EXAM # 1, EE5352, Spring 2011
1. Let y(n) be the output of linear system with impulse response h(n), where the
input w(n) is a stationary independent noise process applied starting at time zero. In
ot
EXAM # 1, EE5352, Spring 2012
1. Let y(n)=u(a-x(n) where the x(n)'s are zero-mean, independent, and stationary,
and where a is positive. The pdf of x(n) is fx(x).
(a) Find an expression for E[y(n)].
(
EXAM # 2, EE5352, Spring 2011
1. Let z(n) and d(n) represent stationary, zero-mean random processes.
(a) Give an expression for the Wiener filter error function I, in terms of the
correlations rzz(m)
EXAM # 2, EE5352, Spring 2012
1. It has been said that the reflection coefficient sequence cfw_Cm can be used to
reconstruct the error sequences cfw_amn in the Levin-Durbin recursion.
(a) In terms of
EXAM # 3, EE5352, Spring 2011
1. Let zi(n) = s(n)+ni(n) where ni(n) is WGN and 1 i Nch. var(ni(n) = v(i), so the
noise variance is different for each channel. The s(n)'s are unknown and 0 n N-1.
(a) F
EXAM # 3, EE5352, Spring 2012
1. Let zi(n)=a(i)s(n)+ni(n) where ni(n) is white and 1 i Nch
The a(i)'s and s(n)'s are unknown.
(a) Find the log likelihood function ln(f(za,s).
(b) Setting the partial d