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Assume that observations of a sinusoidal signal s l A 2 f l , l 0 L 1 , are contaminated by first-order colored noise as decribed in the example .

Find the unit-sample response of the whitening filter.

Assuming that the alternative model is the sole presence of the colored Gaussian noise, what is theprobaiblity of detection?

How does this probability vary with signal frequency f when the first-order coefficient is positive? Does your result makesense? Why?

In space-time decoding systems, a common bit stream is transmitted over several channels simultaneously butusing different signals. r ( k ) denotes the signal received from the k th channel, k 1 K , and the received signal equals s ( k , i ) n ( k ) . Here i equals 0 or 1, corresponding to the bit being transmitted. Each signalhas length L . n ( k ) denotes a Gaussian random vector with statistically independent components having mean zero andvariance k 2 (the variance depends on the channel).

Assuming equally likely bit transmissions, find the minimum probability of error decision rule.

What is the probability that your decision rule makes an error?

Suppose each channel has its own decision rule, which is designed to yield the same miss probability as the others. Now what isthe minimum probability of error decision rule of the system that combines the individual decisions into one?

The performance for the optimal detector in white Gaussian noise problems depends only on the distancebetween the signals. Let's confirm this result experimentally. Define the signal under one hypothesis to be aunit-amplitude sinusoid having one cycle within the 50-sample observation interval. Observations of this signal arecontaminated by additive white Gaussian noise having variance equal to 1.5. The hypotheses are equally likely.

Let the second hypothesis be a cosine of the same frequency. Calculate and estimate the detector'sfalse-alarm probability.

Now let the signals correspond to square-waves constructed from the sinusoids used in the previous part . Normalize them so that they have the same energy as the sinusoids. Calculateand estimate the detector's false-alarm probability.

Now let the noise be Laplacian with variance 1.5. Although no analytic expression for the detector performance can befound, do the simulated performances for the sinusoid and the square-wave signals change significantly?

Finally, let the second signal be the negative of the sinusoid. Repeat the calculations and thesimulation for Gaussian noise.

Physical constraints imposed on signals can change what signal set choices result in the best detectionperformance. Let one of two equally likely discrete-time signals be observed in the presence of white Gaussian noise(variance/sample equals 2 ). 0 : r l s ( 0 ) l n l l 0 L 1 1 : r l s ( 1 ) l n l l 0 L 1 We are free to choose any signals we like, but there are constraints. Average signals power equals l l s l 2 L , and the peak power equals l s l 2 .

Assuming the average signal power must be less than P ave , what are the optimal signal choices? Is your answer unique?

When the peak power P peak is constrained, what are the optimal signal choices?

If P ave P peak , which constraint yields the best detection performance?

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Source:  OpenStax, Statistical signal processing. OpenStax CNX. Dec 05, 2011 Download for free at http://cnx.org/content/col11382/1.1
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