hw3b - ECE514 Random Process Fall 2010 HW3 Due Contact...

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Unformatted text preview: ECE514 Random Process Fall 2010 HW3 - Due: October 28, 2010 Contact [email protected] Recommended reading: • Section 3.1. • Section 3.2 (proofs of Propositions 3.2.2, 3.2.3, and 3.2.4 can be skipped). • Section 3.3 (examples 3.3.1 and 3.3.2 could be helpful, whereas 3.3.3 can be skipped). • Section 3.4 (the proof of 3.4.3 can be skipped, with the exception of part (f)). Sections 3.5 and 3.6 are insightful but will not be discussed in class. 1. Problem 3.1 in course notes. 2. Problem 3.3 in course notes. 3. Problem 3.9 in course notes. 4. Problem 3.15 parts (a), (b), and (d) in course notes. 5. Problem 3.19 in course notes. 6. Let us revisit Question 3 of the midterm numerically. Consider a sequence X 1 ,X 2 ,... of RV’s such that X i = ρX i- 1 + W i , where ρ = 0 . 9 is the smoothing parameter , the initial condition is set to X = 0 , and the innovations W i are independent and identically distributed (iid) zero mean unit norm Gaussian, i.e., W i ∼ N (0 , 1) ....
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hw3b - ECE514 Random Process Fall 2010 HW3 Due Contact...

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