EE513L: Statistical Signal Processing (Jan-May 2023)

Practice Problem Set 2

1. Consider the data {x[0], x[1], . . . , x[N − 1]} where each sample is distributed as uniform random
variable between 0 and θ and samples are IID. Can you find an unbiased estimator for θ?
2. The heart rate h of a patient is automatically recorded by a computer every 100 msec which are
uncorrelated with each other. In 1 sec the measurements are averaged to obtain ĥ. If E(ĥi ) = αh for
some constant α and V ar(ĥi ) = 1 for each i, determine whether averaging improves the estimator
if α = 1 and α = 0.5.
3. Consider x[n] = θ + w[n], n = 0, 1 . . . , N − 1 be observations with w[n] ∼ N (0, β). Assume w[n]s
are IID. We want to estimate both θ, β. Is the following estimator unbiased?

N −1
1 X
θ̂ = x[n]
N n=0
N −1
1 X
β̂ = (x[n] − θ̂)2 .
N − 1 n=0

Find the MLE for θ, β.

4. The samples x[n] = rn + w[n], n = 0, 1, . . . , N − 1 are observed. Here w[n] ∼ N (0, σ 2 ) are IID. Find
the CRLB if r and σ 2 both are to be estimated. Does MVU exist? If yes, then find its variance.

5. The samples x[n] = θ + w[n], n = 0, 1, . . . , N − 1 are observed. Here w

⃗ ∼ N (0, C). Find the CRLB
for θ. Does MVU exist? If yes, then find its variance. Simplify the problem when you observe only
two samples.
6. Consider the generalization of line fitting example discussed in the class. Here we want to fit a
second order polynomial on the observed data with model: x[n] = A + Bn + Cn2 + w[n], n =
0, . . . , N − 1. Here w[n] ∼ N (0, σ 2 ). Find the CRLB for estimating A, B, C.
7. The samples x[n] = Arn + w[n], n = 0, 1, . . . , N − 1 are observed. Here w[n] ∼ N (0, σ 2 ) are IID and
r is known. Find BLUE for A and the minimum variance. Does the minimum variance approach
zero as n → ∞?

8. The samples x[n], n = 0, 1, . . . , N − 1 are observed. The samples are IID with distribution:
1
p(x[n]; θ) = exp(−|x[n] − θ|).
2
Find the BLUE of θ. What can you say about the MVU estimator in this case?
9. Find the MLE of θ when x[n] = A cos(2πf0 n + θ) + w[n], n = 0, 1, . . . , N − 1. Here w[n] ∼ N (0, σ 2 )
are IID.
10. We observe N idependent samples of a white Gaussian noise with variance σ 2 . We want to estimate
its power in dB which is given by P = 10 log10 σ 2 . Find the MLE of P.

11. For N IID observations from an uniform distribution PDF between 0 and θ, find MLE to estimate
θ.
12. For N IID observations from an exponential distribution with paramter λ find MLE to estimate λ.