VEL TECH MULTI TECH DR RANGARAJAN DR SAKUNTHALA ENGINEERING COLLEGE

(An Autonomous Institution)

191MA401 – PROBABILITY AND RANDOM PROCESSES

QUESTIONS BANK

UNIT – V CORRELATION ND SPECTRAL DENSITIES

PART - A (1 MARKS)

1 Power spectral density function is a? CO-5 K1

a) Real and even function b) Non negative function
c) Periodic function d) All of the mentioned

2 Auto correlation is a function which matches CO-5 K1

a) Two same signals b) Tow different signals
c) One signal with its delayed version d) None of these.

3 What does the spectral density function of any signal specify? CO-5 K1
a) Distribution of energy or power b) Consumption of energy or power
c) Conservation of energy or power d) Generation of energy or power.

4 Which among the below mentioned transform pairs is/are formed between the auto-correlation CO-5 K1
function and the energy spectral density, in accordance to the property of Energy Spectral
Density (ESD)?

a) Laplace Transform b) Z-transform c) Fourier Transform d) All of the above

5 Power spectrum describes distribution of _________ under frequency domain. CO-5 K1

a) Mean b) Variance c) Gaussian d) None of the mentioned

6 Autocorrelation is a function of …….. CO-5 K1

a) Time b) Frequency c) Time difference d) Frequency difference

7 Where does the maximum value of auto correlation of a power signal occur? CO-5 K1

a) At origin b) At extremities c) At unity d) At infinity

8 In a W.S.S process, 𝑅𝑋𝑋 (𝑡,𝑡+𝜏) =…………. CO-5 K2

a) R(x) b) R(y) c) R(𝜏) d) R(0)

9 𝑅𝑋𝑋 (−𝜏) =……… CO-5 K2

a) 𝑅𝑋𝑋 (𝜏) b)𝑅𝑋𝑌 (𝜏) c)𝑅𝑌𝑋 (𝜏) d) 0

10 𝑅𝑋𝑋 (0) =……… CO-5 K2

a) 𝐸 [𝑋 2 (𝑡)] b) 0 c) 𝐸 [𝑋(𝑡)] d) 1

11 An auto correlation function is an ………….. CO-5 K1

a) Odd function b) Even function c) Neither odd nor even d) None of these

12 An auto correlation function attains its maximum at ……….. CO-5 K2

a) 𝜏 = 1 b)𝜏 = −1 c)𝜏 =0 d)𝜏 =5

13 The mean square value of the function attains its maximum at ……….. CO-5 K2

𝐴 𝐴2
a) 0 b) 1 c) d)
2 2

14 𝐹[𝑒 −𝑎|𝜏| ] = …………. CO-5 K2

2𝛼 2𝛼 2𝛼
a) 𝛼2 +𝜔2 b) 𝛼2 +𝜔2 c) d) None of these
𝛼2 +𝜔2

15 The real part of cross spectral density is …………… CO-5 K1

a) An odd function b) An even function c) Neither even nor odd d) None of these

16 The imaginary part ot cross spectral density is ………… CO-5 K1

a) An odd function b) Neither even nor odd c) An even function d) None of these

17 If X(t) and Y(t) are orthogonal, then 𝑆𝑋𝑌 (𝜔) = …….. CO-5 K2

a) 1 b) -1 c) 2 d) 0

18 𝑅𝑋𝑋 (0) ≥ ……… CO-5 K2

a) 0 b) 𝑅𝑋𝑋 (𝜏) c)𝑅𝑋𝑌 (𝜏) d) None of these

19 𝐹 [𝑅 = …………. CO-5 K2
(𝜏) ]
𝑋𝑋
 a) 𝑅𝑋𝑋 (𝜏) b)𝑆𝑋𝑌 (𝜔) c)𝑆𝑋𝑋 (𝜔) d) None of these
20 If two random process {X(t)} and {Y(t)} are orthogonal to each other, then CO-5 K2
𝑅𝑋𝑌 (𝜏) = ……….
a) 0 b) -1 c) 1 d) 4

21 lim
|𝜏|→∞
𝑅𝑋𝑋 (𝜏) = ………. CO-5 K2

a) [𝐸(𝑋)]2 b) 𝐸(𝑋) C) 𝐸(1) D) None of these

22 4 CO-5 K2
Given that the auto correlation function of a stationary process is 𝑅𝑋𝑌 (𝜏) = 25 +
𝜏
,
then the mean = ……………..

a) 1 b) 5 c) 2 d) 0

PART B (4 MARKS)

1 Prove that 𝑅𝑋𝑋 (𝜏) = 𝑅𝑋𝑋 (−𝜏) CO-5 K2

2 I f {X(t)} and {Y(t)} are two random processes and 𝑅𝑋𝑋 (𝜏) and𝑅𝑌𝑌 (𝜏) be their respective CO-5 K3

auto correlations, then |𝑅 (𝜏) | ≤ √ 𝑅 (0) 𝑅 (0)

𝑋𝑌 𝑋𝑋 𝑌𝑌

3 1 CO-5 K2
Prove that 𝑅𝑋𝑌 (𝜏) ≤ [𝑅𝑋𝑋 (0) + 𝑅𝑌𝑌 (0) ]
2

4 Find the auto correlation function of random process whose power spectral density is CO-5 K3
𝜋 , 𝑖𝑓 |𝜔| < 1
𝑆𝑋𝑋 (𝜔) = (
0 , 𝑜𝑡ℎ𝑒𝑤𝑖𝑠𝑒
5 1 CO-5 K3
Given the Power density function is 𝑆𝑋𝑋 (𝜔) = . Find the average power of the
4+𝜔2
process.

6 Prove that 𝑆𝑋𝑌 (𝜔) = 𝑆𝑌𝑋 (−𝜔) CO-5 K2

7 The autocorrelation of a stationary random process is given by 𝑎𝑒 −𝑏|𝜏| , 𝑏 ≥ 0. Find the CO-5 K3
spectral density function.
8 A stationary random process has an auto correlation function by CO-5 K3
25𝜏2 +36
𝑅𝑋𝑋 (𝜏) = . Find the mean and variance of the process.
6.25𝜏2 +4

9 Show that the power spectrum of a real random process {X(t)} is real. CO-5 K2

10 Find the auto correlation function of the process {X(t)} for which the PSD is given by CO-5 K3
𝑆𝑋𝑋 (𝜔) = 1 + 𝜔2 for |𝜔| < 1 and 𝑆𝑋𝑋(𝜔) = 0 for |𝜔| > 1.
11 Find the power spectral density of a random signal with auto correlation function 𝑒 −𝜆|𝑇| . CO-5 K3

PART - C (12 MARKS)

𝜋
1 If 𝑋 (𝑡)3cos(𝜔𝑡 + 𝜃)&𝑌(𝑡) = 2cos(𝜔𝑡 + 𝜃 − 2 )are two random process where θ is the CO-5 K3
random variable uniformly distribution is (0, 2π).Prove that

√𝑅 𝑅 ≥ |𝑅 |
𝑋𝑋 (0) 𝑌𝑌 (0) 𝑋𝑌 (𝜏)
2 The auto correlation of random process is given by CO-5 K3
𝛼 2 , |𝜏| > 𝜆
𝑅𝑋𝑌 (𝜏) = ( 𝛼 |𝜏| . Prove that the power spectral density
𝛼 2 + (1 − ), |𝜏| ≤ 𝜆
𝜆 𝜆
𝛌𝜔
4𝛼𝑠𝑖𝑛2 ( 2 )
is𝑆𝑋𝑋 (𝜔) = 2𝜋𝛼 2 𝛿(𝜔) +
𝜆2 𝜔 2
3 State and prove Wiener-Knintchine theorem. CO-5 K2

4 The cross power spectrum of real random process {X(t)} and {Y(t)} is given by CO-5 K3
𝑖𝑏𝜔
𝑎+ , −𝛼 < 𝜔 < 𝛼, 𝛼 > 0
𝑆𝑋𝑌 (𝜔) = { 𝛼 . Find the cross correlation
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
function.

5 The power spectral densities of a WSS process is given by Find the auto correlation CO-5 K3
𝑏
(𝑎 − |𝜔|), |𝜔| ≤ 𝑎
function 𝑆𝑋𝑋(𝜔) = {𝑎
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

6 2 CO-5 K3
Find the power spectral density of a WSS process with autocorrelation 𝑅𝑋𝑋 (𝜏) = 𝑒 −𝑎𝜏 .
7 If 𝑌(𝑡) = 𝑋(𝑡 + 𝑎) − 𝑋(𝑡 − 𝑎) prove that 𝑅𝑌𝑌 (𝜏) = 2𝑅𝑋𝑋 (𝜏) − CO-5 K3
𝑅 (𝜏+2𝑎)−𝑅 (𝜏−2𝑎) .Hence, prove that
𝑋𝑋 𝑋𝑋
𝑆𝑌𝑌 (𝜔) = 4 sin2 (𝑎𝜔)𝑆𝑋𝑋 (𝜔) .

8 Given the power spectral density of a continuous process as CO-5 K3

1 𝜔 2+9
i) 𝜔 4 +10𝜔 2 +9
ii) 𝜔4 +5𝜔2+4

9 If X(t) is a band limited process such that 𝑆𝑋𝑋 (𝜔) = 0, where |𝜔| > 𝜎 prove that CO-5 K3
2[𝑅𝑋𝑋 (0) − 𝑅𝑋𝑋 (𝜏) ] ≤ 𝜎 2 𝜏 2𝑅𝑋𝑋 (0)