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M.Tech Signal Theory Exam

This document provides instructions and questions for a signal theory exam, including 3 units covering topics like orthogonality, deterministic/random signals, wide-sense stationary (WSS) processes, and stationary increments. Students must attempt 3 questions, selecting one from each unit, with questions involving demonstrating orthogonality, showing if processes are WSS or strictly stationary, and properties of random processes.

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216 views2 pages

M.Tech Signal Theory Exam

This document provides instructions and questions for a signal theory exam, including 3 units covering topics like orthogonality, deterministic/random signals, wide-sense stationary (WSS) processes, and stationary increments. Students must attempt 3 questions, selecting one from each unit, with questions involving demonstrating orthogonality, showing if processes are WSS or strictly stationary, and properties of random processes.

Uploaded by

ihbrusansuharsh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Roll No. _________________ Total No.

of Pages: 2

GEETANJALI INSTITUTE OF TECHNICAL STUDIES


M.Tech. D.C. I-Sem.
First Internal Exam
Subject: 1MDC1 Signal Theory

Time: Maximum Marks: 25


Min. Passing Marks: 10

Instruction to Candidates:

Attempt any Three question selecting one questions from each Unit. Schematic diagrams must
be shown wherever necessary. Any data you feel missing suitably be assumed and stated clearly.
Units of quantities used/calculated must be stated clearly.
Use of following supporting material is permitted during examination. (Mentioned in form No.
205)
1 ______________ Graph Paper____________ 2. ______________ Nil____________

Unit-1
Q.1 Explain Gram Schmidt procedure for orthogonality with an example. (8)
OR
Q.2 Explain orthogonality basis fanctions. Also explain deterministic and random signals
with examples.
(8)
Unit-2
Q.3 Sconsider a random process X(t) defined by:
X(t)=A cos(wt+θ)
Where A and w are constant and θ is uniform random variable over (-π,π). Show that
X(t) is WSS process. (9)
OR

Q.4 Consider a random process X(t) defined by


X(t) = U cos(t) + V sin(t)
Where U & V are indpendent random variables, each assume the values(-2,1) with the
probabilities 1/3 and 2/3 respectively. Show that X(t) is WSS but not SSS.
(9)
Unit-3
Q.5 Consider a random process X(t) defined by

X(t) = U cos(t) + V sin(t)


Where U and V are random variables. Show that X(t) is WSS if and only if U & V are
uncorrelated with equal variances. (8)

OR

Q.6 Let X(t) be a random process with stationary increment and assume that X(0) =0.
Show that E[X(t)]=st where s=E[X(1)]. (8)

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