74157-mt----statistical Signal Processing

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Code No: 74157/MT M.Tech. – I Semester Supplementary Examinations, September, 2008 STATISTICAL SIGNAL PROCESSING (Electronics & Communications) Time: 3hours

Max. Marks:60 Answer any FIVE questions All questions carry equal marks ---

1.a) b)

What is stochastic Model? Explain its properties. What are different second ordered methods for Charactering signals including autocorrelation?

2.a) b)

Explain different parametric methods for estimation. Derive different properties of Power Spectral Density.

3.

What is the difference between Random signals and deterministic signals explain about filtering random processes with an example.

4.a) b)

Explain the Estimation using Maximum a posteriori estimation. What is Cramer-Rao bound approach?

5.a)

What is the Principle of Music Algorithm? Explain with an example. Compare Pisarenko and ESPRIT approaches.

b) 6.

Distinguish between Moving Average and Auto Regressive Models explain various Non Parametric approaches.

7.a) b)

What is principle of Orthagonolity? Derive Wiener-Hope Equations.

8.a)

Explain Recursive Minimum mean square estimation for scalar random variables. With neat block Diagram explain kalman filter based one step prediction.

b)

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