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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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= 0.5
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
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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
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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B)
C) D)
Real, even and negative Complex, odd and negative Report Question
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 :
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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
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)
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)
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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