1
GATE ECE 2010
MCQ (Single Correct Answer)
+2
-0.6
X(t) is a stationary process with the power spectral density Sx(f) > 0 for all f. The process is passed through a system shown below.

Let Sy(f) be the power spectral density of Y(t). Which one of the following statements is correct?

A
Sy(f) > 0 for all f
B
Sy(f) > 0 for $$\left| f \right|$$ > 1 kH
C
Sy(f) > 0 for f = nf0, f0 = 2kHz, n any integer
D
Sy(f) > 0 for f = (2n + 1)f0, f0 = 1 kHz, n any integer
2
GATE ECE 2008
MCQ (Single Correct Answer)
+2
-0.6
Noise with double-sided power spectral density of K over all frequencies is passed through a RC low pass filter with 3-dB cut-off frequency of fc. The noise power at the filter output is
A
K
B
K fc
C
K $$\pi$$ fc
D
$$\infty$$
3
GATE ECE 2006
MCQ (Single Correct Answer)
+2
-0.6
A zero-mean white Gaussian noise is passed through an ideal low-pass filter of bandwidth 10 kHz. The output is then uniformly sampled with sampling period ts = 0.03 msec. The samples so obtained would be
A
correlated
B
statistically independent
C
uncorrelated
D
orthogonal
4
GATE ECE 2006
MCQ (Single Correct Answer)
+2
-0.6
The following question refer to wide sense stationary stochastic process:

It is desired to generate a stochastic process (as voltage process) with power spectral density

$$S\left( \omega \right) = {{16} \over {16 + {\omega ^2}}}$$\$

By driving a Linear-Time-Invariant system by zero mean white noise (as voltage process) with power spectral density being constant equal to 1. The system which can perform the desired task could be

A
first order lowpass R-L filter
B
first order highpass R-c filter
C
tuned L-C filter
D
series R-L-C filter
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