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Assignment 1: Statistical Signal Processing
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?
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.
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).