Scribd
Upload
91 views3 pages

Homework 4 Due Tuesday June 24, 2008 Work The Following

This document contains 7 homework problems for an electrical engineering course. Problem 1 asks to design a correlation detector and indicate decision regions on a graph. Problem 2 gives an observation and asks to find a threshold, probability of type I error, probability of type II error, and power of a test. Problem 3 asks to plot probability of detection vs SNR using Albersheim's equation. Problems 4-7 ask to derive additional equations and properties related to norms and inner products in pre-Hilbert spaces.

Uploaded by

dkhan08
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
91 views3 pages

Homework 4 Due Tuesday June 24, 2008 Work The Following

This document contains 7 homework problems for an electrical engineering course. Problem 1 asks to design a correlation detector and indicate decision regions on a graph. Problem 2 gives an observation and asks to find a threshold, probability of type I error, probability of type II error, and power of a test. Problem 3 asks to plot probability of detection vs SNR using Albersheim's equation. Problems 4-7 ask to derive additional equations and properties related to norms and inner products in pre-Hilbert spaces.

Uploaded by

dkhan08
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 3

EE 562a

Homework 4
Due Tuesday June 24, 2008

Work the following 7 problems.

Problem 1. Design a correlation detector for deciding whether H0 or H1 is


true where
Hi : X(u) = Si + N(u), i = 0, 1
and  
1
Si = (−1)i ,
0
   
1 2 −1
E[N(u)] = , KN = .
1 −1 2
Indicate the decision regions on a graph.

Problem 2. We are given an observation of X and we must decide between


two hypotheses:
H0 : X = N
H 1 : X = S1 + N
where, N is a continuous random variable with density
⎧
⎨ 2e−2n , n > 0,
fN (n) =
⎩ 0, elsewhere

and S1 = 3.2.
a. Find a threshold T so that the probability of type I error is 0.001.

b. Using the T you found find the probability of type II error.

c. What is the power of this test?

Problem 3. Let Ri , i = 1, . . . , 16 be 16 independent random variables re-


sulting from the envelope detection of a signal plus noise process. Assume
that each Ri resulted from the envelope detection of a complex signal plus
noise component.

1
Assuming integration detection with N = 16 use Albersheim’s equation to
plot probability of detection (Pd ) vs. SNR (dB) for a probability of false
alarm (Pf a ) of 10−5 .

Problem 4. Same setup as Problem 3. We know that the density of each


Ri when no signal is present is
r −r2 /2σ2
fRi (r) = e , r≥0
σ2
where σ 2 is the total noise power.

With M of N detection a threshold is found for each of the 16 samples


as 
T0 = −2σ 2 ln(Pf a,s )
where Pf a,s is the probability of false alarm on a sample basis that yields an
overall Pf a .

a. Using


N
N
Pf a = P K (1 − Pf a,s )N −K
K=M K f a,s
find Pf a,s that yields an overall Pf a = 10−5 where M = 8 and N = 16.

b. Using


N
N
Pd = K
Pd,s (1 − Pd,s )N −K
K=M K
find Pd,s , the probability of detection on a sample basis, that yields an
overall Pd = 0.9 where M = 8 and N = 16.

c. Using ∞
r −(r2 +s2 )/2σ2 rs
Pd,s = 2
e I0 dr
T0 σ σ2
s2
find the SNR = 2σ2
required to yield the desired Pd,s (express your
SNR in dB).

d. Compare the SNR required for a Pd = 0.9 in this problem to the SNR
required in Problem 3 using integration detection.

2
e. In this problem we used M = N/2. Using Pf a = 10−5 and Pd = 0.9
plot required SNR (dB) vs. M for N = 16. Use M = 1, 2, . . . , 16 in
your plot and show a family of cures.

Problem 5. Show that in a pre-Hilbert space H, the function


√
||x|| = < x, x >

is a norm, i.e.,

1. ||x|| ≥ 0, ∀x ∈ H and ||x|| = 0 if and only if x = 0.

2. ||x + y|| ≤ ||x|| + ||y|| ∀x, y ∈ H.

3. ||αx|| = |α| · ||x|| ∀x ∈ H and scalars α.

Problem 6. In a pre-Hilbert space H, if x⊥y then show

||x + y||2 = ||x||2 + ||y||2.

Problem 7. In a pre-Hilbert space H, show (the parallelogram law)

||x + y||2 + ||x − y||2 = 2||x||2 + 2||y||2.

You might also like