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Chaptetr 1 Solution Steven M KAY

This document contains the solutions to homework problems from the course ECE 531: Detection and Estimation Theory. It includes solutions to 4 problems regarding estimators for the variance of a random variable, the mean of Gaussian random variables, consistency of the mean estimator, and an estimator for the power of a signal. The solutions show that the variance estimator is unbiased and consistent, the mean estimator is unbiased and consistent, the mean estimator is consistent, and the power estimator is asymptotically unbiased.

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Muhammad Usman Iqbal
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274 views4 pages

Chaptetr 1 Solution Steven M KAY

This document contains the solutions to homework problems from the course ECE 531: Detection and Estimation Theory. It includes solutions to 4 problems regarding estimators for the variance of a random variable, the mean of Gaussian random variables, consistency of the mean estimator, and an estimator for the power of a signal. The solutions show that the variance estimator is unbiased and consistent, the mean estimator is unbiased and consistent, the mean estimator is consistent, and the power estimator is asymptotically unbiased.

Uploaded by

Muhammad Usman Iqbal
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 4

ECE 531: Detection and Estimation Theory, Spring 2011

Homework 1
ALL SOLUTIONS BY Shu Wang thanks for submitting latex le in 1st homework!
Problem1 (2.1)
Solution:
E[

2
] = E[
1
N
N1

n=0
x
2
[n]]
=
1
N
N1

n=0
E[x
2
[n]]
=
1
N
N
2
=
2
So this is an unbiased estimator.
V ar(

2
) = V ar(
1
N
N1

n=0
x
2
[n])
=
1
N
2
N1

n=0
V ar(x
2
[n])
=
1
N
2
NV ar(x
2
[n])
=
1
N
V ar(x
2
[n])
According to x[n] is iid, then x
2
[n] is also iid. We know that V ar(x
2
[n]) = E[x
4
[n]] E[x
2
[n]]
2
.
And according to central moment:
E[(x )
p
] =

0 if p is odd

p
(p 1)!! if p is even
n!! denotes the double factorial, that is the product of every odd number from n to 1. And is the
mean of x. In this problem, we know that the mean of x is 0. So we can have E[x
4
[n]] = 3
4
. So
V ar(x
2
[n]) = 3
4

4
= 2
4
. Then we have
V ar(

2
) =
1
N
2
N2
4
=
2
4
N
1
And V ar(

2
) 0 as N
Problem2 (2.3)
Solution:
E[

A] = E[
1
N
N1

n=0
x[n]]
=
1
N
N1

n=0
E[x[n]]
=
1
N
NA = A
V ar(

A) = V ar(
1
N
N1

n=0
x[n])
=
1
N
2
NV ar(x[n])
=
1
N

2
=

2
N
According to x[n] is iid. Gaussian distributed. So we have

A N(A,

2
N
).
Problem3 (2.8)
Solution:
From 2.3, we know that

A N(A,

2
N
). Then we can have:
lim
N
Pr{|

A A| > } = lim
N
Pr{
|

A A|

2
N
>

2
N
}
According to Q-function, we will have
lim
N
Pr{
|

A A|

2
N
>

2
N
} = lim
N
Q(

2
N
)
= lim
N
Q(

)
= 0
2
So

A is consistent.
E[

A] = E[
1
2N
N1

n=0
x[n]]
=
1
2N
N1

n=0
E[x[n]]
=
1
2N
NA
=
A
2
V ar(

A) = V ar(
1
2N
N1

n=0
x[n])
=
1
4N
2
N1

n=0
V ar(x[n])
=
1
4N
2
N
2
=

2
4N
According to x[n] is iid white Gaussian. So

A N(
A
2
,

2
4N
). Then we can have:
lim
N
Pr{|

AA| > } = lim


N
Pr{
|

AA|

2
4N
>

2
4N
}
Also according to Q-function, we can have:
lim
N
Pr{
|

A A|

2
4N
>

2
4N
} = lim
N
Q(

2
4N
)
= lim
N
Q(

4N

) = 0

A is a biased estimator. It is centered at


A
2
. So

A is not consistent.
Problem4 (2.9)
3
Solution:
E[

] = E[(
1
N
N1

n=0
x[n])
2
]
= V ar(
1
N
N1

n=0
x[n]) +E[
1
N
N1

n=0
x[n]]
2
=

2
N
+A
2
=
So this is a biased estimator. E[

] A
2
as N , this estimator becomes unbiased. This
estimator is asymptotically unbiased.
4

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