Assignment 1

EE 262: Introduction to Statistical Signal Processing

1. Vol. 2 of Kay, Problems 1.1, 1.2, and 1.5

2. Vol. 2 of Kay, Problems 2.1, 2.14, 2.15
3. Assume that the symmetric N N matrix A has the following eigenvalue decompositions:
A = V SV T
where S is a diagonal matrix with diagonal elements sk , k = 1, ..., N . Show that
(a) tr(A1 ) =

N

(b) det(A1 ) =

k=1

N

s1
k

k=1

s1
k