ECE 531: Detection and Estimation Theory, Spring 2011

Homework 9
ALL THANKS TO Shu Wang
Problem1. (3.4)
Solution:
According to example 3.2, we have
r

PD = Q(Q

(PF A )
r

N A2
2
N A2
2

Q1 (PD ) = Q1 (PF A )
r
N A2
= Q1 (PF A ) Q1 (PD )

2
N A2

= (Q1 (PF A ) Q1 (PD ))2

2

Since 10 log10

A2
2

= 30dB

A2
2

= 103 , we have:
(Q1 (PF A ) Q1 (PD ))2
103
= 36546

N=

According to Appendix 2C, we can use Matlab to calculate Q1 .

Problem2. (3.6)
H0 : = 0
H1 : = A1
1

L(x) =

N
(2 2 ) 2

e[ 22

PN 1

1
N
(2 2 ) 2

e[ 22

n=0

(x[n]A)2 ]

PN 1
n=0

(x[n])2 ]

N 1

X
1
(2A
x[n] + N A2 ) > ln
2
2
n=0

>

A
2

N
1
X

x[n] > ln +

n=0

N A2
2 2

Since A < 0:
N 1
1 X
2
A
x[n] <
ln + = 0
N
NA
2
n=0

x
< 0 H1
x
> 0 H0

(
2
N (0, N )
T (x)
2
N (A, N )

under H0
under H1

PF A = P r{T (x) < 0 ; H0 }

= 1 P r{T (x) > 0 ; H0 }
0
= 1 Q( q )
2
N

PD = P r{T (x) < 0 ; H1 }

0 A
= 1 Q( q
)
2
N

0
1 PF A = Q( q )
2
N

2 1
Q (1 PF A )
N
Q1 (x) = Q1 (1 x)
r
2 1
Q (PF A )
0 =
N
0 =

A
PD = 1 Q(Q1 (PF A ) q )
2
N

Q(x) = 1 Q(x)
A
PD = Q(Q1 (PF A ) + q )
2
N

Since A < 0

|A|
PD = Q(Q1 (PF A ) q )
2
N

r
1

= Q(Q

(PF A )

A2 N
)
2

This is same as A > 0.

Problem3. (3.12)
If we want to have a perfect detector, the PDF of H0 and mathcalH1 cannot overlap as the figure
below. So that means 1 c > c c < 21 .

Problem4. (3.18)

H0 : x[0] N (0, 1)
H1 : x[0] N (0, 2)

We decide H1 if

P (H1 |x) > P (H0 |x)

P (x|H1 )P (H1 ) > P (x|H0 )P (H0 )
P (x|H1 )
P (H0 )

>
=
P (x|H0 )
P (H1 )
P (x|H1 )
=
P (x|H0 )

1 2
1 e 4 x [0]
4
1 2
1 e 2 x [0]
2

1 1 2
= e 4 x [0] >
2
q

x2 [0] > 4ln( 2) |x[0]| > 2 ln( 2)

For P (H0 ) = 21 , we have P (H1 ) = 12 . Then =

We can have the decision region as follow:

P (H0 )
P (H1 )

= 1 |x[0]| > 2

q
ln( 2) = 1.1774 1.18.

For P (H0 ) = 34 , we have P (H1 ) = 14 . Then =

We can have the decision region as follow:

P (H0 )
P (H1 )

= 3 |x[0]| > 2

q
ln( 2 3) = 2.4043 2.4.