PS3 10 - r = k A n Here k is a random variable taking on...

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University of Minnesota Dept. of Electrical and Computer Engineering EE 8581 DETECTION AND ESTIMATION THEORY Spring 2010 Problem Set 3 Assigned: February 16, 2010 Due: February 23, 2010 Readings : Read Levy Sections 5.1- 5.2, Chapter 4. Problems : Solve problems 4.2, 4.3, 4.7 in 5.2 and 5.4 in Chapters 4 and 5 of Levy’s book and the following problem: Problem 4: Let us take another look at problem 4 from PS 0. Recall that in that problem we observe
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Unformatted text preview: r = k A + n. Here k is a random variable taking on only the values ± 1, with Prob(k = + 1) = q. Also, A is a Gaussian random variable, with E(A) = m E((A-m) 2 ) = 1. Finally, n is a zero mean, Gaussian random variable with E(n 2 ) = σ 2 . The variables k, A and n are independent. Determine the MAP estimates of k and A....
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