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Tut 6

This document contains 9 questions about random processes and filtering of random processes: 1. The first question defines a random process X(t) as a cosine function multiplied by a uniform random variable and asks about describing the process and sketching sample functions. 2. The second question defines a normal process X(t) and asks about finding probabilities related to specific values of the process. 3. The third question defines a random process X(t) as a combination of uniform random variables and asks about determining if it is weakly stationary (WSS) or strictly stationary. 4. The fourth question defines a zero-mean, stationary, normal process and asks about finding the mean and variance of the sample

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45 views2 pages

Tut 6

This document contains 9 questions about random processes and filtering of random processes: 1. The first question defines a random process X(t) as a cosine function multiplied by a uniform random variable and asks about describing the process and sketching sample functions. 2. The second question defines a normal process X(t) and asks about finding probabilities related to specific values of the process. 3. The third question defines a random process X(t) as a combination of uniform random variables and asks about determining if it is weakly stationary (WSS) or strictly stationary. 4. The fourth question defines a zero-mean, stationary, normal process and asks about finding the mean and variance of the sample

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Thapar Institute of Engineering & Technology, Patiala

(Deemed to be University)
Department of Electronics & Communication Engineering

Tutorial-6 PIT (UEC-408)

1. Consider a random process X(t) defined by


𝑋(𝑡) = 𝑌 𝑐𝑜𝑠𝜔𝑡 𝑡≥0
where ꞷ is a constant and Y is a uniform r.v. over (0, 1).

(a) Describe X(t).


(b) Sketch a few typical sample functions of X(t).

2. Suppose that X(t) is a normal process with


η(𝑡) = 3 𝐶(𝑡1 , 𝑡2 ) = 4𝑒 −0.2|𝑡1−𝑡2|

(a) Find the probability that X(5) ≤ 2.


(b) Find the probability that |𝑋(8) − 𝑋(5)| ≤ 1.

3. Consider a random process X(t) defined by


𝑋(𝑡) = 𝑈 cos 𝑡 + 𝑉 sin 𝑡 −∞ <𝑡 < ∞

where U and V are independent r.v.’s, each of which assumes the values -2 and 1 with the probabilities 1/3
and 2/3, respectively. Show that X(t) is WSS but not strict-sense stationary.

4. Let {X(t), −∞ < 𝑡 < ∞} be a zero-mean, stationary, normal process with the autocorrelation function
|𝜏|
𝑅𝑋 (𝜏) = {1 − 𝑇 − 𝑇 ≤ 𝜏 ≤ 𝑇}
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Let {X(t), i = 1,2,……, n} be a sequence of n samples of the process taken at the time instants
𝑇
𝑡𝑖 = 𝑖 𝑖 = 1, 2, … … . , 𝑛
2
Find the mean and the variance of the sample mean.

5. Cosider a discrete-parameter random process X(n) = { Xn , n ≥ 1} where the Xn’s are iid r.v.’s with common
cdf FX(x), mean µ, and variance σ2.

(a) Find the joint cdf of X(n).


(b) Find the mean of X(n).
(c) Find the autocorrelation function RX(n,m) of X(n).
(d) Find the autocovariance function Kx(n,m) of X(n).

6. For a stationary Ergodic process X(t) if Autocorrelation function RX(𝜏) is given by


𝜏2
𝑅𝑋 (𝜏) =
2 + 4𝜏 2
Then find the mean and variance of X(t).
7. The input X(t) to the RC filter shown in Figure is a white noie process.
(a) Determine the power spectrum of the output process Y(t).
(b) Determine the autocorrelation and the mean-square value of Y(t).

RC filter

8. If the input to a low pass filter is a random process X(t) with mean 1 as shown in Figure. Find the output
mean of the filter.

Low Pass Filter

9. Find the power spectral density of V2(t) if power spectral density of V1(t) is given as 𝑆𝑉 (𝑓) = 𝑁0
1 2

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