Assignment 4

Krishna

UMBC

Feb’ 22, 2018

Data Model

I General data model

Given q signals s1 (), ...sq () are real, stationary and Gaussian
random processes with zero mean and positive definite
covariance matrix.

x(t) = As(t) + n(t)

where A is a p × q matrix, n(t) is Gaussian noise with zero

mean and variance σ 2 ,
x(t) is p × 1 vector
Data Model

I Sinusoidal wave model

I
q
X
x(t) = A(φk ) cos(η(t)) + n(t)
k=1

where A(φ) is the p × 1 vector

I
A(φ)T = [1, cos(τk ), ..., cos((q − 1)τk )]
I
τk = π sin(φk ))
I η(.) - random uniform distribution U(0, 2pi)
References

I M. Wax and T. Kailath, “Detection of signals by information

theoretic criteria,” IEEE Trans. Acoustics, Speech, and Signal
Processing, vol. 33, no. 2, pp. 387–392, April 1985.