1.

The auto-correlation function 𝑅𝑥𝑥 (𝜏) of the given random process is

𝛼2
cos(2𝜋𝑓𝑐 𝜏)
2

Ans a
2. The power spectral density of a WSS random process is defined as the Fourier transform
of the auto-correlation function of the random process
Ans a
3. Since 𝑌(𝑡) is the output of the LTI system with impulse response ℎ (𝑡), 𝑌(𝑡) can be
expressed as
∞

𝑌(𝑡 + 𝜏) = ∫ ℎ(𝑙 ) 𝑋(𝑡 + 𝜏 − 𝑙 )𝑑𝑙

−∞
Therefore,
∞ ∞

𝐸 {𝑋 (𝑡)𝑌(𝑡 + 𝜏)} = 𝐸 {𝑋 (𝑡) ∫ ℎ(𝑙 ) 𝑋(𝑡 + 𝜏 − 𝑙 )𝑑𝑙 } = ∫ ℎ(𝑙 )𝐸{𝑋 (𝑡) 𝑋(𝑡 + 𝜏 − 𝑙 )} 𝑑𝑙
−∞ −∞
∞

= ∫ ℎ(𝑙 )𝑅𝑋𝑋 (𝜏 − 𝑙 ) 𝑑𝑙 = 𝑅𝑋𝑋 (𝜏) ∗ ℎ(𝜏)

−∞
Ans c
4. The mean is given as
∞ ∞
−2 |𝑡−𝜏 |
𝐸 { ∫ 𝑋 (𝜏)𝑒 𝑑𝜏 } = ∫ 𝐸 {𝑋(𝜏)} 𝑒 −2|𝑡 −𝜏| 𝑑𝜏 = 0
−∞ −∞
Ans d
5. A random process 𝑋 (𝑡) is Gaussian if the joint probability density function of
𝑋 (𝑡1 ), 𝑋 (𝑡2 ), ⋯ , 𝑋 (𝑡𝑛 ), for any 𝑡1 , ⋯ , 𝑡𝑛 and any 𝑛 is Gaussian
Ans b
𝑁
6. A noise process is white if the auto-correlation function is of the form 0 𝛿(𝜏) 2
Ans a
7. The variance of the output is,
∞ ∞
𝜂 𝜂 𝜂 1 𝜂
∫ |ℎ (𝜏)|2 𝑑𝜏 = × 2 × ∫ 𝑒 −4𝜏 𝑑𝜏 = × 2 × =
2 2 2 4 4
−∞ 0

Ans c
8. A real wide-sense stationary random process 𝑋(𝑡) must satisfy 𝐸{𝑋 (𝑡)} is constant,
𝐸 {𝑋 2 (𝑡)} is constant, 𝐸{𝑋 (𝑡)𝑋 (𝑡 + 𝜏)} depends only on the shift 𝜏. Hence, it satisfies all
of the given properties
Ans d
9. The mean is given as
∞ ∞

𝐸 { ∫ 𝑋 (𝜏) sinc(𝑊 (𝑡 − 𝜏)) 𝑑𝜏 } = ∫ 𝐸{𝑋 (𝜏)} sinc(𝑊 (𝑡 − 𝜏)) 𝑑𝜏 = 0

−∞ −∞
Ans c
1
10. The output PSD is 𝑆𝑋𝑋 (𝑓)|𝐻(𝑓)|2 . The Fourier transform 𝐻(𝑓) of sinc(𝑊𝑡) is for
𝑊
𝑊 𝑊 1 𝑊 𝑊
− ≤ 𝑓 ≤ 2 . Therefore, |𝐻(𝑓)|2 is for − ≤ 𝑓 ≤ 2 . Given input is white noise
2 𝑊2 2
𝜂 𝜂 𝑊 𝑊
with PSD 2 for all f. Output PSD therefore is for − ≤ 𝑓 ≤ 2 . Therefore, output
2𝑊2 2
power is
∞
𝜂 𝜂
∫ 𝑆𝑌𝑌 (𝑓)𝑑𝑓 = 2
×𝑊 =
2𝑊 2𝑊
−∞
Ans b