DEPARTMENT OF ELECTRONICS AND COMMUNICATION

ENGINEERING

B.E. Electronics and Communication Engineering

Anna University Regulation: 2021

EC3491 –COMMUNICATION SYSTEMS

II Year / IV Semester

Question Bank

Unit – II
RANDOM PROCESS & SAMPLING
 UNIT II - RANDOM PROCESS & SAMPLING

1. Define random process?

The sample space composed of functions of time is called a random process.

2. Define Stationary process?

If a random process is divided into a number of time intervals, the various sections of the
process exhibit essentially the same statistical properties. Such a process is said to be
stationary.

3. Define Non Stationary process?

If a random process is divided into a number of time intervals, the various sections of the
process does not exhibit essentially the same statistical properties. Such a process is said
to be stationary.

4. Define sample function?

A fixed sample point sj, the function of X(t, sj), is called a realization or a sample
function of the random process. The sample function is given as
Xj(t) = X(t, sj)

5. Define Mean function?

The mean of the random process is denoted by µx(t) the mean value is the expected value
of the random process X(t).
µx(t) = E[X(t)]

=
Where fx(t)(x) is the first order probability density function of the random process. For a
stationary random process, fx(t)(x) is independent of time.

6. Define Auto Correlation function?

It is defined as the expectation of the product of two random variables which are obtained
by observing the random process X (t) at different times t 1 and t2. The corresponding
random variables are X (t1) and X (t2).
The autocorrelation function is given by
Rx(t1,t2) = E[X[t1]X[t2]]

Rx(t1,t2) = x1x2fx(t1)x(t2)(x1, x2)dx1dx2

Where fx(t1)x(t2)(x1, x2) is a second order probability density function of the random
process.

7. List out the properties of auto correlation function.

The autocorrelation function of a stationary process X(t) is Rx(
‫ = )ح‬E[X(t+‫) ح‬X(t)]
Property1:
 The mean square value of the process is obtained from Rx(‫ )ح‬by putting 0 = ‫ح‬
Rx(0) = E[X(t+0)X(t)] = E[X2(t)]
Property 2:
The autocorrelation function Rx(‫ )ح‬is a even function of ‫ح‬
Rx(‫ = )ح‬Rx ( - ‫)ح‬
Property 3:
The autocorrelation function has its maximum magnitude at 0 = ‫ح‬
‫ ׀‬Rx(‫ ≤׀ )ح‬Rx(0)

8. Define Auto Covariance?

The auto covariance function is denoted by Cx(t1, t2) is given by
Cx(t1,t2) = E[(X(t1)- µ x )(X(t2)- µx)]
Cx(t1,t2) = E[ X(t1) X(t2) - X(t1)µx - µxX(t2) + µx2]
Cx(t1,t2) = E[ X(t1) X(t2)] – E[X(t1)]µx - µxE[X(t2)] + µ x2]
Cx(t1,t2) = Rx(t1,t2) - µ 2 - µ 2 + µ 2
x x x
Cx(t1,t2) = Rx(t1,t2) - µ x2

9. Define Cross Correlation?The two cross correlation function of X(t) and Y(t) are defined by Rxy(t, u) =
E[X(t) Y(u)]
Ryx(t, u) = E[Y(t) X(u)]
Where t and u are the values of times on which process is observed.

10. List the properties of correlation function

i) It is not an even function.
ii) It does not have its maximum at origin
iii) It obeys certain symmetry
relationship Rxy(‫ = )ح‬Ryx(-‫)ح‬

11. Define time average of Ergodic process in mean?

The mean of a random process X(t) at some fixed time t k is the expectation of the random
variable X(tk) that describes all possible values of the sample functions of the process
observed at time t=tk
The sample function x(t) of a stationary process X(t) at interval –T ≤ t ≤ T.
The DC value of x(t) is defined by the time

average µx(T) = 1/2T

12. Define time average of Ergodic process in auto correlation?

The time average of particular interest is the autocorrelation function R x (‫ح‬, T) is defined
in terms of the sample function x(t) of a stationary process X(t) at interval –T ≤ t ≤ T, the
time averaged autocorrelation function is given by

Rx (‫ح‬, T) = 1/2T

13. List out the properties of power spectral density.

Property 1:
The zero value of PSD of a stationary random process equals to total area under
the graph of the autocorrelation function

Sx(f) =
Sub f = 0 in above equation

Sx(0) =
Property 2:
The mean square value of the stationary process equals to the total area under
graph of the power spectral density

E[X2(t)] =
Property 3:
The power spectral density of a stationary process is always nonnegative
Sx(f)df ≥ 0 for all f
Property 4:
The power spectral density of a real valued random process is an even function of
frequency
Sx(-f) = Sx(f)
Property 5:
The power spectral density appropriately normalized has the properties associated
with a probability density function

Px(f) =

14. Define Gaussian Random variable

A random process X(t) is said to be Gaussian distributed if every linear function of X(t) is a
Gaussian random variable. The PDF of Gaussian distributed random variable Y is given
by
fY(y) =

15. Explain central limit theorem

An important result in probability theory that is closely related to the Gaussian distribution is
the central limit theorem. Let X 1, X2, ………Xn be a set of random variables with the
following properties:
1.
The Xk with k = 1, 2, 3, ……. , n are statistically independent.
2.
The Xk all have the same probability density function.
3.
Both the mean and the variance exist for each Xk.
We do not assume that the density function of the Xk is Gaussian. Let Y be a new random
variable defined as

Y= Xk
 16. Write the Einstien-Wiener-Khintchine relations
The power spectral density Sx(f) and auto correlation function of a stationary
process is given by

Sx(f) =

Rx( ) =
The above two relation together called as Einstien Wiener Khintchine relation

17. Define transmissions of a random process through a LTI filter?

When the random process X(t) is applied as input to a linear time – invariant filter of
impulse response h(t), producing a new random process Y(t) at the filter output.

18. Define Discrete Random Variable

A random variable whose set of possible values either in finite or countably infinite is
called discrete random variable.

19. Define Continuous random variable

A random variable X is said to be continuous if it takes all possible values between
certain limits say from real number ‘a’ to real number ‘b’.
If X is a continuous random variable for any x1 and x2.
(x1 ≤ X ≤ x2) = P(x1 < X ≤ x2) = P(x1 ≤ X < x2) = P(x1 < X < x2)

20. List the properties of Probability distribution function.

1.
The distribution function Fx(x) is bounded between zero and one.
2.
The distribution function Fx(x) is monotone non decreasing function of
x. Fx(x1) ≤ Fx(x2)

21. List the properties of Probability density function.

1. f(x) ≥ 0

2.

3.

SAMPLING:

1. Define Nyquist rate.

Let the signal be bandlimited to „W‟ Hz. Then Nyquist rate is given as,

Nyquist rate = 2W samples/sec

Aliasing will not take place if sampling rate is greater than Nyquist rate
2. What is meant by aliasing effect?
Aliasing .effect .takes .place .when .sampling .frequency .is .less .than .Nyquist .rate.
Under .such .condition, .the .spectrum .of .the .sampled .signal .overlaps .with
 .itself. Hence higherfrequencies take the form of lower frequencies. This
interference of
the frequency components is called as aliasing effect.
3. Define PWM.
PWM is basically pulse width modulation. Width of the pulse
changes according to amplitude of the modulating signal. It also
referred as pulse duration modulation orPDM.
4. State Sampling theorem.
A bandlimited signal of finite energy, which has no frequency components higher
than W Hz, may be completely recovered from the knowledge of its samples taken
at the rate of 2Wsamples per second.
5. How the message can be recovered from PAM?
The .message .can .be .recovered .from .PAM .by .passing .the .PAM .signal
.through reconstruction filter integrates amplitude of PAM pulses. Amplitude
reconstruction signal is done toremove amplitude discontinuities due to pulses.
6. Write an expression for bandwidth of binary PCM with N messages each with
a maximumfrequency of fm Hz.
If „v‟ number of bits are used to code each input sample, then
bandwidth of PCM isgiven as,
BT ≥ N.v.fm
Here v. fm is the bandwidth required by one message.

8. How is PDM wave converted into PPM message?

The .PDM .is .signal .is .clock .signal .to .monostable .multivibrator. The .multivibraor
triggers on fallingedge. Hence a PPM pulse of fixed width is produced after falling
edge of PDM pulse. PDM represents the input signal amplitude in the form of width of
the pulse. A PPMpulse is produced after the width of PDM pulse. In other words,
the position of the PPM pulse depends upon input signal amplitude.
9. Mention the use of adaptive quantizer in adaptive digital waveform co d ing
schemes. Adaptive quantizer changes its .step .size .according variance of .the .input
signal. Hence quantization error is significantly reduced due to the adaptive
quantization. ADPCM uses adaptivequantization. The bit rate of such schemes is
reduced due to adaptive quantization.
 10. What do you understand from adaptive coding?
In adaptive coding, the quantization step size and prediction filter coefficients are changed
as per properties of input signal. This reduces the quantization error and number of bits
to represent the samplevalue. Adaptive coding is used for speech coding at low bits
rates.
11. What is meant by quantization?
While converting the signal value from analog to digital, quantization is
performed.The .analog value is assigned to nearest digital value.
This is called quantization.
The . quantized .value .is .then .converted .into .equivalent .binary .value. .The
quantization levels arefixed depending upon the number of bits. Quantization is
performed in every Analog to Digital Conversion.
12. The signal to quantization noise ratio in a PCM system depends on what
criteria? The signal to quantisation noise ratio in PCM is given as, (S/N)db
≤(4.8+6v)dB Here v is the number of bits used to represent samples in PCM.
Hence signal to
quantization noise ratioin PCM depends upon the number of bits or quantization levels

16 MARK QUESTIONS

1. Explain the following terms (i) Random variable (ii) Gaussian process

2. Define and explain the following :

(i)Gaussian noise and Gaussian
distribution (ii)Thermal Noise
(iii)Shot Noise
What type of PDF does the Gaussian noise follow?

3. X is uniformly distributed as given below find E(X), E[X2 ], E[cosX] and E[(X-mx)2 ]

4. State and Prove the properties of Gaussian Process.

5. (i) Explain the following terms mean, correlation, covariance, ergodicity.

(ii) Give the properties of the auto correlation function.

6. (i) An AWGN of power spectral density 1uW is fed through a filter with frequency
response H(f) = 1/2 ; |f| < 40 kHz
0 ; elsewhere. Calculate the noise power at the output of the filter.
(ii)Write a note on stationary processes and its classifications.

7. Derive the equation for finding the probability density function of a one to one differential
 function of a given random variable.

8. (i)Explain about Transmission of random process through a Linear Time Invariant (LTI)

filter. (ii)Find the autocorrelation of a sequence x(t) =Acos(2 fc(t+θ)) where A and fc are

constant

and is a random variable that is uniformly distributed over the interval [-π π] .

9. (i) Define autocorrelation. Discuss the properties of autocorrelation function.

(ii) Consider the Random processes X(t) & Y(t) have zero mean and they are individually
stationary. Consider the sum random process Z(t) = X(t) +Y(t). Determine the power spectral
density of Z(t) .

10. State and prove the properties of power spectral density.