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Code No: C6105, C6505
NR
JAWAHARLAL NEHRU TECHNOLOGICAL UNIVERSITY HYDERABAD
M.Tech I Semester Examinations October/November-2011
DETECTION & ESTIMATION THEORY
(COMMON TO COMMUNICATION SYSTEMS, WIRELESS & MOBILE
COMMUNICATIONS)
Time: 3hours Max.Marks:60
Answer any five questions
All questions carry equal marks
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1. a) We are given k independent observations:
Where Vk is zero-mean Gaussian random variable with variance σ2.
Compute the likelihood ratio and the threshold for the optimum receiver.
Assume that C00=C11=0, C01=2, C10=1 and that P(H0)=0.7, P(H1)=0.3.
b) Explain how Multiple hypothesis testing can be decide which of the
ouputs is the correct one?
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2. a) What is mean by spectral decomposition and explain it with suitable
example.
[12]
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b) Explain the significance of performance Bounds in signal estimation. [12]
3.a) Design a filter that maximizes the output signal-to-noise ratio when the
transmitted signal y(t) is observed in additive white noise of spectral
W
density No/2. The signal y(t) is given by
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What is the maximum output SNR?
b) Compare the linear and non-linear estimates. [12]
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4. Define the following terms with respect to estimators:
(a) Bias (b) efficiency (c) sensitivity (d) uniform cost function
5. a) Obtain MMSE estimate of x1 from the observation Z=X1+X2 where X1
[12]
and X2 are independent and are Rayleigh distributed with parameters
and .
b) What type of estimate can be used when the parameter is random but has
uniform prior density? Explain it. [12]
6. a) Determine the Cramer-Rao bound for the variance of any unbiased
estimator.
b) Explain Neyman-pearson Criterion for Radar detection of constant
amplitude signals. [12]
Contd….2
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7. Consider the following message and observation models in which α is an
unknown constant parameter.
Where w(t) and v(t) are zero-mean, white, with unity variance, and
uncorrelated with each other. Consider α(t)= x3(t)
as a state and . Set up Kalaman filter algorithm for this problem. [12]
8. Write short notes on the following [12]
(a) Minimum Probability Error Critgerion.
(b) Kalaman Bucy Filter.
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