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EEL 711

Major Test

Semester I 2014-2015

Answer all questions


(Marks: Q.1: 10, Q.2: 20, Q.3: 12, Q.4: 12, Q.5: 14, Q.6: 12)

Full Marks: 80

1. A communication receiver with L antennas receives a complex-valued transmitted signal


sample a + b, where a, b R, through in-phase and quadrature channels. In the in-phase
and quadrature channels, the L 1 received signal vectors are X and Y , such that
Z = X + Y = (a + b)(G + H) + N Z ,
where G, H are random channel gains and N Z is the additive noise, such that
h

G, H N (0, I L ), E GH T = E HGT = C,
, > 0, C RLL ,

N Z CN (0, 2 2 I L ),

and N Z is independent of G and H.


[4]

(a) Find K Z , the covariance matrix of Z.


(b) For what value of C is Z circular? For this value of C, find the c.f. of Y T Y .

[2+4]

= X1 + X2 + + XN . The
2. Let X1 , . . . , XN be i.i.d. N (0, 1) random variables, and X
N

Y1
.

random vector Y =
.. is given by Yi = ai Xi X , i = 1, . . . , N, where a1 , . . . , aN
YN
are deterministic real constants. Let V =

Y TY .

(a) Find
(i) a set of values of a1 , . . . , aN for which V has a Nakagami distribution with
parameter N/2,
(ii) a set of values of a1 , . . . , aN for which V has a one-sided Gaussian distribution. [8]
(b) For each of the set of values of a1 , . . . , aN found in (a), obtain V 2 (),
the c.f. of V 2 .
[6]
(c) When N = 2, and a1 = 1, a2 = 2, find a lower triangular matrix B such that the c.f.
of BY is given by
[6]
n

BY (1 , 2 ) = exp 212 + 222 31 2

o

3. Let R be a Nakagami distributed random variable with parameter m and mean-square


value of , satisfying

E [R4 ]
= ,
2
variance (R )
2
Calculate m, , and A.

Pr R > 5 = A e2 .
[12]

4. A functional d over the set of real 2 1 vectors is given by d(x, y) =


"
#
(3 4 2 )
0
where A =
.
0
(5 1 4 2 )

(x y)T A(x y),

(a) Find the range of for which d is a metric.

[6]

(b) The inner product of vectors x and y is given by (x, y) = y T Ax , and the norm of a
vector x is induced by this inner product. Let the range of in (a) be expressed
as min < < max . For
" =# (min + max )/2, find an unit-norm vector which is
1
orthogonal to the vector
.
[6]
1
5. Consider the vector space R3 of real 3 1 vectors, with the inner product between two
vectors x = [x1 , x2 , x3 ]T and y = [y1 , y2 , y3 ]T given by


x, y = x1 y1 + x2 y2 + x3 y3 (x1 y2 + x2 y1 + x2 y3 + x3 y2 + x3 y1 + x1 y3 ) ,

where R and min < < max . The norm of vector x is given by kxk =

(a) Find min and max .

(x, x) .
[6]

(b) When = (2min + max ) /3, where


" #min and
" max
# are as found in (a), two vectors
1
1
z and w have the representations
and
, respectively, with respect to the
1
1


[8]
ordered basis
1 , 2 . Find the inner product (w, z).

1
1
6. A WSS complex circular Gaussian random process Z(t) with a real mean has
autocovariance function
(

a(t1 t2 )

KZ (t1 , t2 ) = 16 exp 6a|t1 t2 | +


ln 2
where =

a > 0,

1. The power of the random process is 25 units.

Z (t1 , t2 ).
(a) Find the p.s.d. SZ (f ) and the pseudoautocorrelation function R

[4+4]

(b) Using Tchebycheffs


find an upper bound on the probability
 Inequality,
o
n


ln 2
[4]
P () = Pr Z(0) Z 6a as a function of .

Some Formulae
If Y N (0, 1), then fY (y) =

2
1 ey /2
2

< y < ,

FY (y) = 1 Q(y)

1
If X N (, K) and X is L 1, then X () = exp T K ,
2


fX (x) =

1
(2)L/2

1/2

{det(K)}

1
exp (x )T K 1 (x ) ,
2


x RL

If Z is complex circular Gaussian and L 1, then


fZ (z) =

n
o
1
H 1
exp
(z
(z
)
K
)

,
Z
Z
Z
L det(K Z )

z CL

If X N (, K), then AX + b N (A + b, AKAT )


2
exp
1 2 2
If X N (, 2 ), then X 2 () =
(1 2 2 )1/2
(

Unit step function: u(x) =

1,

1
,
2

1
,
1 + 2f
a

F(aeax u(x)) =

x > 0,
x = 0,
x<0
F(aeax u(x)) =

1
, a>0
1 2f
a

Gamma distribution with parameter m and mean :


mm xm1 emx/
,
fX (x) =
(m)m
E [X ] =

n x

x e dx = n! e

x 0,

X () = 

( + m)
(m)
m


n
X
xk

k=0

k!

The eigenvalues of an L L matrix R given by


(R)ij = 1,
= ,

i = j,
i 6= j,

are 1 , repeated L 1 times, and 1 + (L 1)

1 m

m ,

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