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Assignment 1: Statistical Signal Processing

This document contains 8 questions regarding statistical signal processing and hypothesis testing. Q1 asks to compute the error probability for BPSK and QPSK modulation schemes over an additive Gaussian channel. Q2 involves detecting an unknown using camera data and considers costs of misses vs false alarms. Q3 determines the NP test to distinguish between two hypotheses based on a normal sample. Q4 finds the minimum probability of error for an on-off keying digital communication system. The remaining questions involve further applications of hypothesis testing and deriving decision rules.

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Aryan IIITD
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93 views

Assignment 1: Statistical Signal Processing

This document contains 8 questions regarding statistical signal processing and hypothesis testing. Q1 asks to compute the error probability for BPSK and QPSK modulation schemes over an additive Gaussian channel. Q2 involves detecting an unknown using camera data and considers costs of misses vs false alarms. Q3 determines the NP test to distinguish between two hypotheses based on a normal sample. Q4 finds the minimum probability of error for an on-off keying digital communication system. The remaining questions involve further applications of hypothesis testing and deriving decision rules.

Uploaded by

Aryan IIITD
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Assignment 1: Statistical Signal Processing

Q1. The Binary Phase-shift Keying (BPSK) and Quadrature Phase-shift Keying
(QPSK) modulation schemes are shown in the figure. We consider that in both
cases, the symbols (S) are sent over an additive Gaussian channel with zero
mean and variance σ 2 . Assuming that the symbols are equally likely, compute
the average error probability for each scheme. Which one is better?

Q2. A camera system is in charge of detecting unknown to a room. There are


two hypotheses to choose from:
H0 : No unknown is present.
H1 : There is an unknown.

The camera sends an alarm if it accepts H1 . Suppose that after processing


the data y, we obtain P (H1 |y) = 0.05. Also, assume that the cost of missing an
unknown is 10 times the cost of a false alarm. Should the system send an alarm
message (accept H1 )? Show it mathematically.

Q3. Determine the NP test for distinguishing between the hypothesis H0 : µ = 0


versus H1 : µ = 1 based on the observed sample x[0] ∈ N (µ, 1). Then, find the
Type I error (PF A ) and the Type II error (PM = 1 − PD , where PM is the
probability of a miss).

Q4. We have the detection problem


H0 : x[n] = w[n], n = 0, 1, 2, · · · N − 1
H1 : x[n] = A + w[n], n = 0, 1, 2, · · · N − 1

1
where A > 0 and w[n] is WGN with variance σ 2 . If this is a digital com-
munication problem where we transmit either s0 [n] = 0 or s1 [n] = A (called
an on-off keyed (OOK) communication system), it is reasonable to assume
P (H0 ) = P (H1 ) = 1/2. Find the minimum probability of error.

Q5. We observe the IID samples x[n] for n = 0, 1, · · · , N − 1 from the Rayleigh
PDF

−x2 [n]
 
x[n]
p(x[n]) = exp
σ2 2σ 2
Derive the NP test for the hypothesis testing problem
H0 : σ 2 = σ02
H1 : σ 2 = σ12 > σ02
Q6. Find the MAP decision rule for
H0 : x[0] ∈ N (0, 1)
H1 : x[0] ∈ N (0, 2)
if P (H0 ) = 1/2 and also if P (H0 ) = 3/4. Display the decision regions in each
case and explain.

Q7. Consider the hypothesis pair

H0 : Y = N
H1 : Y = N + S
where N and S are independent random variables each having pdf
(
e−x , x ≥ 0
p(x) =
0, x < 0
a) Find the likelihood ratio between H0 and H1 . b) Find the threshold and
detection probability for α-level Neyman-Pearson testing in the above part.

Q8. Let Y be a random variable which under hypothesis Hj , has pdf given by:

j + 1 (j−1)|y|
pj (y) = e , y ∈ R, j = 0, 1
2
Find the NP rule and the corresponding detection probability for false alarm
probability α ∈ (0,1).

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