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Code No: 123BT R15
JAWAHARLAL NEHRU TECHNOLOGICAL UNIVERSITY HYDERABAD
B.Tech II Year I Semester Examinations, April/May - 2018
PROBABILITY THEORY AND STOCHASTIC PROCESSES
(Common to ECE, ETM)
Time: 3 Hours Max Marks: 75

Note: This question paper contains two parts A and B.

Part A is compulsory which carries 25 Marks. Answer all questions in Part A.
Part B consists of 5 Units. Answer any one full question from each unit.
Each question carries 10 Marks and may have a, b, c as sub questions.

PART - A
(25 Marks)
1.a) Write the conditions for a function to be a random variable. [2]
b) Explain the significance of mathematical model of experiments. [3]
c) Write short notes on Chebychev’s inequality. [2]
d) Define Characteristic function and present generation of moments using it. [3]
e) State central limit theorem for the case of equal distributions. [2]
f) Write the properties of jointly Gaussian random variables. [3]
g) What is a WSS random process? [2]
h) Write short notes on Gaussian random process. [3]
i) Write the expression for power spectral density. [2]
j) Write any three properties of cross-power density spectrum. [3]

PART - B
(50 Marks)
2. A missile can be accidentally launched if two relays A and B both have failed. The
probabilities of A and B failing are known to be 0.01 and 0.03, respectively. It is
also known that B is more likely to fail (probability 0.06), if A has failed.
a) What is the probability of an accidental missile launch?
b) What is the probability that A will fail, if B has failed?
c) Are the events “A fails” and “B fails” statistically independent? [10]
OR
3. You (A) and two others (B and C) each toss a fair coin in a two-step gambling
game. In step1 the person whose toss is not a match to either of other two is “odd
man out”. Only the remaining two whose coins match go on to step2 to resolve the
ultimate winner.
a) What is the probability that you will advance to step2 after the first toss?
b) What is the probability you will be out after the first toss?
c) What is the probability that no one will be out after the first toss? [10]

4.a) Obtain the moment generating function of a uniformly distributed random variable.
b) Obtain the variance of Raleigh random variable. [5+5]
OR
5.a) A random variable X uniformly distributed in the interval (0, π/2). Consider the
transformation Y=sinx, obtain the pdf of Y.
b) Obtain the variance of Gaussian random variable. [5+5]

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6.a) The joint characteristic function of two random variables is given by
XY(ω1,ω2) = exp(-ω12- 4ω22) . Check whether X and Y are uncorrelated or not.
b) X and Y are statistically independent random variables and W = X+Y obtain the pdf
of W. [5+5]
OR
7.a) Write the properties of joint distribution function.
b) Prove that the variance of weighted sum of N random variables equals the weighted
sum of all their covariances. [5+5]

8. Define autocorrelation function of a random process. Write properties of auto

correlation function of a WSS process and prove any three of them. [10]
OR
9.a) A random process X(t) = Acos(ωot) + B sin(ωot) where ωo is a constant and A, B
are uncorrelated zero mean random variables with same variances. Check whether
X(t) is WSS or not?
b) Classify random processes and explain. [5+5]

10. Derive the relationship between cross-power spectrum and cross-correlation

function. [10]
OR
11.a) The autocorrelation function of a random process RXX(τ) = 4 cos(ωoτ), where ωo is a
constant. Obtain its power spectral density.
b) Obtain the average power in the random process X(t) = Acos(ωot+) where A, ωo
are real constants and  is a random variable uniformly distributed in the range
(0, 2π). [5+5]

--ooOoo--

www.manaresults.co.in
 Code No: 123BT R15
JAWAHARLAL NEHRU TECHNOLOGICAL UNIVERSITY HYDERABAD
JN
B.Tech II Year I Semester Examinations, May/June - 2019
PROBABILITY THEORY AND STOCHASTIC PROCESSES
(Common to ECE, ETM)
Time: 3 Hours Max. Marks: 75
TU
Note: This question paper contains two parts A and B.
Part A is compulsory which carries 25 marks. Answer all questions in Part A.
Part B consists of 5 Units. Answer any one full question from each unit.
H
Each question carries 10 marks and may have a, b, c as sub questions.

PART- A
U
(25 Marks)
1.a) When two dice are thrown simultaneously, if X and Y denote the numbers on the first
SE
and second respectively, find the probability for X+Y to be greater than or equal to 8.
[2]
b) A box contains three coins: one is fair, one is two headed and one coin is weighted so that
the probability of head is 1/3. A coin is selected at random and tossed. Find the
D
probability for head to appear. [3]
c) A random variable X is having a CDF as shown:
07
-0
6-
Find the density of X over( -2, 1) and P(X=1.2). [2]
20
 x for 0  x  1
 
d) The density function of a random variable X is f  x   2  x for 1  x  2  . Find its
 0 for x  2 

19
CDF. [3]
e) A fair coin is tossed three times. Let X denote a „0‟ or „1‟ according a head or tail occurs
in the first toss and let Y denote the number of heads which occur. Write the joint
AM
probability Matrix of X and Y. [2]
f) The joint density of two random variables X and Y is given as

f  x, y   0.21  x  1   y  2  0.35  x  1   y  5  0.14  x  1   y  8  0.09  x  2    y  2 

0.15  x  2   y  5  0.06  x  2   y  8
Find P(Y is even, given X is even). [3]
g) State and prove the Periodicity property of Auto correlation function of a periodic WSS
process. [2]
 h) If X(t) and Y(t) are two independent Stationary Processes, find the Auto correlation
function of the process Z(t)=2.X(t).Y(t). [3]
JN
i) Verify that Cross Spectral Density of two Uncorrelated and Stationary Random processes
is an impulse function. [2]
j) The input to an LTI system with Impulse response h(t)=δ(t)+t2.exp(-at).U(t) is a WSS
process with mean of 3.Find the mean of the output of the system. [3]
TU
PART-B
(50 Marks)
2.a) Three machines A, B and C produce 55%, 25% and 20% of the total number of items of a
H
factory. The percentage of defective output of these machines are 3%, 2% and 4%. If an
item is selected at random, (i) find the probability that the item is defective
(ii) If the selected item is defective, find the probability that the item is produced by
U
Machine B.
b) In a single throw of a pair of dice, what is the probability of obtaining the sum of two
SE
faces of the dice is equal to at least 10. [6+4]
OR
3.a) Two different digits are selected at random from the digits 1 to 9. (i) If the sum of the
digits is odd, what is the probability that 2 is one of the digits selected? (ii) If 2 is one of
D
the selected digits, what is the probability for the sum to odd.
b) A binary communication system transmits a 0 and 1 with equal probabilities. Due to the
07
noise in the channel, a transmitted 1 is received as a 0 with a probability of 1/8 and a
transmitted 0 is received as 1 with a probability of 3/4. (i) Find the probability for the
transmitted message to be a 1. (ii) If a one is received, find the probability that the
transmitted is a 1. [6+4]
-0
4.a) A discrete random variable is having a density function given by
f(x)=0.1δ(x)+0.4δ(x-1)+0.3δ(x-2)+0.2 δ(x-3).
6-
x3
Find the density of the random variable Y  2  x 2  .
3
20
b) Verify that Gaussian Density function is a valid density function. [5+5]
OR
5.a) Find the Mean and Mean square value of Rayleigh Random Variable.
19
b) X is a Gaussian random variable with zero mean and unity variance. Find the density of
the random variable Y = X for x ≥ 0, and Y=0 for x < 0. [5+5]

5 2
AM
6.a) Two random variables X and Y have a joint probability density function f(x,y)= xy
16
for 0 < y < x < 2; and zero elsewhere. Check X and Y for independence.
b) Let f(x,y) = x + y for 0 ≤ x ≤ 1, 0 ≤ y ≤ 1; and zero elsewhere. Find the density of X,
given Y. [6+4]
OR
7.a) The joint probability mass function of two random variables X and Y is
P(x,y)=K(2x+3y) for x=0,1,2; and y=1,2,3. Find the marginal probability distributions of
X and Y. Find all the possible conditional probabilities of X.
b) If X is a random variable with mean 3 and variance 2, verify that the random variables
„X‟ and Y=-6X+22 are orthogonal. [6+4]
 8.a) A Random Process X(t)=A.Cos (2π fc t) , where A is a Gaussian Random Variable with
zero mean and unity variance, is applied to an ideal integrator, that integrates with respect
JN
to „t‟, over (0,t). Check the output of the integrator for stationarity.
b) In the random Process X(t)=A.CosWt, A is uniform random Variable over (0,1) and W is
a constant. Find the Auto correlation function of X(t). [6+4]
OR
TU
9.a) X(t) is a random process with mean =3 and Autocorrelation function
Rxx(τ) =10.[exp(- 0.3|τ|)+2]. Find the second central Moment of the random variable
Y=X(3)-X(5).
b) X(t) is a WSS process and Y(t)=A.Cos(Wct+θ) is a random process which is independent
H
of X(t). Here, θ is a uniform random variable over(-π,π).If the Auto correlation function
of X(t) is Rxx(τ), find the Auto correlation of Z(t)=X(t).Y(t). [5+5]
U
10.a) Find the Auto correlation and PSD and M.S. Value of the random process, X(t)= m(t).
Cos(Wt+Ф), where m(t) is a WSS process and „Ф‟ is a uniform random variable over
SE
(0,2π), and is independent of m(t).
b) A noise process with zero mean and of PSD “K” is applied to an R-L LPF. Find the Mean
Square value of the output Process. [5+5]
OR
D
11.a) Let x(t)=Y(t) -Y(t-2) is a random process, where Y(t) is also a stationary random process.
It is given Var(X(t))=20.Var(Y(t)). Find RYY(2)/var(X(t)) and also BXX.
b) X(t)=A.Sin(wt+θ) is a random process, with „θ‟ being a uniform random variable over the
07
interval (-π, π). If Y(t)=(1/2).X(t). Are X(t) and Y(t) are jointly stationary and find Syy.
[5+5]
-0
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6-
20
19
AM
 Code No: 123BT R15
JAWAHARLAL NEHRU TECHNOLOGICAL UNIVERSITY HYDERABAD
B.Tech II Year I Semester Examinations, November/December - 2018
JN
PROBABILITY THEORY AND STOCHASTIC PROCESSES
(Common to ECE, ETM)
Time: 3 Hours Max. Marks: 75
TU
Note: This question paper contains two parts A and B.
Part A is compulsory which carries 25 marks. Answer all questions in Part A.
Part B consists of 5 Units. Answer any one full question from each unit.
Each question carries 10 marks and may have a, b, c as sub questions.
H
PART- A
(25 Marks)
U
1.a) The joint occurrence of two events A and B is given as
A B 1 2 3 
SE
 1 1 12 1 6 1 12 
P  A, B     . Find the probability of B is even, given that
 2 1 6 1 4 1 12 
 
 3 1 12 1 12 0 
D
A is even. [2]
b) A die is weighted so that even numbers have same chance of appearing, and the
odd numbers have the same chance of appearing, and each even number is twice
16
as likely to appear as any odd number. When the die is tossed, what is the
probability of getting an even numbered face. [3]
c) A random variable X has a CDF given by
-1
 0; for x  0

FX  x   1  cos x . Find FX  x  2  , and justify the answer. [2]
 ; for 0  x  
2-
 2
d) A random variable X has the following distribution:
20
xi 0 1 2 3 4 5 6 7 8
P(xi) a 3a 5a 7a 9a 11a 13a 15a 17a
1
Find the smallest value of x, for which P[(X ≤ x) > 0.5]. [3]
e) A fair coin is tossed three times. Let X denote a ‘0’ or a ‘1’ according a head or
8A
tail occurs in first toss and let Y denote the number of heads which occur. Find
the joint distribution of X and Y. [2]
f) Find the correlation coefficient between random variables X and Y related as
X=20Y. [3]
M
g) A random process is defined as X(t)= A.Coswt, where A is a uniform random
variable. What is the condition on A for the process to be WSS? [2]
h) X(t)=A Cos(2πt+Y) is a random process, where Y is a random variable such that
P(Y=0)=1/2 and P(Y=π/2)= 1/2. Find the correlation between the random
variables X(0) and X(1). [3]
i) A random process with PSD of K watts/Hz is applied to an ideal LPF with pass
band over (-B Hz to +B Hz). Find the noise power at the output of the filter. [2]
j) Find the cross spectral density of two uncorrelated stationary random processes
X(t) and Y(t). [3]
JN
PART-B
(50 Marks)
2.a) A coin is flipped three times and X denotes the number of heads that show up.
The probability of getting a head in each flip is ‘q’. Give the probability
TU
distribution of X. Find the probability with which X>1.
b) A pair of fair dice is thrown. Find the probability that the sum is 10 or greater if
(i) 5 appears on the first dice (ii) 5 appears at least on one of the dice. [5+5]
OR
H
3.a) Find the probability of getting a total of 4 at least once in 3 tosses of a pair of
dice.
b) Two different digits are selected at random from digits 1 to 9. If the sum of the
U
digits selected is odd, what is the probability for 2 to be one of the numbers
selected?
SE
c) A pair of fair dice is tossed. Find the probability that the maximum of the two
numbers is greater than four. [3+4+3]

4.a) The pdf of a random variable X is given by

D
f  x   K u  x   u  x  6  0.25  x  3  0.25  x  6 . Find and plot the
CDF of X.
16
b) The density function of a random variable X is given as
 ax; for 0  x  1 
 a; for 1  x  2 
 
f  x    . If three independent observations are made on
-1
3a  ax; for 2  x  3
 0; else where 
2-
X, find the probability with which exactly one of them is greater than 1.5. [5+5]
OR
5.a) Find the density of the Random variable Y=Tan(X), where X is uniform random
20
variable over ( -π/2, π/2).
b) For a random variable X with pdf f(x)= 0.5 exp(-|x|), find the probability that an
observed value will fall within ±2σ2 of the mean value. [4+6]
1
6.a) Find the density of Z=X+Y, where X and Y are two independent random
8A
variables, which are uniform over (-2, +2) and (-1, 3) respectively.
b) A product is classified according to the number of defects it contains (X) and the
factory (Y) producing the product. The joint probability distribution is given by
X Y 1 1 
M
 0 1 8 1 16
 
 1 1 16 1 16
 
 2 3 16 1 8 
 3 1 8 1 4 
(i) Find the conditional distribution of X, given Y=1.
(ii) Are X and Y independent. [5+5]
OR
 7.a) The input to a binary communication channel is a random variable X taking two
values -1 and +1 with equal likelihood. The output of the system is also a random
JN
variable Y taking values -1,0 and +1. It is given that
P(Y=-1/X=+1)=0.1;P(Y=+1/X=-1)=0.2; P(Y=0/X=+1)=P(Y=0/X=+1)=0.05.
i) When a message is transmitted, what is the probability for it to be received as 0.
TU
ii) When a 0 is received, what is the probability for the transmitted to be a 1.
b) If X and Y are two independent variables, verify that their sum and difference are
of same variance. [6+4]
H
8.a) Let X(t) be a random process with mean 3 and auto correlation 9+4.exp(-0.2|τ|).
Find the mean, variance and covariance of the random variables X(5) and X(8).
b) Check random process X(t)=A.cos(wt+β), where β is a uniform random variable
over (0, 2π) for mean ergodicity. [5+5]
U
OR
9.a) A random process is defined as X(t)=ACos(100t+β), where A is a normal random
SE
variable with zero mean and unity variance. β is uniform random variable over
(-π, π) and is independent of A. Find the Autocorrelation function of X(t).
b) Which of the following are valid Autocorrelation functions? Justify:
(i) A.Coswτ (ii) A.Sinwτ (iii) A[u(t+τ)-u(t-τ)] (iv) Triangular pulse from t = -τ to
D
t= +τ. [5+5]

10.a) A random process with psd of K watts/Hz is applied to an RC LPF with 3dB-
16
cutoff frequency of fc. Find the power at the output of the filter.

b) A random process X(t) has an autocorrelation function A2  B.e , where A and
B are positive constants. Find the mean of the output of a system with unit
-1
impulse response exp(-kt).u(t), where ‘k’ is a real positive constant, when driven
by X(t). [5+5]
OR
2-
11.a) Two systems with identical unit impulse response of t.exp(- kt)u(t) are in cascade.
If the cascade is driven by a WSS process with a mean of 2, find the mean of the
output of the cascade.
20
b) A random process X(t) with Autocorrelation function P.exp(-0.2|τ|) is applied to
an LTI system with unit impulse response of K.exp(-Kt).u(t). Find the
Autocorrelation of the response of the system. [4+6]
1
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8A
M
 www.FirstRanker.com www.FirstRanker.com

Code No: 123BT R15

JAWAHARLAL NEHRU TECHNOLOGICAL UNIVERSITY HYDERABAD
B.Tech II Year I Semester Examinations, March - 2017
PROBABILITY THEORY AND STOCHASTIC PROCESSES
(Common to ECE, ETM)
Time: 3 Hours Max. Marks: 75

Note: This question paper contains two parts A and B.

Part A is compulsory which carries 25 marks. Answer all questions in Part A.
Part B consists of 5 Units. Answer any one full question from each unit.
Each question carries 10 marks and may have a, b, c as sub questions.

PART – A
(25 Marks)
1.a) Define Random variable. [2]
b) Write about the continuous and mixed random variables. [3]
c) Mention the difference between the Variance and Skew. [2]
d) Write about the Rayleigh density and distribution function. [3]
e) Explain the equal and unequal distributions. [2]
f) Write about linear transformations of Gaussian random variables. [3]
g) Mention the properties covariance. [2]
h) Show that Sxx(ω ) = Sxx(-ω). [3]
om

i) State wiener-Khinchin relation. [2]

j) Express the relationship between power spectrum and autocorrelation. [3]
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ke

PART - B
(50 Marks)
an

2.a) Discuss the mutually exclusive events with an example.

tR

b) Define probability, set and sample spaces. [5+5]

irs

OR
3. Write the classical and axiomatic definitions of Probability and for a three digit decimal
.F

number chosen at random, find the probability that exactly K digits are greater than and
w

equal to 5, for 0< K < 3. [10]

w
w

4.a) Obtain the relationship between probability and probability density function.
b) Find the moment generating function of the random variable whose moments are
mr = (r + 1)!2r. [5+5]
OR
5.a) Write about Chebychev’s inequality and mention about its characteristic function.
b) Determine the moment generating function about origin of the Poisson distribution. [5+5]

6.a) Differentiate between the marginal distribution functions, conditional distribution functions
and densities.
b) Given the transformation y= cos x where x be a uniformly distributed random variable in
the interval (−π, π). Find fy (y) and E[y]. [5+5]
OR

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 www.FirstRanker.com www.FirstRanker.com

7. Let X be a random variable defined, Find E [3X] and E[X2] given the density function as

fx x  
 16 cos  x 8 , 4  x  4 [10]
0, elsewhere

8.a) State and prove properties of cross correlation function.

b) If the PSD of X(t) is Sxx(ω ). Find the PSD of dx(t)/dt. [5+5]
OR
9. A random process Y(t) = X(t)- X(t +τ ) is defined in terms of a process X(t). That is at least
wide sense stationary.
a) Show that mean value of Y(t) is 0 even if X(t) has a non Zero mean value.
b) If Y(t) = X(t) +X(t + τ ) find E[Y(t)] and σY2. [5+5]

10. The auto correlation function of a random process X(t) is RXX (τ ) = 3+2 exp (−4τ2).
a) Evaluate the power spectrum and average power of X(t).
b) Calculate the power in the frequency band −1/√2 < ω < 1/√2 [5+5]
OR
11. Derive the relation between PSDs of input and output random process of an LTI system.
[10]

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www.FirstRanker.com
 Code No: 123BT R15
JAWAHARLAL NEHRU TECHNOLOGICAL UNIVERSITY HYDERABAD
B.Tech II Year I Semester Examinations, November/December - 2017
JN
PROBABILITY THEORY AND STOCHASTIC PROCESSES
(Common to ECE, ETM)
Time: 3 Hours Max. Marks: 75
TU
Note: This question paper contains two parts A and B.
Part A is compulsory which carries 25 marks. Answer all questions in Part A.
Part B consists of 5 Units. Answer any one full question from each unit.
Each question carries 10 marks and may have a, b, c as sub questions.
H
PART- A
(25 Marks)
U
1.a) A box contains nine cards numbered through 1 to 9, and B contains five cards
numbered through 1 to 5. If a box is chosen at random, and a card is drawn which
SE
even numbered, what is the probability for the card to be from box A. [2]
b) Let a die be weighted such that the probability of getting numbers from 2 to 6 is
that number of times of probability of getting a1. When the die thrown, what is
the probability of getting an even or prime number occurs. [3]
D
c) Find the CDF of a random variable X, uniform over (-3, 3). [2]
d) The density of a random variable X is given as f(x)= K[U(x)-U(x-4)]+0.25δ(x-2).
Find the probability of X ≤ 3. [3]
3004
e) X and Y are discrete random variables and their joint occurrence is given as
X\Y 1 2 3
1 1/18 1/9 1/6
-1
2 1/9 1/18 1/9
3 1/6 1/6 1/18
Find the Conditional Mean of X, given Y=2. [2]
12-
f) X and Y are two uncorrelated random variables with same variance. If the random
variables U=X+ kY and V=X+(σx/σy)Y are uncorrelated, find K. [3]
g) State and prove the Periodicity Property of Auto Correlation function of a
20
Stationary Random Process. [2]
h) If X(t) is a Gaussian Random Process with a mean 2 and exp (-0.2|τ|). Find the
Probability of X(1) ≤ 1. [3]
1
i) Verify that the cross spectral density of two uncorrelated stationary random
processes is an impulse function. [2]
7A
j) The output of a filter is given by Y(t)=X(t+T)+X(t-T), where X(t) is a WSS
process, power spectral density Sxx(w), and T is a constant. Find the power
spectrum of Y(t). [3]
PART-B
M
(50 Marks)

2.a) Consider the experiment of tossing two dice simultaneously. If X denotes the sum
of two faces, find the probability for X ≤ 6.
b) A fair coin is tossed 4 times. Find the probability for the longest string of heads
appearing to be three as a result of the above experiment.
c) In certain college, 25% of the boys and 10% of the girls are studying
Mathematics. The girls constitute 60% of the student body. If a student is selected
at random and studying mathematics, determine the probability that the student is
a girl. [3+3+4]
OR
JN
3.a) Coin A has a probability of head =1/4 and coin B is a fair coin. Each coin is
flipped four times. If X is the number of heads resulting from coin and Y denotes
the same from coin B, what is the probability for X=Y?
TU
b) A dice is thrown 6 times. Find the probability that a face 3 will occur at least two
times. [6+4]

4.a) Find the Moment generating function of a uniform random variable distribute
H
over (A, B) and find its first and second moments about origin, from the Moment
generating function.
b) A random variable X has a mean of 10 and variance of 9. Find the lower bound on
the probability of (5<X<15). [5+5]
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OR
5.a) Find the Moment generating function of a random variable X with density
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function
 x, for 0  x  1 
 
f  x   2  x, for 1  x  2 
 0, else where 
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 
b) If X is a Gaussian random variable N(m, σ2 ), find the density of Y=PX+Q, where
P and Q are constants. [5+5]
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6.a) If X1,X2,X3, - - - - - Xn are ‘n’ number of independent and Identically distributed
random variables, such that Xk = 1 with a probability 1/2; = -1 with a probability
-1
1/2. Find the Characteristic Function of the random Variable Y= X1+X2+X3+ - - -
+ Xn.
b) If Independent Random Variables X and Y both of zero mean, have variance 20
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and 8 respectively, find the correlation coefficient between the random Variables
X+Y and X-Y. [5+5]
OR
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7.a) Let X=Cosθ and Y=Sinθ , be two random variables, where θ is also a uniform
random variable over (0,2π). Show that X and Y are uncorrelated and not
independent.
1
b) If X is a random variable with mean 3 and variance 2, verify that the random
Variables ‘X’ and Y= -6X+22 are orthogonal. [6+4]
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8.a) X(t) is a random process with mean =3 and Autocorrelation function
Rxx(τ) =10.[exp(- 0.3|τ|)+2]. Find the second central Moment of the random
variable Y=X(3)-X(5).
M
b) X(t)=2ACos(Wct+2θ) is a random Process, where ‘θ’ is a uniform random
variable, over (0,2π). Check the process for mean ergodicity. [5+5]
OR
9.a) A Random Process X(t)=A.Cos (2π fc t) , where A is a Gaussian Random
Variable with zero mean and unity variance, is applied to an ideal integrator, that
integrates with respect to ‘t’, over (0,t). Check the output of the integrator for
stationarity.
b) A random Process is defined as X(t)=3.Cos(2πt+Y), where Y is a random
Variable with p(Y=0)=p(Y=π)=1/2.Find the mean and Variance of the Random
Variable X(2). [5+5]
 10.a) Find and plot the Autocorrelation function of (i) Wide band white noise
(ii) Band Pass White noise.
JN
b) Derive the expression for the Cross Spectral Density of the input Process X(t)
and the output process Y(t) of an LTI system in terms of its Transfer function.
[5+5]
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11.a) Compare and contrast Auto and cross correlations.
b) If Y(t) = A.Cos(w0t+θ)+N(t), where ‘θ’ is a uniform random variable over (-π,π),
and N(t) is a band limited Gaussian white noise process with PSD=K/2. If ‘θ’ and
H
N(t) are independent, find the PSD of Y(t). [4+6]

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