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anual/
Chapter 2
Problem 2.1
a)
Let
wk = x + j y
p(−k) = a + j b
We may then write
f =wk p∗ (−k)
=(x + j y)(a − j b)
=(ax + by) + j(ay − bx)
Letting
f = u + jv
where
u = ax + by
v = ay − bx
Hence,
∂u ∂u
=a =b
∂x ∂y
∂v ∂v
=a = −b
∂y ∂x
21
b)
Let
f =wk p∗ (−k)
=(x − j y)(a + j b)
=(ax + by) + j(bx − ay)
Let
f = u + jv
with
u = ax + by
v = bx − ay
Hence,
∂u ∂u
=a =b
∂x ∂y
∂v ∂v
=b = −a
∂x ∂y
From these results we immediately see that
∂u ∂v
6 =
∂x ∂y
∂v ∂u
=−
∂x ∂y
In other words, the product term wk∗ p(−k) does not satisfy the Cauchy-Riemann equations,
and so this term is not analytic.
22
PROBLEM 2.2. CHAPTER 2.
Problem 2.2
a)
From the Wiener-Hopf equation, we have
w0 = R−1 p (1)
b)
The minimum mean-square error is
Jmin =σd2 − pH w0
2
0.5
=σd − 0.5 0.25
0
=σd2 − 0.25
23
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