University of Jordan

Department of Electrical Engineering

Spring 2020 EE 720 HW set IV May 2, 2020

Student Name:________________________________ Student ID:__________________

1- x(t) = S(t) + n(t)

data = signal + noise

S(t) and n(t) are uncorrelated and have flat power spectra bandlimited to 1KHz. S(t) has an
average power of 10 Watts. n(t) has an average power of 1 Watt (S/N = 10dB). The data
x(t) is sampled at a rate of 10KHz to produce sample values (x1, x2, x3, …).

For the following 4 cases find the constants {a’s} which give the MMS prediction error;
also find the variance of the prediction error and the signal to error ratio in dB:

I. Filtering
Ŝi = a1xi + a2xi-1
II. Prediction (using 1 previous sample)
Ŝi = a1xi-1
III. Prediction (using 2 previous samples)
Ŝi = a1xi-1 + a2xi-2
IV. Smoothing (with 3 samples)
Ŝi = a1xi-1 + a0xi + a-1xi+1

Discuss the operation of these linear prediction systems. Compare their signal to error ratio
with the input S/N ration.

2- Assume that
S1 = 3, n1 = 1
S2 = 3.2, n1 = 0.5
S3 = 4.5, n1 = -1
S4 = 4.6, n1 = -0.6

Calculate Ŝ3 using each of the 4 linear predictions in the previous problem above; also find
the prediction error e3 = S3 - Ŝ3.