Code No: 54119/MT

NR
M.Tech. – I Semester Supplementary Examinations,
September, 2008

DETECTION AND ESTIMATION OF SIGNALS

(Digital Electronics & Communication Systems)

Time: 3hours Max. Marks:60

Answer any FIVE questions

All questions carry equal marks
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1.a) Find the transfer function and unit sample response of the second
order difference equation with zero initial condition
y(nT) = x(nT) – 0.25 y(nT-2T)
b) Prove that the frequency response of a discrete system is a periodic
function of the frequency.

2.a) Find k such that the Rayleigh density

2
f ( x) = k x e− x 2 N x ≥ 0
= 0 x<0
is properly normalized
i) Sketch F(x)
i) Final E(x)
iii) What is the probability that a random variable x obeying this
distribution will have the values between x = N and x = 2 n
b) Explain the algorithm for generating the fundamental
pseudorandom sequence.

3.a) Explain the Neymen-Pearson criterion in simple binary hypothesis

hsr
b) Derive an expression for the probability of error for the problem of
detectron of equal energy, orthogonal signals observed in additive,
white Gaussian noise.

Contd..2.,
Code No: 54119/MT ::2::

4.a) Discuss the optimum processing for the detection of an arbitrary

known signal in the presence of noise
b.i) Show that the energy for the signal s(t) shown in figure given by
E=2G x10-20 V2.s

ii) A pulse of this type is received from a target in a radar system.

2
Gaussian noise of spectral density ηo = ×10−20 V2/Hz is added.
3
Find the probability of detection if the false alarm probability is
fixed at 10-10.

5. The number of events in an experiment obey a poission law with

An
mean values a is given by Pr (n events/q=A) = exp(-A) n=0,1
n!
Determine the MAP estimate of the parameter a .

6.a) Consider ri=A+ni i=1,2…N where variable A appears Gaussian with

N (u1 σ a ) and ni are each independent Gaussian variables. Find the
bias and variance of the estimate.
b) If â ( R ) is any unbiased estimate of A prove that
−1
   ∂ n Pn a ( R A)  2 
 
var ( â ( R ) − A ) ≥  E    
 ∂A  
  

7.a) Derive lower bound on minimum mean squared error when the
parameter is random.
b) Using the properties of wiener process, show that
kx (t, u ) = σ 2u u ≤ t
= σ 2t t ≤ u

8. Write short notes on:

i) Matched filter
ii) Bounds and MAP estimates.

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