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Assignment 3

This document is an assignment for a probability and statistics course taught by Dr. Muhammad Zeeshan. It provides instructions for students to complete a computer simulation of the maximum likelihood estimation (MLE) of the unknown parameter φ using MATLAB. The simulation involves modeling a sinusoidal signal with added white Gaussian noise. Students are asked to reproduce tables and plots based on their simulation results and submit a brief report containing their MATLAB codes and graphs. The report should be their own original work and is due on May 18, 2018.

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Bilal Ahmad
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13 views2 pages

Assignment 3

This document is an assignment for a probability and statistics course taught by Dr. Muhammad Zeeshan. It provides instructions for students to complete a computer simulation of the maximum likelihood estimation (MLE) of the unknown parameter φ using MATLAB. The simulation involves modeling a sinusoidal signal with added white Gaussian noise. Students are asked to reproduce tables and plots based on their simulation results and submit a brief report containing their MATLAB codes and graphs. The report should be their own original work and is due on May 18, 2018.

Uploaded by

Bilal Ahmad
Copyright
© © All Rights Reserved
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
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MATH-361 Probability and Statistics Instructor: Dr.

Muhammad Zeeshan
DE-38 (Electrical)

Assignment # 3
Due Date: 18-May-2018

Computer Simulation of MLE; Sinusoidal phase in WGN


Consider the following estimation problem

𝑥[𝑛] = 𝐴𝑐𝑜𝑠(2𝜋𝑓0 𝑛 + 𝜙) + 𝑤[𝑛] 𝑛 = 0,1,2, … , 𝑁 − 1


where 𝜙 is the unknown parameter and 𝑤[𝑛] is white Gaussian noise with zero mean and
variance 𝜎 2 . Using the MLE of 𝜙 given below, reproduce the table and plots given at the
end, by using MATLAB simulation.
MATH-361 Probability and Statistics Instructor: Dr. Muhammad Zeeshan
DE-38 (Electrical)

SNR:

Deliverables:
Brief report containing MATLAB codes and graphs.
Notes:
1. Do your own work/simulations (It is not possible that two or more persons in the
class think, code and write exactly the same). In case of copying, assignment will
not be graded.
2. A short viva may be scheduled for accessing the quality of individual’s assignment
3. Assignment will be done separately by each student
4. Assignment should be submitted on time in the form of a report containing required
deliverables

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