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# 1

## Random Signals and Noise

ELEN E4815
Columbia University

## Spring Semester- 2016

10 May 2016

Professor I. Kalet

Final Examination
 Length of Examination- Three Hours
 Answer All Questions
 Open Book and Open Notes

## You may use any results which we derived in class-You do not

have to “re-derive” results, already derived in class!!

##  Good Luck and Have a Nice Summer!!!

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Problem #1(34%)
The power spectral density, Px(f), of a narrow-band gaussian WSS
random process, x(t), is shown below.

## We will represent the process by the equation below, with

50W ≤ f0 ≤ 80W Hz.

## x(t)=xR(t) cos 2f0t – xQ(t) sin 2f0t

Px(f)
A

f
-70W -60W 0 60W 70 W

## a. What is the total average power in this random process as a

function of A and W?
b. Draw the spectral densities PxR(f)and PxQ(f), the spectral
densities respectively of xR(t) and xQ(t), for the following
three values of f0. The values of f0 are 50W, 65W and 80W
Hz.
c. What are the average powers of xR(t) and xQ(t), in each
case?
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## d. The signal, x(t), is transmitted and a receiver is shown

below. The oscillator frequency, f1, at the receiver may take
on any value between 60W and 80W Hz.
We want to maximize the power of the signal, vout(t), at the
output of the receiver. Which value of f1 should be used at
the receiver to achieve this result? For this value of f1, what
is the maximum power (E{v2(t)} ) at the output?

## e. Is it possible to choose a value of frequency, f1, to reduce

the output power to zero? Explain your answer. If your
answer is positive, which frequency can reduce the output
power to zero?

60W ≤ f1 ≤ 80W Hz

2 cos 2f1t

## x(t) HLPF(f) vout(t)

HLPF(f)
1

-5W 0 5W f
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Problem # 2 (33%)

We have a WSS random signal, s(t), with the power spectral density,
Ps(f), given below.
10 f2 ; 0 < f < W/2
Ps(f)=
0 ; f > W/2

We are interested in estimating the signal, s(t), from the sum of s(t)
and an independent interfering signal, n(t) which has the power
spectral density, Pn(f), defined below.

Ps(f)=
0 ; otherwise

## a. Find and draw the filter characteristic, H(f), which minimizes

the mean-square error, E{(y(t)-s(t))2}. You must draw the filter
characteristic.
b. Find the minimum square error, E{(y(t)-s(t))2} for this filter.
c. What would be the mean-square error, if H(f) was a simple ideal
low pass filter with H(f) equal to one in the frequency range,
–W < f < W (the mean-square error would just be the average noise
power at the output)?
d. Is the mean-square error bigger in part (b) or part (c)? Explain
the result.
n(t)

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Problem #3

## We have an information source which outputs a

random variable, x, with the exponential probability
density function, f(x), defined below.

## We look at one output, x, of the source.

Based on this output we would like to estimate the
unknown parameter, a.

## We would like to estimate the parameter “a”, using a

maximum likelihood estimator (MLE).

## Hint: The expected value of random variable, x,

and the variance of the random variable, x, for the
exponential probability density function in this
problem, are given below.
E{x}=a
E{x2}=2a2
Var{x}= E{[x-E{x}]2}= a2
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## a. Write the equation for the conditional probability

density function, f (x/a), of the random variable, x,
given the unknown parameter, a.
b.Write the equation for Ln f (x/a).
c. Write the equation for d/da {Ln f (x/a)}.
d.Find the maximum likelihood estimate, a(x), for the
parameter, “a”.
e. Is the MLE estimate unbiased? Explain your
answer.
f. If the MLE is unbiased, does it satisfy the Cramer-
Rao bound? Explain your answer.
g. If it does satisfy the Cramer-Rao bound, what is the
Cramer-Rao bound?
----------------------------------------------------------------------
h.Suppose we now perform N independent trials, i.e.,
we look at “N” independent outputs of the random
variable, x, in order to get a better estimate of the
parameter “a”.

## We would now like to estimate the parameter “a” based

on the N measurements we have performed, again using
a maximum likelihood estimator (MLE).
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## Write the equation for the conditional probability

density function, f (x/a), of the vector, x, given the
unknown parameter, a.

parameter, “a”.

answer.

## m. If the MLE is unbiased, does it satisfy the

Cramer-Rao bound for an unbiased estimate?
Explain your answer. (YOU DO NOT HAVE TO
FIND THE CRAMER-RAO BOUND IN THIS
PART!)

THE END!!!