@ PES SRN. PES University, Bengaluru (Established under Karatelia Act No. 16 of 2013) DEC 2019; BND SEMESTER ASSESSMENT - B. TECH, VIJ SEMESTER UEIGEC417: DETECTION AND ESTIMATION ‘Time: 180 Min Answer all questions Max. Masks: 100 T] (a) | Let X and Y be two independent standard normal rendoin variables. Find the jomt [0 PDF of A = VXF+Y4, and © = tan-?(¥). Comment on their interdependence and individual PDFs. (Hy | Consider the problem of DC ia white Ganssian noise lo Ho: 2fo) = elu] Hy sai] = Aten] = 0,...N=1 where A> 0 and win] ~ N(0,02). iid. across st, Find the optimal detector and its performance. Comment on the detector and its performance when A < 0. ZG) | Consider the following hypothesis testing problent 0 Hy : YEN, Hy: YaS+ where J and N are independent random variables with PDFs given by p -1Ss 2¢ when (i) = (w+ 1), and (il) 0? = (n+ 1)? 4 | (a) | Disenss the properties of # nisin Hlelihood estimate (MEE) oy (8) [Starting From the Tinone model xe = HO c, derive te expression TOF The Teast Rane JOS estimate of 8, and the corresponding minimum cost ©) [Let ube] = A+ Behe] Fef n= 0.1,....N—1, where ala] mw known wa] SN10.977 10 iid. across wand A and B are unknown, Fisid the MLE of A and B bea ndow variable. Find the minimum mean squared error estimate is given by the following positive definite mats: Show that H-"(@yjy = —S > = that [Ajj represouts the (4.3)! eutry of a matrix A. (BY | va certain estimation problem of a vector parameter, the Fisher iuformation matrix When does the equality hold? Note (c) | Eet ¥ be au exponential random variable with parameter X76 Srixy) = rexp(—ey), y 20. Let X itself be another exponential random variable with parameter a, ie fx(2) =aexp(-ar), 220. a>0. Find the MMSE of 05] a 2. Matrix inversion lemma: (A+ BCD) Ht A-IB(C=! 4. DA-!B)-! pan! Solera 3. The y? distribution with, WV dexcees of frvedom: fe) =