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Assignment 1

1. The document describes several binary hypothesis testing problems involving detecting signals in additive white Gaussian noise. It provides the likelihood ratio tests and decision rules to minimize error probabilities for each problem. 2. Problem 1 involves choosing between two density functions and finding the false alarm probability. Problem 2 finds the likelihood ratio and decision regions for two normal distributions. 3. Problem 3 considers detecting a binary signal transmitted over an interval and corrupted by noise, and finding the optimum threshold that minimizes the bit error probability. 4. Problem 4 analyzes detecting a bipolar signal using an integrate-and-dump detector with different prior probabilities. 5. The final problem derives the likelihood ratio test for detecting a signal plus

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22 views2 pages

Assignment 1

1. The document describes several binary hypothesis testing problems involving detecting signals in additive white Gaussian noise. It provides the likelihood ratio tests and decision rules to minimize error probabilities for each problem. 2. Problem 1 involves choosing between two density functions and finding the false alarm probability. Problem 2 finds the likelihood ratio and decision regions for two normal distributions. 3. Problem 3 considers detecting a binary signal transmitted over an interval and corrupted by noise, and finding the optimum threshold that minimizes the bit error probability. 4. Problem 4 analyzes detecting a bipolar signal using an integrate-and-dump detector with different prior probabilities. 5. The final problem derives the likelihood ratio test for detecting a signal plus

Uploaded by

Saba Ahmed
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
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Detection & Estimation Theory

Assignment 1

1. Given that we measure a random variable with one of two density functions
e− r r ≥ 0  1 −r / 2
 e r≥0
H 0 : f (r ) =  H1 : f ( r ) =  2
 0 r<0  0 r<0
a. Assuming the source probabilities are P(H0) = 0.8 and P(H1) = 0.2, generate a decision
rule that minimizes the average cost:
C = P( D1 | H 0 ) P( H 0 ) + P( D0 | H1 ) P( H1 )
b. Compute the false alarm probability P( D1 | H 0 )

2. The two hypotheses are


1 −R 1 − 12 R2
H1: f r ( R) = e H0: f r ( R) = e
2 2π
Find the likelihood ratio and compute the decision regions (in terms of R) for various
values of η.

3. 1. A binary signal is transmitted over an interval (0,T) is represented by


 s (t ) 0 ≤ t ≤ T
si (t ) =  1 . The received signal is represented by 𝑟𝑟(𝑡𝑡) = 𝑠𝑠𝑖𝑖 (𝑡𝑡) + 𝑛𝑛(𝑡𝑡),
 s2 (t ) 0 ≤ t ≤ T
where 𝑛𝑛(𝑡𝑡) is a zero-mean AWGN. There are two steps involved in signal detection. The
first step consists of reducing the received signal 𝑟𝑟(𝑡𝑡) to a single number 𝑧𝑧(𝑇𝑇). This
operation can be performed by a linear filter followed by a sampler, as shown in block 1
of figure below.

The output of received (block 1), sampled at 𝑡𝑡 = 𝑇𝑇, yields 𝑧𝑧(𝑇𝑇) = 𝑎𝑎𝑖𝑖 (𝑇𝑇) + 𝑛𝑛0 (𝑡𝑡), where
𝑎𝑎𝑖𝑖 (𝑇𝑇) {i=1,2} is the signal component of 𝑧𝑧(𝑇𝑇) and 𝑛𝑛0 (𝑡𝑡) is the noise component. The
second step is used to make a discussion based on the comparison of 𝑧𝑧(𝑇𝑇) with a
threshold. If a-priori probabilities s1 and s2 are respectively denoted by p1 and p2
respectively, find the optimum threshold that minimizes the bite error probability.
 s (t ) =+ A 0 ≤ t ≤ T
4. A bipolar binary signal is given by si (t ) =  1 . The linear filter used
 s2 (t ) =− A 0 ≤ t ≤ T
is an integrator as shown in the figure below. (This detector is known as an integrate-and-
dump detector). Assuming the noise variance of σ n2 = 0.1V 2 , determine the optimum
detection threshold λ0 if the a priori probabilities are: (a) P( s1 ) = 0.5 , (b) P ( s1 ) = 0.7 , (c)
P( s1 ) = 0.2

Figure: Integrate-and-dump detector

5. Consider the following binary hypothesis testing problem:


H1: r = s + n H0: r = n
where s and n are independent random variables with the density functions:
ae − aS S ≥ 0 be − bN N ≥ 0
f s (S ) =  fn ( N ) = 
 0 S <0  0 N <0
a. Show that the likelihood ratio test reduces to

H1
>η
R <
H0

b. Find η as a function of the costs and prior probabilities.


[Hint: The PDF of r = s + n is equal to convolution of PDFs of s and n (if s and n are independent)]

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