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<document xmlns="http://cnx.rice.edu/cnxml" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:bib="http://bibtexml.sf.net/" id="m10449">
  
  <name>Exercises on Systems and Density</name>
  
  <metadata>
  <md:version>2.6</md:version>
  <md:created>2002/01/11</md:created>
  <md:revised>2004/01/07 09:58:10.516 US/Central</md:revised>
  <md:authorlist>
    <md:author id="aaz">
      <md:firstname>Behnaam</md:firstname>
      
      <md:surname>Aazhang</md:surname>
      <md:email>aaz@ece.rice.edu</md:email>
    </md:author>
  </md:authorlist>

  <md:maintainerlist>
    <md:maintainer id="dinesh">
      <md:firstname>Dinesh</md:firstname>
      
      <md:surname>Rajan</md:surname>
      <md:email>dinesh@ece.rice.edu</md:email>
    </md:maintainer>
    <md:maintainer id="mohammad">
      <md:firstname>Mohammad</md:firstname>
      <md:othername>Jaber</md:othername>
      <md:surname>Borran</md:surname>
      <md:email>mohammad@ece.rice.edu</md:email>
    </md:maintainer>
    <md:maintainer id="aaz">
      <md:firstname>Behnaam</md:firstname>
      
      <md:surname>Aazhang</md:surname>
      <md:email>aaz@ece.rice.edu</md:email>
    </md:maintainer>
    <md:maintainer id="mrshawn">
      <md:firstname>Shawn</md:firstname>
      
      <md:surname>Stewart</md:surname>
      <md:email>mrshawn@alumni.rice.edu</md:email>
    </md:maintainer>
    <md:maintainer id="rha">
      <md:firstname>Roy</md:firstname>
      
      <md:surname>Ha</md:surname>
      <md:email>rha@rice.edu</md:email>
    </md:maintainer>
  </md:maintainerlist>
  
  <md:keywordlist>
    <md:keyword>homework</md:keyword>
    <md:keyword>Elec 430</md:keyword>
  </md:keywordlist>

  <md:abstract>Exercises</md:abstract>
</metadata>

  <content>

    <exercise id="prob1">
      <problem>
      
      <para id="prob1para1">
        Consider the following system
      </para>
      
      <figure id="prob1fig">
        <media type="image/png" src="HW4Fig.png"/>
      </figure>
      
      <para id="prob1para2">
        Assume that
        <m:math>
          <m:ci>
            <m:msub>
              <m:mi>N</m:mi>
              <m:mi>τ</m:mi>
            </m:msub>
          </m:ci>
        </m:math>
        is a white Gaussian process with zero mean and spectral height
        <m:math>
          <m:apply>
            <m:divide/>
	    <m:ci>
	      <m:msub>
		<m:mi>N</m:mi>
		<m:mn>0</m:mn>
	      </m:msub>
	    </m:ci>
	    <m:cn>2</m:cn>
          </m:apply>
        </m:math>.
      </para>
      
	<para id="prob1para3">
	  If <m:math><m:ci>b</m:ci> </m:math> is "0" then
	  <m:math>
	    <m:apply>
	      <m:eq/>
	      <m:ci>
		<m:msub>
		  <m:mi>X</m:mi>
		  <m:mi>τ</m:mi>
		</m:msub>
	      </m:ci>
	      <m:apply>
		<m:times/>
		<m:ci>A</m:ci>
		<m:apply>
		  <m:ci type="fn">
		    <m:msub>
		      <m:mi>p</m:mi>
		      <m:mi>T</m:mi>
		    </m:msub>
		  </m:ci>
		  <m:ci>τ</m:ci>
		</m:apply>
	      </m:apply>
	    </m:apply>
	  </m:math>
	  and if <m:math><m:ci>b</m:ci> </m:math> is "1" then
	  <m:math>
	    <m:apply>
	      <m:eq/>
	      <m:ci>
		<m:msub>
		  <m:mi>X</m:mi>
		  <m:mi>τ</m:mi>
		</m:msub>
	      </m:ci>
	      <m:apply>
		<m:times/>
		<m:apply>
		  <m:minus/>
		  <m:ci>A</m:ci>
		</m:apply>
		<m:apply>
		  <m:ci type="fn">
		    <m:msub>
		      <m:mi>p</m:mi>
		      <m:mi>T</m:mi>
		    </m:msub>
		  </m:ci>
		  <m:ci>τ</m:ci>
		</m:apply>
	      </m:apply>
	    </m:apply>
	  </m:math>
	  where
	  <m:math>
	    <m:apply>
	      <m:eq/>
	      <m:apply>
		<m:ci type="fn">
		  <m:msub>
		    <m:mi>p</m:mi>
		    <m:mi>T</m:mi>
		  </m:msub>
		</m:ci>
		<m:ci>τ</m:ci>
	      </m:apply>
	      <m:piecewise>
		<m:piece>
		  <m:cn>1</m:cn>
		  <m:apply>
		    <m:leq/>
		    <m:cn>0</m:cn>
		    <m:ci>τ</m:ci>
		    <m:ci>T</m:ci>
		  </m:apply>
		</m:piece>
		<m:otherwise>
		  <m:cn>0</m:cn>
		</m:otherwise>
	      </m:piecewise>
	    </m:apply>
	  </m:math>. Suppose
	  <m:math>
	    <m:apply>
	      <m:eq/>
	      <m:apply>
		<m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#probability"/>
		<m:apply>
		  <m:eq/>
		  <m:ci>b</m:ci>
		  <m:cn>1</m:cn>
		</m:apply>
	      </m:apply>
	      <m:apply>
		<m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#probability"/>
		<m:apply>
		  <m:eq/>
		  <m:ci>b</m:ci>
		  <m:cn>0</m:cn>
		</m:apply>
	      </m:apply>
	      <m:cn type="rational">1<m:sep/>2</m:cn>
	    </m:apply>
	  </m:math>.
	  <list id="prob1list" type="enumerated">
	    <item>Find the probability density function
	      <m:math>
		<m:ci>
		  <m:msub>
		    <m:mi>Z</m:mi>
		    <m:mi>T</m:mi>
		  </m:msub>
		</m:ci>
	      </m:math>
	      when bit "0" is transmitted and also when bit "1" is transmitted.
	      Refer to these two densities as
	      <m:math>
		<m:apply>
		  <m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#pdf">f</m:csymbol>
		  <m:bvar>
		    <m:ci><m:msub>
			<m:mi>Z</m:mi>
			<m:mi>T</m:mi>
		      </m:msub></m:ci>
		      <m:condition>
		      <m:ci><m:msub>
			  <m:mi>H</m:mi>
			  <m:mn>0</m:mn>
			</m:msub></m:ci>
		    </m:condition>
		  </m:bvar>
		  <m:ci>z</m:ci>
		</m:apply>
	      </m:math>
	      and
	      <m:math>
		<m:apply>
		  <m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#pdf">f</m:csymbol>
		  <m:bvar>
		    <m:ci><m:msub>
			<m:mi>Z</m:mi>
			<m:mi>T</m:mi>
		      </m:msub></m:ci>
		      <m:condition>
		      <m:ci><m:msub>
			  <m:mi>H</m:mi>
			  <m:mn>1</m:mn>
			</m:msub></m:ci>
		    </m:condition>
		  </m:bvar>
		  <m:ci>z</m:ci>
		</m:apply>
	      </m:math>,
	      where
	      <m:math>
		<m:ci>
		  <m:msub>
		    <m:mi>H</m:mi>
		    <m:mn>0</m:mn>
		  </m:msub>
		</m:ci>
	      </m:math>
	      denotes the hypothesis that bit "0" is transmitted and
	      <m:math>
		<m:ci>
		  <m:msub>
		    <m:mi>H</m:mi>
		    <m:mn>1</m:mn>
		  </m:msub>
		</m:ci>
	      </m:math>
	      denotes the hypothesis that bit "1" is transmitted.
	    </item>
	    
	    <item>Consider the ratio of the above two densities;
	      <foreign>i.e.</foreign>,
	      <equation id="eq1">
		<m:math>
		  <m:apply>
		    <m:eq/>
		    <m:apply>
		      <m:ci type="fn">Λ</m:ci>
		      <m:ci>z</m:ci>
		    </m:apply>
		    <m:apply>
		      <m:divide/>
		      <m:apply>
			<m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#pdf">f</m:csymbol>
			<m:bvar>
			  <m:ci><m:msub>
			      <m:mi>Z</m:mi>
			      <m:mi>T</m:mi>
			    </m:msub></m:ci>
			  <m:condition>
			    <m:ci><m:msub>
				<m:mi>H</m:mi>
				<m:mn>0</m:mn>
			      </m:msub></m:ci>
			  </m:condition>
			</m:bvar>
			<m:ci>z</m:ci>
		      </m:apply>
		      <m:apply>
			<m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#pdf">f</m:csymbol>
			<m:bvar>
			  <m:ci><m:msub>
			      <m:mi>Z</m:mi>
			      <m:mi>T</m:mi>
			    </m:msub></m:ci>
			  <m:condition>
			    <m:ci><m:msub>
				<m:mi>H</m:mi>
				<m:mn>1</m:mn>
			      </m:msub></m:ci>
			  </m:condition>
			</m:bvar>
			<m:ci>z</m:ci>
		      </m:apply>
		    </m:apply>
		  </m:apply>
		</m:math>
	      </equation>
	      and its natural log
	      <m:math>
		<m:apply>
		  <m:ln/>
		  <m:apply>
		    <m:ci type="fn">Λ</m:ci>
		    <m:ci>z</m:ci>
		  </m:apply>
		</m:apply>
	      </m:math>.
	      A reasonable scheme to decide which bit was actually transmitted
	      is to compare
	      <m:math>
		<m:apply>
		  <m:ln/>
		  <m:apply>
		    <m:ci type="fn">Λ</m:ci>
		    <m:ci>z</m:ci>
		  </m:apply>
		</m:apply>
	      </m:math>
	      to a fixed threshold
	      <m:math><m:ci>γ</m:ci></m:math>. 
	      (<m:math>
		<m:apply>
		  <m:ci type="fn">Λ</m:ci>
		  <m:ci>z</m:ci>
		</m:apply>
	      </m:math>
	      is often referred to as the likelihood function and
	      <m:math>
		<m:apply>
		  <m:ln/>
		  <m:apply>
		    <m:ci type="fn">Λ</m:ci>
		    <m:ci>z</m:ci>
		  </m:apply>
		</m:apply>
	      </m:math>
	      as the log likelihood function). Given threshold
	      <m:math><m:ci>γ</m:ci></m:math> is used
	      to decide
	      <m:math>
		<m:apply>
		  <m:eq/>
		  <m:ci>
		    <m:mover>
		      <m:mi>b</m:mi>
		      <m:mo>^</m:mo>
		    </m:mover>
		  </m:ci>
		  <m:cn>0</m:cn>
		</m:apply>
	      </m:math>
	      when
	      <m:math>
		<m:apply>
		  <m:geq/>
		  <m:apply>
		    <m:ln/>
		    <m:apply>
		      <m:ci type="fn">Λ</m:ci>
		      <m:ci>z</m:ci>
		    </m:apply>
		  </m:apply>
		  <m:ci>γ</m:ci>
		</m:apply>
	      </m:math>
	      then find
	      <m:math>
		<m:apply>
		  <m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#probability"/>
		  <m:apply>
		    <m:neq/>
		    <m:ci>
		      <m:mover>
			<m:mi>b</m:mi>
			<m:mo>^</m:mo>
		      </m:mover>
		    </m:ci>
		    <m:ci>b</m:ci>
		  </m:apply>
		</m:apply>
	      </m:math>
	      (note that we will say
	      <m:math>
		<m:apply>
		  <m:eq/>
		  <m:ci>
		    <m:mover>
		      <m:mi>b</m:mi>
		      <m:mo>^</m:mo>
		    </m:mover>
		  </m:ci>
		  <m:cn>1</m:cn>
		</m:apply>
	      </m:math>
	      when
	      <m:math>
		<m:apply>
		  <m:lt/>
		  <m:apply>
		    <m:ln/>
		    <m:apply>
		      <m:ci type="fn">Λ</m:ci>
		      <m:ci>z</m:ci>
		    </m:apply>
		  </m:apply>
		  <m:ci>γ</m:ci>
		</m:apply>
	      </m:math>).
	    </item>
	    <item>Find a <m:math><m:ci>γ</m:ci></m:math> that minimizes
	      <m:math>
		<m:apply>
		  <m:csymbol definitionURL="http://cnx.rice.edu/cd/cnxmath.ocd#probability"/>
		  <m:apply>
		    <m:neq/>
		    <m:ci>
		      <m:mover>
			<m:mi>b</m:mi>
			<m:mi>^</m:mi>
		      </m:mover>
		    </m:ci>
		    <m:ci>b</m:ci>
		  </m:apply>
		</m:apply>
	      </m:math>.
	    </item>
	  </list>
	  
	</para>
      </problem>
    </exercise>
    <exercise id="prob2">
      <problem>
      
	<para id="prob2para">
	  <cite>Proakis and Salehi</cite>, problems 7.7, 7.17, and 7.19
	</para>
      </problem>
    </exercise>
    
    <exercise id="prob3">
      <problem>
	<para id="prob3para">
	  <cite>Proakis and Salehi</cite>, problem 7.20, 7.28, and 7.23
	</para>
      </problem>
    </exercise>
    
  </content>
  
</document>
