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Statistical Signal Processing (EC-654) Assignment-1: Date: 06.02.2018 To Be Submitted by 16.02.2018

This document provides instructions for Assignment 1 of the Statistical Signal Processing course. It includes 3 questions: 1) Prove properties of the variance of a random signal in white Gaussian noise. 2) Use trigonometric relations to prove that the sum of cosine terms equals 0 under certain assumptions. 3) Consider a signal model with additive white Gaussian noise and derive the Fisher information matrix and inverse for parameter estimates. Comments are requested on the cross diagonal terms and deriving the CRLB. Students are asked to submit their work as a PDF file named with the assignment number and their roll number by February 16th.

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Boby Dubey
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39 views1 page

Statistical Signal Processing (EC-654) Assignment-1: Date: 06.02.2018 To Be Submitted by 16.02.2018

This document provides instructions for Assignment 1 of the Statistical Signal Processing course. It includes 3 questions: 1) Prove properties of the variance of a random signal in white Gaussian noise. 2) Use trigonometric relations to prove that the sum of cosine terms equals 0 under certain assumptions. 3) Consider a signal model with additive white Gaussian noise and derive the Fisher information matrix and inverse for parameter estimates. Comments are requested on the cross diagonal terms and deriving the CRLB. Students are asked to submit their work as a PDF file named with the assignment number and their roll number by February 16th.

Uploaded by

Boby Dubey
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Statistical Signal Processing (EC-654)

Assignment-1
Date: 06.02.2018 To be submitted by 16.02.2018

1. Consider a random signal in white Gaussian noise as x [ n] → N ( A, σ 2 ) . Prove that

1 N −1
 1 N −1
(a) var 
N
∑
n=0
x[n]  = 2
 N
∑ var ( x[n]).
n=0

4 A2 σ 2 2σ 4 1 N −1
( )
(b) var x 2 =
N
+ 2 , where x =
N N
∑ x[n].
n =0

2. Use trigonometric relations to prove that

1 N −1 i
∑ n cos ( 2πf0 n + φ) ≈ 0, with i = 0,1, 2.
N i +1 n =0

Specify the necessary assumptions which are to be considered and their feasibility of
acceptance in digital processing of a signal to prove the above.
3. Consider the following signal model

x [ n] = A cos ( 2πf 0 n + φ ) + w [ n]
where n = 0,1,..., ( N − 1) and w → N (0, σ2 ) is additive white Gaussian noise (AWGN).

(a) Find out the Fisher information matrix for vector parameter [ θ] =  A φ σ2  .
f0
Here, the parameters not necessarily be all independent to one another, not necessarily
be known or constant. However, the relation for approximation proved in Q.2 may be
applied.
(b) Comment on the significance of the cross diagonal terms in derived Fisher
information matrix.
(c) Finally find inverse of the Fisher information matrix as was derived in 3.(a) and give
CRLB for vector parameter estimate θˆ  .

[ Note: Please upload the .pdf file of the prepared material for assignment in Moodle. You
may make .pdf file from the document prepare in computer or .pdf file from the photocopy
taken of handwritten content. File name should be (Assignment#number_RollNo.pdf) for
example:1_115CE0101.pdf]

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