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GATE 2016 EC (EC3) – Question 59

Communications · Random Processes · 2 marks · Multiple choice

A wide-sense stationary process X(t) passes through the shown delay-and-subtract LTI system. If its autocorrelation is $R_X(\tau)$, the output autocorrelation is

Diagram for GATE 2016 EC (EC3) question 59
  1. $2R_X(\tau)+R_X(\tau-T_0)+R_X(\tau+T_0)$
  2. $2R_X(\tau)-R_X(\tau-T_0)-R_X(\tau+T_0)$
  3. $2R_X(\tau)+2R_X(\tau-2T_0)$
  4. $2R_X(\tau)-2R_X(\tau-2T_0)$

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Correct answer: (B) $2R_X(\tau)-R_X(\tau-T_0)-R_X(\tau+T_0)$

Explanation

The diagram gives $Y(t)=X(t)-X(t-T_0)$. Expand $E[Y(t)Y(t+\tau)]$ into four terms.

The two same-delay products each equal RX(τ) by stationarity. The cross products have lags τ−T0 and τ+T0 and both enter with minus signs.

Thus $R_Y(\tau)=2R_X(\tau)-R_X(\tau-T_0)-R_X(\tau+T_0)$, **B**.

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