hw3 - EE5620 Stochastic Processes 1 EE5620 - Homework #3...

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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
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This note was uploaded on 11/28/2010 for the course EE 301 taught by Professor Gfung during the Winter '10 term at National Chiao Tung University.

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