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AASP Midterm

AASP Midterm

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Published by Ammar Saeed
Midterm Exam
Midterm Exam

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Published by: Ammar Saeed on Dec 14, 2012
Copyright:Attribution Non-commercial

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12/14/2012

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InstituteforCircuitTheoryandSignalProcessin
MunichUniversityofTechnology 
Prof.Dr.techn.JosefA.Nosse
Midter
AdaptiveandArraySignalProcessin
2005-12-14 NameFirstNameMatriculation-Nr.
 
Thislistoftaskscontains9pages
 
Useofbooks,notes,calculatorsisprohibited.OnlyonesheetofpapersizeA4witarbitrarynotesisallowed. 
 
Tasksmarkedwith*canbesolvedwithoutknowingthesolutionoftheprevious subtask
 
Thederivationtoeachsolutionmustbecomprehensible
 
Name:Matr.-Nr.
Task19pts 
Considerthefollowingsystemofequations: 
H
1 wher
2
an
2
 
 
m
aregivenand 
2
isunkownand 
2
a*Whatconditionmustholdforthevecto
suchthat 
i
Inthefollowingassumethat 
6
i
.Nowconsiderthefollowingoptimizationproblemmi
H
2 b*Howisthesolutio
oftheoptimizationproblemgivenin2called? 
 
Name:Matr.-Nr.
Letusnowconsiderinsteadthefollowingoptimizationproblemmi
 
3 wher
 
W
WH
an
2
 
isapositivedenitematrix. c*Showthatbysolving 
@
 
 
 
,thesolutiontotheoptimizationproblemgiveni3canbeexpressedasfollows
op
= 
W
 
W
4 

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