ECE 567

STATISTICAL SIGNAL PROCESSING

FALL 2016

Homework Assignment #1
Due: 6 September 2016
1. We observe x with Rayleigh PDF
(
p(x) =



2
exp 21 x2 , x 0
0,
x<0
x
2

with
H0 : 2 = 1
H1 : 2 = 3
In this situation, the event we wish to detect is an increase in the noise level.
(a) What is the maximum likelihood detector for this problem?
(b) Find the Neyman-Pearson (NP) test (to distinguish between H0 and H1 ) that
achieves PF A = 0.1. What is PD ?
2. Consider the situation where we observe
H0 : x = w
H1 : x = 1 + w
and w N (0, 1). In lecture we found that the test
x > 3.09
achieves PF A = 0.001 with PD = 0.0183. In this case the critical region (the portion
of the observation space for which we conclude H1 ) is
{x : x > 3.09}.
Find two other critical regions that result in PF A = 0.001 and evaluate the associated
PD . Compare PD to the result for the test x > 3.09.
3. A signal is to be transmitted in N pulses of amplitude A in the presence of Gaussian
noise. The received signal x(n) is
H0 : x(n) = w(n), n = 0, . . . , N 1
H1 : x(n) = A + w(n), n = 0, . . . , N 1
where H0 represents the situation with no signal and H1 the situation with a trans1
mission. Assume that each w(n) N (0, 2 ), and that the {w(n)}N
n=0 are i.i.d. with
2 = 1.
We want to minimize N A2 (the energy to transmit A over N samples) while achieving
PD of at least 0.9 at the receiver while PF A is no greater than 0.01.
Show how to choose N and A so as to achieve this objective.

4. We observe N i.i.d. samples x(n) with Rayleigh PDF



(
x(n)
1 x2 (n)
, x0
exp

2
2 2
p(x(n)) =
0,
x<0
with
H0 : 2 = 02
H1 : 2 = 12 > 02
(02 and 12 are known constants). Determine the form of the NP test in this situation.
5. Suppose that we have
H0 : x(0) N (0, 1)
H1 : x(0) N (0, 2).
Find the MAP detector if P (H0 ) = 1/2 and also if P (H1 ) = 3/4. Describe or sketch
the decision regions in the two cases and explain their differences.
6. You have developed an offensiveness meter for the purpose of automated monitoring
of chat room discussions. Your meter tries to capture the degree to which a message
to be posted to the chat room is expected to offend the audience.
When presented with a truly offensive statement (hypothesis H1 ), your meter produces
a value x with a PDF
1
p(x|H1 ) = exp(|x 8|)
2
while the measurement x for an unoffensive statement (hypothesis H0 ) has a PDF
p(x|H1 ) =

1
exp(|x 5|).
2

If after measuring x you decide H1 , you block the message from being posted to the
chat room. You expect that traffic in the chat room will be reduced if these decisions
are in error (because people dont like their messages needlessly blocked), resulting in a
loss of annual revenue of $50K. If the decision is correct, no loss of revenue is expected.
On the other hand, if after measuring x you decide H0 , but do so in error, annual
revenues are expected to drop $500K because of the loss of traffic from chat room
participants who get offended by the unblocked message and no longer return to the
room. If the decision is correct, no loss of revenue is expected.
Prior studies show that one in every 100 messages is offensive.
Given this framework, determine the optimal rule (in the sense of minimizing cost) for
deciding whether or not to block a message on the basis of x.

7. You want to minimize the probability of error Pe in deciding among four hypotheses
whose PDFs are
1
p(x(0)|H0 ) =
2
1
p(x(0)|H1 ) =
2
1
p(x(0)|H2 ) =
2
1
p(x(0)|H3 ) =
2

exp((1/2)x2 (0))
exp((1/2)(x(0) 2)2 )
exp((1/2)(x(0) 4)2 )
exp((1/2)(x(0) 6)2 )

Assuming equal prior probabilities for all the hyptheses, find the optimal detector.
Calculate the minimum Pe that it achieves.