ELEC 531: STATISTICAL SIGNAL PROCESSING Department of Electrical and Computer Engineering Rice University Fall 2007 Problem Set 7 Due: November 6, 2007
Problem 7.1 Consider the joint density of the random variables X and Y shown in Figure 1 and the
ELEC 531: STATISTICAL SIGNAL PROCESSING Department of Electrical and Computer Engineering Rice University Fall 2007 Problem Set 3 Due: September 20, 2007
Problem 3.1 We make L observations X1 , . . . , XL of a parameter corrupted by additive 2 nois
ELEC 531: STATISTICAL SIGNAL PROCESSING Department of Electrical and Computer Engineering Rice University Fall 2007 Problem Set 2 Due: September 13, 2007
Problem 2.1 Determine the mean and correlation function of each of the processes Xt defined bel
ELEC 531: STATISTICAL SIGNAL PROCESSING Department of Electrical and Computer Engineering Rice University Fall 2007 Problem Set 6 Due: October 25, 2007
Problem 6.1 The EM algorithm and mixture densities. Suppose we observe L iid realizations X = (X0
ELEC 531: STATISTICAL SIGNAL PROCESSING Department of Electrical and Computer Engineering Rice University Fall 2007 Problem Set 5 Due: October 9, 2007
Problem 5.1 Imagine yourself idly standing on the corner in a large city when you note the serial
ELEC 531: Statistical Signal Processing: Course Outline
ELEC 531: Statistical Signal Processing Fall 2007
The Basics
Instructor: Michael Lexa Lectures: Tuesday, Thursday 1:00-2:20 p.m., Herzstein 118 Office hours: Mondays 2-4 p.m. DH 2031 or b
ELEC 531: STATISTICAL SIGNAL PROCESSING Department of Electrical and Computer Engineering Rice University Fall 2007 Problem Set 4 Due: September 27, 2008
Problem 4.1 Let the observations be of the form Y = H + N where and N are statistically indepe
ELEC 531: STATISTICAL SIGNAL PROCESSING Department of Electrical and Computer Engineering Rice University Fall 2007 Problem Set 9 Due: December 6, 2007
Problem 9.1 Calculate the Kullback-Leibler divergence between the following pairs of densities. (
ELEC 531: STATISTICAL SIGNAL PROCESSING Department of Electrical and Computer Engineering Rice University Fall 2007 Problem Set 8 Due: November 20, 2007
Problem 8.1 The performance for the optimal detector in equal signal energy, white Gaussian nois
ELEC 531: STATISTICAL SIGNAL PROCESSING Department of Electrical and Computer Engineering Rice University Fall 2007 Problem Set 1 Due: September 4, 2007
Problem 1.1 Which of the following are probability density functions? Indicate your reasoning. F