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  • Solution 2.2.5

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    Safa Çelik
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    1. The document presents the solution to Problem 2.2.5, which involves deriving the likelihood ratio test for a binary hypothesis testing problem where the observations under each hypothesis are Gaussian distributed. 2. It is shown that the likelihood ratio test statistic is sufficient. Expressions for the density, probability of false alarm, and probability of miss detection are derived. 3. For a specific example where K=1, σ1=2, σ0=1, the threshold and slope of the likelihood ratio test are shown to be 0.83 and 0.83 respectively in order to satisfy the minimax criterion.

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    1. The document presents the solution to Problem 2.2.5, which involves deriving the likelihood ratio test for a binary hypothesis testing problem where the observations under each hypothesis are Gaussian distributed. 2. It is shown that the likelihood ratio test statistic is sufficient. Expressions for the density, probability of false alarm, and probability of miss detection are derived. 3. For a specific example where K=1, σ1=2, σ0=1, the threshold and slope of the likelihood ratio test are shown to be 0.83 and 0.83 respectively in order to satisfy the minimax criterion.

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    © All Rights Reserved
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    29 views4 pages

    Solution 2.2.5

    Uploaded by

    Safa Çelik
    1. The document presents the solution to Problem 2.2.5, which involves deriving the likelihood ratio test for a binary hypothesis testing problem where the observations under each hypothesis are Gaussian distributed. 2. It is shown that the likelihood ratio test statistic is sufficient. Expressions for the density, probability of false alarm, and probability of miss detection are derived. 3. For a specific example where K=1, σ1=2, σ0=1, the threshold and slope of the likelihood ratio test are shown to be 0.83 and 0.83 respectively in order to satisfy the minimax criterion.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
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    of 4

    Detection, Estimation, and Modulation Theory Solution Manual

    Part I, Second Edition Van Trees, Bell, and Tian


    (c) 2014

    Problem Solution 2.2.5

    H1t r, 1s Gausslan; N[0roI], 1 = 1, 2r...K


    Ho, r, 1s Gaussian; N[0ro0], 1 = L, 2r...K

    1. Assume rhe K observarlons are


    "illilrl:.irioi,ru"-
    pendent

    p"rHr(RrHr,=(+)
    *"".0{
    * i=rorr}
    l, \K/2
    p,tHo(nlHo, =
    (#f)"" ".0{- # f=,
    -rr1

    = . (p.1)
    ^(R) =f?=(;r^".,[t(# *)
    P-tu
    :t^'0
    (nlt i=.o,,J
    2. From (P.1)
    A(R) = AIl(R)],where [(R) = f_, or'.
    I-f

    Hence l,(R) ls a sufflclent statistlc. We denote its


    vaLues by L. Assume the threshold 1s n.

    H. H-
    A(L) ?t n o" equlvalently Lnl(L) lt un n.
    Ho rlo

    Uslng the results obtained in Part l, we have


    H.
    en4.l(*
    *) ';; '
    -K 1e.e )

    2.2.5-1
    Detection, Estimation, and Modulation Theory Solution Manual
    Part I, Second Edition Van Trees, Bell, and Tian
    (c) 2014

    G.
    LetB=d and rearrange the terms; (P.1) becomes

    H. zo -2
    L ?t (sn n + K rn B) t = y.
    Ho (82 - r)

    3. (1) Before we compute P, and P*r 1et us flnd pU(L)r


    the densltY functlon of 1,.
    The rrrs are Gaussian dlstrlbuted wlth zero-mean
    and variance 02 and
    K
    ^ -- T
    x' L -2 .
    ,t
    l--r

    Our objectlve ls to flnd Pg(L).


    L -K
    Pr[O<[<L]= I0 Ru(a) dcr = lzno')T I
    n
    K.
    where 0 ls the gionwherel-rI' L
    1=I
    K
    If we let ,2 = t-I r. -, the volume ln K-space of a spherlcal-
    2

    L- It
    shell of radius 2 and of thiekness dz ls equal to

    z(rf /z zK-l oz wnere I ls the Gamma functlon.


    '(5)
    L
    :. I0 Ro(o) dc=
    (zo2)K/2 t (+z)
    9 e*p(-22/zot) ,K-L d,
    0

    2.2.5-2 )
    Detection, Estimation, and Modulation Theory Solution Manual
    Part I, Second Edition Van Trees, Bell, and Tian
    (c) 2014

    Let z2 = q, then
    K
    5-I
    L
    \ ct' exP (-a/2o2)
    I Ru(c) dc - ;' F u(r
    0
    " ( z""lzr([\
    K-1
    = rZ exp(:L/2o2)
    tz'"tz r(!\

    (fr)
    p" = pr[chooslng HflHo is true]
    5 -,.
    -
    =7 prf uo(LlHo) dL = 7 L' t*p(-r/zol',)
    Y
    (zoo"l'r(5\

    r i-1 exp(-y) dy.


    @11

    Jv Y
    2o
    o"

    Slmilarly
    ta
    D-1
    'M - t - PD=f- Jv 7 -1 exp(-y)
    v oy.
    '( 5) 2o
    r'
    4. K = 1, oL" = 2, o0. = l_.
    a,

    ', ='!fi-xP(-a2/z) da = z ertey(fi)


    {f;
    rM
    D-1
    = r _ po = f _ 2 erfc*(/it7l
    h
    .

    2.2.5-3
    Detection, Estimation, and Modulation Theory Solution Manual
    Part I, Second Edition Van Trees, Bell, and Tian
    (c) 2014

    From Part 2

    2(tnn + Ktng) ot'


    Y=
    (82 - 1)
    =4(gnn+f,nZ)=y02

    PF = 2 erfc*(y')

    PM = r- 2 errc* (#)

    5, Mlnlmax test requlres AD"F 'F - c* PW but "F - 'M'


    Settlng Pa = P, Blves yO = . B0 and n = .83.
    D
    'D
    1

    slope=n=0.83

    Mlnlmax test:
    H-
    -1
    A ? .83
    Ho

    H.
    Lit . Bo.
    Ilo

    2.2.5-4

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