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Practice Problems Random Processes

The document contains practice problems for a course on Communication Engineering, focusing on random processes, wide-sense stationary (WSS) processes, autocorrelation functions (ACF), power spectral density (PSD), and linear time-invariant (LTI) filtering. It includes questions on calculating expected values, average power, and analyzing properties of various processes. The problems require understanding of concepts such as ACF, PSD, and the characteristics of WSS processes.

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kamal__singh
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5 views2 pages

Practice Problems Random Processes

The document contains practice problems for a course on Communication Engineering, focusing on random processes, wide-sense stationary (WSS) processes, autocorrelation functions (ACF), power spectral density (PSD), and linear time-invariant (LTI) filtering. It includes questions on calculating expected values, average power, and analyzing properties of various processes. The problems require understanding of concepts such as ACF, PSD, and the characteristics of WSS processes.

Uploaded by

kamal__singh
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Department of Electrical Engineering

Principles of Communication Engineering (ECE207)


Practice problems on Random Process, WSS Process, ACF, PSD,
and LTI Filtering of WSS processes
Q1 A random process is given by X(t) = A cos(ω0 t + Θ), where A is constant, ω0 is fixed
and Θ ∼ Uniform(0, 2π).

(i) Find E[X(t)].

(ii) Find RX (τ ).

(iii) Is the process WSS?

Q2 Suppose a WSS process has RX (τ ) = 4e−2|τ | . Find the average power of this process.

Q3 For RX (τ ) = 10 cos(100πτ ), find the mean-square value of the process. What type of
PSD do you expect?

Q4 Which of the following cannot be an ACF of a WSS process? Justify.

(i) R(τ ) = 5 + |τ |

(ii) R(τ ) = 3e−|τ |

(iii) R(τ ) = δ(τ )

(iv) R(τ ) = −2e−|τ |

Q5 If RX (τ ) = 5e−3|τ | , find the PSD.


N0
Q6 White noise process has PSD: SX (f ) = 2
.

(i) Find total power.

(ii) Why is it infinite?

(iii) Is this physically realizable?

Q7 A WSS process has PSD given by



2, |f | ≤ 100
SX (f ) =
0, otherwise

(i) Find total average power.

(ii) Sketch the expected shape of RX (τ ).

(iii) Does the ACF decay fast or slow?

1
Q8 If RX (τ ) = 10δ(τ ),

(i) Find the PSD.

(ii) What type of process is this?

(iii) Does it have correlation?

Q9 Consider a WSS process with PSD as SX (f ) = 5, undergoing LTI filtering described by



1, |f | ≤ 50
H(f ) =
0, otherwise

(i) Find the PSD of the output process.

(ii) Find the average power of the output process.

(iii) Is the output process white (i.e., if SY (f ) is constant for all f )?

Q10 Given a WSS process with PSD:


10
SX (f ) = ,
f2 +4
and an LTI filter with frequency response as
1
H(f ) = .
1 + jf

(i) Find the PSD of the output process.

(ii) Find expression for the average power of the output process in terms of the SX (f ) and
the H(f ) functions.

Q11 Consider a random process X(t) with mean function µX (t) = 3. X(t) is then filtered
through a LTI system described by impulse response h(t) = e−t u(t). Determine the mean
function for the output random process.

Q12 A white noise process, say X(t), is a random signal whose PSD is described by SX (f ) =
N0 /2 for −∞ < f < ∞, where N0 /2 is a constant. Consider this white noise process fed to
an integrator described as
1
H(f ) = .
jf

(i) Is output WSS?

(ii) Is output power finite?

(iii) Why is the integrator problematic?

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