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Institute of Engineering Studies (IES,Bangalore)

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Answer: A

Rank: 11

Consider a random process , X(f) = 10 cos (50 t + ) is a RV uniformly distributed in the interval (- , ) . The PSD is 25 50 25 50 (f - 25) + 25 (f - 50) + 50 (f - 50) + 25 (f - 25) + 50 (f+ 25) (f+ 50) (f+ 50) (f+ 25) Report Question Answer Explanation : Given , X(f) = 10 cos (50 t + ) where , uniformly distributed in [ (auto correlation ) / ]

A) B) C) D)

We know that Auto correlation and power spectral density form Fourier transform pair

Consider a Random variable , Y = cos X where f(x) = 1 , -1/2 < x < 1/2 = 0 , otherwise The mean square value of the Random variable Y is Answer: B 0.4 0.5 0.68 0.781 Report Question Answer Explanation : f(x) = 1 , -1/2 < x < 1/2 Y = cos X

A) B) C) D)

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Mean square value of Y =

= 0.5

The PDF of a Gaussian random variable X is given by

The probability of the event (X = 4) is Answer: C A) B) C) D) Report Question Answer Explanation : 0

X is a Gaussian Random variable i.e , X is defined over continuous interval of At a single point , is zero 4 A) B) C) The PSD and the power of a signal g (t) are, respectively, respectively. . The PSD and the power of the signal ag (t) are Answer: A

D) Report Question Answer Explanation :

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A random process obeys Poissons distribution. Its given that the mean of the process is 5. Then the variance of the process is Answer: A A) 5 B) C) D) 0.5 25 0 Report Question Answer Explanation :

Match List-I (Type of Random Process) with List-II (Property of the Random Process) and select the correct answer using the code given below the lists: List-I A. Stationary process B. Ergodic process C.Wide sense stationary process D. Cyclostationary process List-II 1. Statistical averages are periodic in time 2. Statistical averages are independent of time 3. Mean and autocorrelation are independent of time 4. Time averages equal corresponding ensemble average Answer: B

A) A-3 B-1 C-2 D-4

B) C) A-3

A-2

B-4

C-3

D- 1

B-4

C-2

D-1

D)

A- 2

B-1

C-3

D- 4 Report Question

Answer Explanation : Stationary process ------> Statistical average are independent of time Ergodic process ------> Time averages equal corresponding ensemble average . Wide sense stationary process -----> Mean and auto correlation are independent of time Cyclostationary process -----> Statistical averages are periodic in time
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Power spectral density of a signal is Answer: B

A) Complex, even and non negative

B)

Real, even and nonnegative

C) D)

Real, even and negative Complex, odd and negative Report Question

The auto-correlation function

of a random process has the property that

is equal to

Answer: B A) B) C) D) Report Question Answer Explanation : The square of the mean value of the process The mean squared value of the process The smallest value of

9 A) B) C) D)

The autocorrelation function of white noise is Answer: A a delta function a constant Gaussian exp( )with usual notation Report Question Answer Explanation :

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10 Two random variables U and V are distributed according to and = 0 otherwise Where C, a constant , is equal to Answer: A A) B) C) D) 3 2 1 1/2 Report Question Answer Explanation :

11 A Random variable with uniform density in the interval 0 to 1 is quantized as follows If 0 X 0.3 , =0 If 0.3 X 1 , = 0.7 Where is the quantized value of X ? The root mean square value of the quantization noise is Answer: B A) 0.573 B) C) D) 0.198 2.205 0.266 Report Question Answer Explanation :

0 - 0.3 0.3 - 1.0 For

Quantization error varies between (0, 0.3 ) .

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For varies between ( - 0.4 , 0.3 ) Mean square value of

RMS value of

12 The impulse response of a filter (LTI system ) is given by where is a positive constant . If the input to the filter is white Gaussian noise with the PSD output is Answer: C A) B) C) D) Report Question Answer Explanation : W/Hz . The ACF of the

Auto correlation function and power spectral density form Fourier transform pair 13 Let x(t) be a wide sense stationery random process with

The value of A) B) C) D)

is Answer: D

Report Question Answer Explanation :

Given that x (t) is WSS process Hence , [ which is independent of time ] and E [ x ( t - 1) x ( t + 1 ) ] = E [ x(t - 1) x ( t - 1 + 2 ) ]
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During transmission over a communication channel, bit errors occur independently with probability p. if a block of n bits is transmitted probability of at most one bit error is equal to Answer: D

A) B) C) D) Report Question Answer Explanation : Atmost one bit error = no error + only one bit error Only one bit error 15 A source deliver symbols with probabilities , , 1/8 and 1/8 respectively. The entropy of the system is Answer: B A) 1.75 bits per second p + (n-1) (1-p)

B)

1.75 bits per symbol

C) D)

1.75 symbols per second 1.75 symbols per bit Report Question Answer Explanation :

= 1.75 bits / symbol 16 A sinusoidal signal with a random phase is given by x(t)= A sin [/2 (2 ft + )] with the probability density function

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What is the maximum amplitude of the auto-correlation function of this signal? Answer: D A) A

B) C) A2

A/2

D)

A2/2 Report Question Answer Explanation :

Maximum aplitude 17 Match List-I (Type of Random Process) with List-II (Property of the Random Process ) and select the correct answer using the code given below the lists: List-I A.Stationary Process. B. Ergodic process C. Wide sense stationary process D. Cyclo stationary process List-II 1.Statical averages are periodic in time 2. Statical averages are independent time 3.Mean and autocorrelation are independent of time 4. Time averages equal corresponding ensemble average Answer: B A) B) C) D) A-3 B-1 C-2 D-4 A-2 B-4 C-3 D-1 A-3 B-4 C-2 D-1 A-2 B-1 C-3 D-4 Report Question
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Answer Explanation : Stationary process -----> Statical averages are independent of time. Ergodic process ----> Time averages and ensemble averages are the same. Wide sense stationary process -----> Mean and auto-correlation are independent of time. Cyclo stationary process -----> Statical averages are periodic in time. 18 The spectral density of a real valued random process has Answer: A A) B) C) D) an even symmetry an odd symmetry a conjugate symmetry no symmetry Report Question Answer Explanation : The power spectral density of random process , x(t) It shows even symmetry. 19 If is the auto correlation function of a zero mean wide sense stationary random process X, then which one of the following is NOT true? Answer: B A) B) C) D) Report Question 20 If E denotes the expectation operator, then A) B) C) D) Report Question of a random variable X is Answer: B

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