CORRELATION FUNCTION AND POWER SPECTRAL DENSITY

Part-A
1. What is meant by spectral analysis?
2. Define the power spectral density function of a stationary process?
3. State any 2 properties of the PSD of a stationary process.
4. Define cross power spectral density and state any two of its properties.
5. The power spectral density of a random process X(t) is given by
Sxx(w) = {∏ ; Iwl≤1 Sxx(w) = 0 otherwise Find its auto
correlation function.
6. Write down the Wiener - Khinchine relations.
7. What is the use of Wiener - Khinchine theorem?
8. Find the auto correlation function of a stationary process whose PSD is given
Sxx(w)= {w2 ; Iwl≤1 Sxx(w) = 0 otherwise
9. DescribelilHneaf'llystem
10. Define a system. When is it called a linear system?
11. When a system is said it be time - invariant?
12. What is unit impulse response of a system?
13. Give:the. Relation between cross• power density spectrum and cross-
correlation function.
14. Define the power of a random process.
15. Write the propertie of a linear system.

Part - B
1. A WSS process has an auto correlation function R(r) = p.e-3\t\, where p is
constant. Find its PSD of the process.

2. Find the power spectral density of a stationary random process for which the
auto
correlation function is Rxx(r) = A2e-αlr│

3. The auto correlation of an aperiodic power signal is Rxx(r) = e-r2 (α2 /2.) Find
the power spectral density of the signal
4. Find the autocorrelation function ofthe random process X(t) for which the
power spectral density is given by S( w) =2α / α2+w2
5. Find the power spectral density of the random process whose autocorrelation
function is R(t) = e-α │r│cos{βr).
6. For the process {x(t)} where x(t) = acos(bt + y), where y is uniformly
distributed over (-pi, ∏). Find the auto correlation function and the spectral density.

7. The impulse response of a low pass filter is ae-atu(t) where a = ie• If a zero
mean white Gaussian process {N(t)} is an input into this filter, find the auto
correlation function and mean square value of the output process.
.
8. Find the auto correlation function corresponding to the PSD Sxx(w) = 4/, 1+.(w 2│4)
-α< W < α
9.Given the power spectral density S x x (w) = 4+1w2' find the average power of the
process.

10. A WSS random process X(t) with auto correlation Rxx(r) = Ae-alTI where 'A' and
'a' are real positive constants, is applied to the input of an linear . invariant system
with impulse response h(t) = e-btu(t) where b is a real positive constant. Find the auto
correlation of the output Y (t) of the system.

11. X(t) is the input and Y(t) is the output of a system. Also {X(t); t €T} is a
stationary random process with μx = 0 and Rxx(r) = e-α1T1• Find μ y, Syy(w) and Ryy
(t), if the power transfer function is H (w) = R/( R+iL( w) ).

12. A system has a transfer function as1/( l+j(f/l00) if the input to the system is a
zero-mean stationary random process with power density spectrum as 10-9. Find the
power of the output.

13. X(t), a stationary random process with zero mean is given as input to a system
with transfer function H(f) = R/(R+i(2∏)L'The auto correlation of the input is e-βItI.
Find the mean and power of output process. Check whether output process is
stationary.

14. Given the power spectral of a continuous process as Sxx(w) =1/ (w4+5w+4 )
find the mean square of the process.