find out the mean of
the binomial random variable X .
2 A stationary, Gaussian process X ( t ) with zero mean and power 4 CO-2 BL-3
spectral density S X ( f ) is applied to a linear filter whose impulse
response h ( t ) is shown in figure. A sample Y is taken of the random
process at the filter output at time T .
(i) Determine the mean and variance of Y .
(ii) What is the probability density function of Y ?

PART-B: Answer one full question from each module

Module-1
3 (a) Suppose we know that the number of items produced in a factory 4 CO-1 BL-1
during a week is a random variable with mean 500.
(i) What can be said about the probability that this week’s
production will be at least 1000?
(ii) If the variance of a week’s production is known to equal 100,
then what can be said about the probability that this week’s
production will be between 400 and 600?
3 (b) Consider the random process X ( t )=U +Vt , where U is a zero-mean 2 CO-1 BL-2
Gaussian random variable and V is a random variable uniformly
distributed between 0 and 2. Assume that U and V are statistically
independent. Find the expected value of the random process at t=2
sec.

OR
4 (a) If Y = X 2and X is an exponential random variable with probability 3 CO-1 BL-1
density function f X ( x )=λ e λx, x ≥ 0 and λ> 0 ,show that Y represents a
Rayleigh random variable.

4 (b) Derive the mean of Rayleigh distribution with probability density 3 CO-1 BL-2
x 2 2
function f X ( x )= 2 exp ⁡(−x /2 σ ).
σ

Module-2
5 (a) X ( t) is a stationary process with power spectral density S X ( f ) >0 for 4 CO-2 BL-3
all f . The process is passed through a system shown below.

Let SY ( f ) be the power spectral density of Y ( t ) , calculate the

frequencies at which SY ( f )=0.

5 (b) For a random process X ( t), justify the statement: 2 CO-2 BL-4
“If X (t) contains a DC component equal to A , then its autocorrelation
function, R X ( τ ) will contain a constant component equal to A2.”

OR
6 (a) Let a random process Y (t ) be described as Y ( t ) =h ( t )∗X ( t ) + Z (t), 4 CO-2 BL-3
where X (t ) is a white noise process with power spectral density
S X ( f )=5 W /Hz . The filter h( t) has a magnitude response given by
|H ( f )|=0.5 , for −5 ≤ f ≤5 , and zero elsewhere. Z ( t ) is a stationary
random process uncorrelated with X ( t ), with power spectral density as
shown in the figure. Find the average power in the process Y ( t ) .

6 (b) Suppose that the random processes X ( t ) and Y ( t ) have zero mean, 2 CO-2 BL-4
and they are individually stationary. Let S X ( f ) and SY ( f ) be the power
spectral densities of the processes X ( t ) and Y ( t ) , respectively.
Consider the random process
Z ( t )=X ( t )+ Y (t)
Determine the power spectral density of Z ( t ) if
(i) X ( t ) and Y ( t ) are correlated
(ii) X ( t ) and Y ( t ) are uncorrelated