This preview shows page 1. Sign up to view the full content.
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.
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.
 Winter '10
 GFung

Click to edit the document details