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Thapar University, Patiala
Department of Electronics and Communication Engineering
END SEMESTER EXAMINATION
M.E-ECE (1st Year): Semester-I (2019/20) Course Code: PEC112
Course Name: Random Processes,
Detection and Estimation (RPDE)
December 16 , 2019 Day: Monday, Time: 2:00 to 5:00 PM
Time: 3 Hours, M. Marks: 100 Name Of Faculty: Dr. Pravindra Kumar,

Note: *Attempt all four questions. All questions carry equal marks
**Assume missing data, if any, suitably
Q.1 (a) Let (X„ X„) be a random sample of a Bernoulli random variable (06)
X with pmf given by
.
f (x;p)= p ,(1 — p)1 x =0, 1
where p , 0 5 p is unknown. Assume that p is uniform random
variable over (0, 1). Find the Bayes' estimator of p .
Q.1 (b) Let ( X, „X„ ) be a random sample of a normal random variable X (06)
with unknown mean,, and unknown variance a.2 . Determine the
maximum-likelihood estimators of p and 0-2 .
Q.1 (c) Let (X, „ X„ ) be a random sample of a normal r.v. X with unknown (06)
mean p and unknown variance 1. Assume that Ai is itself to be a normal
r.v. with mean 0 and variance 1. Find the Bayes' estimator of p .
Q.1 (d) Let (X,„X„) be a random sample of 1) a Poisson r.v. ; 2) an (07)
exponential r.v. X with uknown parameter . Determine the maximum-
likelihood estimators of for these both cases.
Q.2 (a) Consider a binary decision problem with the following conditional pdf's (10)
. 1. (xi „) = ('1 /2; f(x ) = e-21'1 The Bayes' costs are given by:
Co„ = C„ = 0 ; Co = 2 ; C, „ = I .
1. Determine the Bayes' test if P(H0 ) = 2/3 and the Bayes' risk
2. Repeat part (1) with P(H0 )=1/2
Q.2 (b) Consider the on-off keying (00K) communication problem where we (10)
transmit either s„ [0] = 0 or s,[n]= A . The detection problem is:
H„ :x[n] = 14,[n] ;n = 0,1, N —1
H x[n]= A + w[n] ;n = 0,1 N —1
where A > 0 and w[n] is WGN with variance a2. It is reasonable to
assume that P(//„). P(H,)=1/2. Find the probability of error

1
 Q.2 (c) In a binary communication system, during every T seconds, one of two (05)
possible signals S„ Wand S, (t)is transmitted. We have two hypotheses
I-I„: S„ (t)=0 was transmitted, and HI :5; (t)=I was transmitted. The
channel adds noise n(1), which is a zero-mean normal random process
with variance 1. Let the received signal X(i) is X(t)= S (t)+//(t);
I = 0,1 . We observe the received signal at some instant during the
signaling interval. Suppose that we received an observation x = 0.6. Using
the Neyman-Pearson test, determine which signal is transmitted.

Q.3 (a) Consider a noisy signal x[n] consisting of a desired clean signal s[n] (10)
corrupted with an additive white noise w[n]. Given that the
autocorrelation function (ACF) of signal and noise are
10 ( 1
/:,., (k) d and r,,,„,(k)-= —
32 6[k]

respectively. Assume that signal and noise are uncorrelated and zero
mean. Find the non-causal optimal Wiener filter for estimating the clean
signal from its noisy version.
Q.3 (b) Consider a signal s[n] corrupted with an additive white noise w[n]. The (10)
signal and noise are assumed to be zero mean and uncorrelated. The
autocorrelation function (ACF) of the signal and noise are
10 I 14;
(k)= 27 and r„.„,(k) = —
2
3 S[k]

Find the causal optimal Wiener filter to estimate the signal from its noisy
observations,
Q.3 (c) What do you mean by Matched filter? Define it by suitable diagram. Also (5)
explain the properties of Matched filter.

Q.4 (a) Consider the problem of a DC signal embedded in noise: (10)

x[n] = A + w[n] n = 0,1, ,N — I
where is WGN with zero mean and known variance 62, the unknown
parameter, 8 = A. Use the MLE approach to find the MVU estimator of O.
Q.4 (b) Consider the problem of a DC signal embedded in noise: (05)
.11/71 = A + w[n] n = 0, 1, , N —1
where w[n] is WGN with zero mean but unknown variance which is also
A, that is 8 = A, manifests itself both as the unknown signal and the
variance of the noise. Although a highly unlikely scenario, this simple
example demonstrates the power of the MLE approach since finding the
MVUE by the procedures is not easy. Find the CRLB.
Q4 (c) Find the CRLB for the estimation of the phase of a sinusoid embedded in (10)
WGN is discussed.
x[n] = A cos(27r.f,.,n+0)+ w[n] ;n = 0.1, N—I
..r[n;0]-E w[n]
The amplitude A, and frequency fo are assumed known.

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