EE 278 Statistical Signal Processing Homework #3 Due Monday, July 20, 2009 1. Schwarz inequality. a. Prove the following inequality: (E(XY )2 E(X 2 )E(Y 2 ) . Hint: Use the fact that E(X + aY )2 ) 0 f
EE 278 Statistical Signal Processing Homework #5 Due Wednesday, August 12, 2009 1. Absolute value random walk. Let Xn be a random walk defined by
n
Monday, August 3, 2009 Handout #14
X0 = 0, Xn =
i=1
EE 278
Statistical Signal Processing
Wednesday, August 12, 2009
Handout #15
Homework #5 Solutions
1. (10 points) Absolute value random walk.
a. This is a straightforward calculation and we can use res
EE 278
Statistical Signal Processing
Handout #13
Monday, August 3, 2009
Homework #4 Solutions
1. (10 points)
(a) The marginal pdfs of a jointly Gaussian pdf are Gaussian. Therefore X1
N (1, 1).
(b) S
EE 278 Statistical Signal Processing Homework #3 Solutions 1. (20 points) Schwarz inequality. a. Consider the quadratic equation in the parameter a :
Monday, July 27, 2009 Handout #7
0 = E(X + aY )2 )
EE 278
Statistical Signal Processing
Handout #5
Monday, July 20, 2009
Homework #2 Solutions
1. (15 points) The general formula for calculating the pdf of a dierentiable function of
a continuous random
EE 278 Statistical Signal Processing Homework #1 Solutions 1. (15 points)
Handout #4 Monday, July 13, 2009
(a) The sample space consists of triplets of the form (curtain with gold behind it, curtain c
EE 278 Statistical Signal Processing Homework Set #4 Due: Monday, August 3, 2004.
Handout #12 Monday, July 27, 2009
1. Given a Gaussian random vector X N (, ), where = [ 1 5 2 ]T and 1 1 0 = 1 4 0 . 0
EE 278 Statistical Signal Processing Homework Set #2 Due: Monday, July 13, 2009.
Handout #3 Monday, July 6, 2009
1. Random phase signal Let Y (t) = sin(t + ) be a sinusoidal signal with random phase U
EE 278 Statistical Signal Processing Homework Set #1 Due: Monday, July 6, 2004.
Handout #2 Monday, June 29, 2009
Announcement: The homework is due next Monday. You can either hand it in after class or