Assignment SSA Ch5 Section 5.1 to 5.5 *All solved Examples Q1.

Prove that the pdf of sum of n independent R.V ie pdf of Sn =X1 +X2 + ----------+Xn is

f Sn F ( X 1 () 2() Xn ())

(pg 288)

Q2. *State the laws of large numbers Weak law of large numbers, stong law of large numbers Q3.* State and prove central limit theorem? Statement on pg 296 , proof on page 303. Q4.* Define the various types of convergence of sequence of random numbers. Sure Convergence , Almost sure convergence, Mean square convergence , Convergence in probability, Cauch criteria , Convergence in distribution Unsolved examples 1 ,25,29,41 Q5*. Explain the significance of convergence in mean square sense. Q6* Define the point wise convergence and uniform convergence of random variable. Q7* Q8* Find the expression for mean and variance of (i) Z = X + Y , X and Y are random variables (ii) Sum on n independent identically distributed (iid) random variable each with a mean and variance 2 Q9* State the Condition for sure convergence and absolute sure convergence for a sequence or random variables {Xn()}.Check for convergence of the following sequences.

Q10* State the conditions for sure convergence and absolute sure convergence for a sequence of random variables {Xn()}.Let Un be a sequence of independent, identically distributed (iid) zeromean,unit-variance Gaussian random variables. A low-pass filter takes the sequence Un and produces the sequence )

(i) Does this sequence converge in the mean square sense? (ii) Does it converge in distribution? Q11* ) Explain Mean square convergence and convergence in probability with an example.

Chapter 6 Section 6.1 to 6.6- Garcia Ch9 B.P Lathi 4th edition *All solved examples Q1 Define Random process . Expalin the different types of Random Proces Sattionary , Wide sense stationary , Cyclostationary Q2*. Give the definations of Mean , Auto correlation and Auto covariance functions of Random Process. Q3. Give pdf of Gaussian Random process Q4. Sate the conditions for the following a) Two Processes are independent b) Orhtogonal c) Uncorrelated Q5. Show that a wide sense stationary process X(t) is mean square continuous at every point t0 if Rx( )is continuous at every point =0 - pg 384

Ex 6.35 * Q7.* Show that the mean square derivative of X(t) at appoint t exists if 386 Example 6.38 * Q8. Consider a random process X(t)= U cos(t) + V sin (t) where U and V are independent random variables, each of which assumes the values -2 and 1 with theprobabilities . and 2/3 , respectively. Show that X(t) is Wide Sence Stationary random process. Q9. * If W(t) is a Wiener process, the will (a) 1W(t)+ 2 W(t+T) be a Wiener process? Here T > 0 and 1, 2 are real constants. (b) (W(t))2 be a Wiener process? Q10.* Give the classification of different types of random processes. Q11* A random process x(t) with the PSD shown in figure below is passed, through a band pass filter with frequency response as shown in figure below. Determine theMean square values of the quadrature components of the output process, Assume the center frequency in the representation to be 0.5MHz.
2 R X (t1, t 2) - page t1t 2

Q11* Let

Xn be a sequence of uncorrelated random variable with zero mean and variance 2.

Q12* Sketch the ensemble of the random process x(t) = at + b where b is a constant and a is an RV uniformly distributed in the range (-2,2). Just by observing the ensemble, determine whether this is a stationary or a non stationary process. Q13* Are the following covariance functions of a real stationary process (give reasons). (a) sin 4t

(b) (t-2) (c) R(t) = 1 |t|<1 =0 |t|>1 Q14* Given a random process x(t) = k, where k is an RV uniformly distributed in the range (-1,1). (a) Sketch the ensemble of the random process (b) Determine Mean of x(t) (c) Determine Rx(t1,t2) Q15* Give the condition for which random process will become the Ergodic random process.- pg 165 Schaum series Q17* Show that the random process X(t) = A cos(ct+ ) Where is uniformly distributed in the range (0,2) ,is a wide sense stationary process. Q16* Does the Weiner Process whose autocorrelation function is given by RX(t1,t2) = min(t1,t2) Have a mean square derivative? What is the name of the process obtained by taking the derivative of Wiener Process? - example 6.38 Q18* Suppose we observe a process Y(t) which consists of desired signal X(t) plus noise N(t) . Find the cross correlation between the observed signal and the desired signal , assuming that X(t) and N(t) are independent random processes. example 6.10 (b) Consider a random amplitude sinusoid signal with period T X(t) = A cos(2t/T) Is X(t) cylclostationary ? Wide sense cyclostationary ? - example 6.32 Q20* Suppose a random process X(t) has a mean square derivative X'(t). (a) Find E[X'(t)]. (b) Find the cross-correlation function of X(t) and X(t). (c) Find the autocorrelation function of X(t). Q21* Classify the random processes explain each in detail 06 (b) Let Xn = cos (2 0 n + ), where is a uniformly distributed random variable in the interval (0, 2). Find Sx () . Q22* Let Rx (k) = 4(1/2) | k | + 16(1/4) | k |, Find Sx (). Q23* Define and classify Stochastic processes. Let X(t) and Y(t) be independent, wide-sense stationary random processes with zero means and the same covariance function CX(). Let Z(t) be given by Z(t) = X(t) cos t + Y(t) sin t. (i)Determine whether Z(t) is a wide-sense stationary random process. (ii) Find the pdf of Z(t) if X(t) and Y(t) are also jointly Gaussian random processes. Q24* Give answer of following questions. 05 (i) Give the condition for which random process will become the Ergodic random process. (ii) Let Z(t) = X(t) aX(t-s), where X(t) is Wiener process. Find the pdf, mean mZ(t) and autocovariance CZ(t1,t2) of Z(t).

Q25*Give answer of following questions. (i) Is Wiener process mean square continuous? (ii) Does the Wiener process have a mean square derivative? (ii) Find the power spectral density of Z(t) = X(t) +Y(t), where X(t) and Y(t) are jointly Wide Sense Stationary processes. Q26* Explain the response of linear system to random signals in brief. Let X(t) be a differentiable WSS random process, and define Y(t) =d/dt( X t). Find an expression for SY(f) and RY(). (Hint: For this system H(f) =j2f.) (ii) Discuss linear least square estimation in brief. Q27* Consider a random process X(t)=U cos t + V sin t, where U and V are independent random variable each of which assumes the value -2 and 1 with the probability 1/3 and 2/3 respectively. Show that X(t) is Wide Sense Stationary but not Strict Sense Stationary. (b) Two random processes X(t) and Y(t) are given by X(t)= A cos (wt + ) Y(t)= A sin ( wt + ) Where A and W are constants and is a uniform random variable over (0, 2pi). Find cross correlation function of X(t) and Y(t) also find cross correlation function and power spectral density. Q28* Two IT companies are working in same domain. Companies have given their stock performance index in terms of random process with some parameters as described below. Company -A Share price (in $) modeled as Random Process X(t) (1) Average value of 130. (2) Mean Square variation above average value is 180 . (3) Xr1(t) and X r1 (t+ )are statistically independent for | =< | 365 days. (4) R( )decreases with constant slop when | =< | 365 days. Company -B Share price (in $) modeled as Random Process X(t) (1) Average value of 100 . (2) Mean Square variation above average value is 210 . (3) X r1 (t) and X r1 (t+ _) are independent for | ( =< | any observation window of 100 days in year). (4) R( ) decreases with constant slop when | ( =< | any observation window of 100 days in year). As an expert in SSA plot auto correlation function of stock price of both the companies.Your friend is interested to invest in one of the company advice your friend for selecting right company for investment Q29* Sketch the ensemble of the random process x(t) = a cos(wt + q ) where a and w are constants and q is an RV uniformly distributed in the range (-pi, pi). Just by observing the ensemble, determine whether this is a stationary or a non stationary process. Determine x(t) and Rx(t1,t2) for this random process and determine whether this is a wide-sense stationary process. Q30* Are the following covariance functions are valid covariance functions of

a real stationary process? Given answer with proper reasons.

Q31* Noise impulses occurs on a telephone line are according to a Poisson random process at rate Find the probability that no impulses occur during the transmission of a message that is t seconds long. Q32*

Example 6.13 Q33 * Consider a random process X(t) = U cos t + V sin_t Where _ is constant and U and V are random variables. i) Show that the condition E(U)=E(V)=0 is necessary for X(t) to be stationary. ii) Show that X(t) is WSS if and only if U and V are uncorrelated with equal variance. Q34* Let Y(t) = X(t-d), where d is a constant delay and where X(t) is WSS. Find RYX(_), SYX(f), RY(_) and SY(f). Q35* Consider a random process X(t) is defined by X(t) = A cos(t + ) - - < t < Where A and w are constants and is uniform random variable over (-pi_,pi). Show that X(t) is WSS.

Q36* What is Ergodic random process? With an example explain it in detail. refer B.P.Lathi Ch9/ schaum Series Ch5/pg 165 Q.5 (a) Consider a random process X(t) given by X(t) = A cos (wt + ) where w and are constant and A is a random variable. Determine whether X(t)
is Wide sense random process or not.

Q.5 (a 07 (b) What is convergence of Random variable? Explain sure convergence, Almost sure convergence. 07

Chapter 7 Section 7.1 ,7.2 **All solved examples Q1. * State Eienstien Wiener Khinchin Theorem Q2.* Give the expression for average power of X(t), cross power spectral density Q3.* Prove equation 7.43 Q3. *The autocorrelation function of a stochastic process X(t) is Rx()=0.5No(). Suchprocess is called white process. If X(t) is the input to system as shown below findthe power spectral density at output of the system.

Hint Power spectral density is given by equation 7.43 . similar Example 6.39 Schaum series y(t) = x(t) (x(t- = )x(t)*h(t)

H(f) =

h(t )e

jt

dt

Sy(f) = H ( f ) Sx( f ) Sx(f) is the fourier transform of the autocorrelation function. Of input Q4* Determine the PSD and mean square value of a random process X(t) = A cos(ct + ) - Example 7.2 Q5* Calculate the thermal noise voltage (rms value) across the RC circuit given in figure below

Q 6* Q19* The Auto correlation function of the Telegraph signal is RX() = 1-e-2||. Find the power spectral density and the autocorrelation of the output. Example 7.1 Q7* A random telegraph signal is passed through a RC lowpass filter which has a Transfer function

where = 1/RC is the time constant of the filter.Find power spectral density and auto correlation function.--- Example-7.12

Q*8 For random process define cross correlation function and cross power spectral density. Give useful property of cross power spectral density. Q9* ) Two ray multipath channel model is given as below X(t) and Y(t) are input and output random process. h(t) is a channel model. In this situation find the output power spectral density of output random process Y(t).

Similar to Q3

Y(t) = x(t) x(t-) Y(t) = x(t)*h(t)

H(f) =

h(t )e

jt

dt

Sy(f) = H ( f ) Sx( f )