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JNTU B.Tech II SIGNALS AND STOCHASTIC PROCESS Previous Question Paper (November/December - 2018 - R16)

B.Tech | II | II-I | R16 | November/December - 2018

Answer PaperPaper Code: 133BQMaximum Marks: 75Time: 3 Hours

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

125 marks
a

Is the system described by the equation y(t) = x(2t) time invariant or not? Why?

2 marks

Answer

The system y(t) = x(2t) is time-variant. A system is time-invariant only if a time shift in the input results in an identical time shift in the output. For this system, the output for a shifted input x(t-t0) is x(2t-t0), whereas shifting the output y(t) by t0 yields x(2(t-t0)) = x(2t-2t0). Since x(2t-t0) ≠ x(2t-2t0), the system is time-variant.

b

Give the relation between bandwidth and Rise time of a signal.

3 marks

Answer

The relationship between the bandwidth (BW) and rise time (t_r) of a signal is given by the product of the two, which is approximately constant. For a typical low-pass system, this is expressed as:

BW × t_r ≈ 0.35

where the bandwidth is measured in Hertz and rise time is the time taken for the signal to transition from 10% to 90% of its final value.

c

What are the effects of aliasing and how can you minimize the aliasing error?

2 marks

Answer

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d

Distinguish between series and transform in the Fourier Representation of a signal.

3 marks

Answer

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e

Let X(s) = L{x(t)}, determine the initial value, x(0) and the final value x(∞), for the following signal using initial value and final value theorems.

X(s) = (7s + 6) / (s^2 + 3s + 5)
2 marks

Answer

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f

How the stability of a system can be found in Z-Transform and what is the condition for causality in terms of Z-Transform.

3 marks

Answer

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g

Prove that R_xy(τ) = R_yx(-τ).

2 marks

Answer

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h

If the customers arrive at a bank according to a Poisson process with mean rate 2 per minute, find the probability that during a 1-minute interval no customer arrives.

3 marks

Answer

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i

Prove that the power spectral density of a real random process is an even function.

2 marks

Answer

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j

Find the auto correlation function, whose spectral density is:

S(ω) = 1, |ω| ≤ π; 0, otherwise
3 marks

Answer

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PART B

210 marks
a

Prove that the set sin(mω₀t) and sin(nω₀t) are orthogonal for m ≠ n, where m=0,1,2... and n=0,1,2... over (t₀, t₀ + 2π/ω₀).

5 marks

Answer

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b

Explain the concepts of unit step function and Signum function.

5 marks

Answer

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OR
310 marks
a

Explain causality and physical reliability of a system and explain Paley-wiener criterion.

5 marks

Answer

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b

Consider a stable LTI system characterized by the differential equation: dy(t)/dt + 2y(t) = x(t). Find its impulse response.

5 marks

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410 marks
a

Find the Fourier Transform of the signal x(t) = e^(-at) u(t).

4 marks

Answer

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b

Define sampling theorem for time limited signal and find the Nyquist rate for the following signals: i) rect(t/300) ii) 10 cos(300πt).

6 marks

Answer

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OR
510 marks
a

Derive the expression for trigonometric Fourier series coefficients.

4 marks

Answer

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b

Determine the exponential form of the Fourier series representation of the signal shown in figure 1.

6 marks

Answer

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610 marks
a

By using the power series expression technique, find the inverse Z-Transform of the following X(z) = z / (z² - 3z + 2), |z| < 1.

7 marks

Answer

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b

Distinguish between the Laplace, Fourier and Z-Transforms.

3 marks

Answer

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OR
710 marks
a

Find the Laplace Transform of the periodic, rectangular wave shown in figure 2.

6 marks

Answer

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b

Find the Laplace Transform of following functions: i) Exponential function ii) Unit step function.

4 marks

Answer

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810 marks
a

Explain the characteristics of a first order and strict sense stationary process using relevant expressions.

5 marks

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b

State and prove the properties of auto correlation of a random process.

5 marks

Answer

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OR
910 marks
a

Find the mean, variance and Root Mean Square value of the process, whose auto correlation function is R_xx(τ) = 25 + 36 / (6.25 + τ²).

5 marks

Answer

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b

Consider two random processes x(t) = cos(ωt + θ) and y(t) = cos(ωt + φ), where φ = θ - π/2 and θ is uniformly distributed over (0, 2π), verify |R_xy(τ)|² ≤ R_xx(0)R_yy(0).

5 marks

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1010 marks
a

Derive the relation between input and output power spectral densities of a linear system.

5 marks

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b

The cross power spectrum of real random process x(t) and y(t) is given by S_xy(ω) = a + ib, if |ω| ≤ 1, 0 elsewhere. Find the cross correlation function.

5 marks

Answer

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OR
1110 marks
a

Consider a random process X(t) = A₀ cos(ω₀t + θ), where A₀ and ω₀ are constants and θ is a uniform random variable in the interval (0, π), find whether X(t) is WSS process.

5 marks

Answer

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b

Show that S_yy(ω) = |H(ω)|² S_xx(ω), where S_xx(ω) and S_yy(ω) are the power spectral density functions of the input and output respectively and H(ω) is the system transfer function.

5 marks

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This page contains the question paper of SIGNALS AND STOCHASTIC PROCESS from JNTU for B.Tech ECE II II-I, November/December - 2018, R16.

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