EE5620 Stochastic Processes
1
EE5620  Homework #3
Due: Oct. 17, 2006, in class
Reading assignments:
Chapter 3, Gallager’s note, except Sec. 3.5.
Problem assignments:
1. Understand Theorem 3.2 on page 65 of Gallager’s note. Then, do Exercise 3.2 in Gallager’s
note.
2. Exercise 3.5 in Gallager’s note.
You can find an intuitive definition for
sufficient statistic
on page 59, Chapter 3, of Gallager’s
note.
3. Exercise 3.10 in Gallager’s note.
4. Exercise 3.11 in Gallager’s note.
5. Consider the problem of detecting a known signal
s
, with dimension
m
×
1, in the presence of
additive noise
n
.
Assume the noise has a Gaussian distribution with
n
∼
N
(
0
,
K
n
) where
K
n
is nonsingular. The detector is to determine whether the received signal
This is the end of the preview.
Sign up
to
access the rest of the document.
 Winter '10
 GFung
 Normal Distribution, Signaltonoise ratio, Likelihood function, Likelihoodratio test, detection theory, Gallager

Click to edit the document details