ps2 - EE 806, Detection and Estimation Theory Apr. 7, 2008...

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Unformatted text preview: EE 806, Detection and Estimation Theory Apr. 7, 2008 OSU, Spring 2008 Due: Apr. 21, 2008 Problem Set 2 Problem 1 - MATLAB Exercise In this problem you will visually verify properties of the Bayes risk function r ( ) (referred to as V ( ) in Poor). Once you have written your code, you should be able to investigate a variety of system parameters. You are encouraged to play with different system parameters. Consider the location testing problem with Gaussian error. Assume that =- 1 , 1 = 5 , 2 = 4. Furthermore, assume that you have the following cost matrix: C = . 1 1 . . 8 . 25 (a) Give an expression (or collection of expressions) for the Bayes risk function r ( ). (b) Plot this function and verify that it is concave and that the end points ( = 0 and = 1) of the function are the predicted values. (c) Determine (numerically if need be) the least favorable prior probability L . For L , evaluate R ( L ) and R 1 ( L ), where L is the Bayes rule for...
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ps2 - EE 806, Detection and Estimation Theory Apr. 7, 2008...

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