PS1 - (C Repeat(B for N=500 and N=5000 Comment on your...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
EE7750 Problem Set 1: Assigned: 9/8/10 Due: 9/15/10 Return your report in class. In your report, include m-files that you use to generate your results. In addition, generate a folder, name it as your last name , put all m-files in there, include a readme file describing the files, zip the folder, and email to [email protected] Title of your email should be EE7750 - PS1 your_last_name Problem 1: (A) Generate N=50 2-dimensional data points that are distributed according to the Gaussian distribution ° ( ± , ² ) for the following case ± = 0 0 ³ , ² = 2 0.5 0.5 1 ³ And generate a scatter plot. (B) Using the data that you generated, do the following: Obtain the maximum likelihood estimate of the mean and covariance matrix parameters For the covariance matrix, obtain the unbiased estimate.
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: (C) Repeat (B) for N=500 and N=5000. Comment on your estimates. (D) Obtain the probability ´µ¶·± , ²¸ = 1 2 ¹ | ² | 1/2 ?º´µ−µ¶ − ±¸ » ² − 1 µ¶ − ±¸ /2 ¸ , and plot (contour-plot) on top of the data. (E) Obtain the distance ? 1 = µ¶ − ±¸ » ² − 1 µ¶ − ±¸ , and plot (contour-plot) on top of the data. (F) Obtain the distance ? 2 = µ¶ − ±¸ » µ¶ − ±¸ = ¼¶ − ±¼ 2 , and plot (contour-plot) on top of the data. Problem 2: Generate a noisy sinusoid using the following matlab commands: x = [0:0.1:2]; y = sin(4*x); y = y + 0.2*randn(size(y)); Write a matlab function to fit n th-order polynomial to this data. Try for n =1,2,3, 4, and 10, and plot the fits on top of the input data....
View Full Document

{[ snackBarMessage ]}

Ask a homework question - tutors are online