Assignment #0 (Review of Probability, Random Variables, Random

Processes, Digital Communications, Linear Algebra)

1. Consider 𝑋(𝑡) to be white Gaussian noise with zero mean and autocorrelation function
𝜂
𝛿(𝜏). It is passed through an LTI system whose impulse response is ℎ(𝑡) = sinc(𝐹𝑡).
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a. What is the mean of the output random process 𝑌(𝑡)?
b. What is the autocorrelation function of the output random process 𝑌(𝑡)?
c. What is the power of the output random process 𝑌(𝑡)?
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d. Consider two time instants 𝑡1 and 𝑡2 = 𝑡1 + 2𝐹. What is the joint distribution
𝑓𝑌(𝑡1 ),𝑌(𝑡2 ) (𝑦1 , 𝑦2 )?
2. Consider an AWGN channel with output 𝑌 = 𝑋 + 𝑁, where the transmitted symbol 𝑋 ∈
{−𝐴, 𝐴}, 𝐴 ≥ 0, with 𝑃𝑋 (−𝐴) = 𝑝− and 𝑃𝑋 (𝐴) = 𝑝+ . The noise 𝑁 is Gaussian with mean
0 and variance  2 .
a. What are the likelihoods 𝑝(𝑦|𝑋 = −𝐴), 𝑝(𝑦|𝑋 = 𝐴)?
b. What are the posterior probabilities Pr(𝑋 = −𝐴|𝑦) , Pr(𝑋 = 𝐴|𝑦)?
c. What is the Maximum Likelihood (ML) decision rule corresponding to observation
𝑦?
d. What is the Maximum Aposteriori Probability (MAP) decision rule corresponding
to observation 𝑦?
e. What is the probability of error corresponding to the ML decision rule?
3. Prove that covariance matrices are always positive semi-definite.
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4. Consider the fading coefficient ℎ = 𝑋 + 𝑗𝑌 = 𝑎𝑒 𝑗𝜙 , where 𝑋, 𝑌~𝑁 (0, 2) and are IID.
Derive the marginal PDFs of 𝑎, 𝜙. Please see Chapter 3, Section 4 of text or lecture below
https://www.youtube.com/watch?v=9ujT1upyWVg
5. Find eigenvalues and eigenvectors of matrix below
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𝐀=[ ]
1 −1
Extra Problems (No need to submit)
1. Answer questions below on transformation of random variables. For information please
see following lecture:
https://www.youtube.com/watch?v=LImX2_sWCpc&list=PLt3Fk5B7L7NZJv3PAZkxW
83Fp7ww6__JE&index=14
a. Consider the random variable Θ uniform in [−𝜋, 𝜋]. What is the probability density
function of the random variable Φ = tan Θ ?
b. Let 𝑍 = 𝐴4 , where 𝐴 is the amplitude of the Rayleigh fading wireless channel.
What is the probability density function 𝑓𝑍 (𝑧)?
2. Consider an AWGN channel with output 𝑌 = 𝑋 + 𝑁, where the transmitted symbol 𝑋
belongs to an 𝑀-ary PAM constellation with average symbol power 𝐸𝑠 . The noise 𝑁 is
 𝑁0
Gaussian with mean 0 and variance . Assuming all symbols are equiprobable, what is the
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resulting probability of error? (Please see section Chapter 1, Section 4 of text.) Now
consider transmission of symbols from the same constellation over the standard Rayleigh
fading channel 𝑌 = ℎ𝑋 + 𝑁 described in class. What is the resulting average probability
of error?
3. Consider the passband signal 𝑥𝑝 (𝑡) at carrier frequency 𝑓𝑐 . What is the expression for the
corresponding complex baseband equivalent signal 𝑥(𝑡)?
4. In problem 2 above, what is the probability of error corresponding to the MAP decision
rule?