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Course Instructor: Prof. Abhay Karandikar

Mid Sem -Soltuions

Exam Date: 8th Sep , 2014

Max Marks: 70

1. Consider the binary hypothesis testing problem. Let Cij denote the cost of deciding

hypothesis Hi when actually Hj is true for i, j = 0, 1. The total expected cost is given

byC = C00 P (H0 )P (H0 |H0 )+C10 P (H0 )P (H1 |H0 )+C01 P (H1 )P (H0 |H1 )+C11 P (H1 )P (H1 |H1 )

where P (Hi ) is a-priori probability of Hi and P (Hi |Hj ) is the probability of deciding

Hi given that Hj is true.

(a) Derive the decision rule to minimize the cost C, given the observed random

variable r.

(b) Consider a specific case where P (H0 ) = 3/4, P (H1 ) = 1/4. Let C00 = C11 = 0,

C10 = 1 and C01 = 2. Let,

1

2

fR (r|H0 ) =

er /2 ,

(2)

{

1/3

if 0 r 3

fR (r|H1 ) =

0

otherwise

Determine the decision regions.

(8+5=13)

Solution:

(a) Let the decision rule be,

Declare H0 if r R0

Declare H1 otherwise

P (H0 |H0 ) =

fR (r|H0 )dr

R0

P (H1 |H0 ) = 1

fR (r|H0 )dr

R0

P (H0 |H1 ) =

fR (r|H1 )dr

R0

P (H1 |H1 ) = 1

fR (r|H1 )dr

R0

(1)

Total expected cost is thus,

[

]

C = C00 P (H0 )

fR (r|H0 )dr + C10 P (H0 ) 1

fR (r|H0 )dr

R0

R0

[

]

+C01 P (H1 )

fR (r|H1 )dr + C11 P (H1 ) 1

fR (r|H1 )dr

R0

R0

(C01 C11 )fR (r|H1 )dr

R0

+P (H0 )

(C00 C10 )fR (r|H0 )dr

R0

[P (H0 )(C10 C00 )fR (r|H0 ) P (H1 )(C01 C11 )fR (r|H1 )]dr

R0

[P (H0 )(C10 C00 )fR (r|H0 ) P (H1 )(C01 C11 )fR (r|H1 )]dr.

R0

Thus the decision region R0 is such that for r R0 ,

P (H0 )(C10 C00 )fR (r|H0 ) > P (H1 )(C01 C11 )fR (r|H1 )

P (H1 ) C01 C11

fR (r|H0 )

>

fR (r|H1 )

P (H0 ) C10 C00

(b) Given P (H0 ) = 34 , P (H1 ) = 12 , C00 = C11 = 0, C10 = 1, C01 = 2.

fR (r|H0 )

1

2

>

.2 =

fR (r|H1 )

3

3

For 0 r 3,

1

2 1

2

ef racr 2 >

.

3 3

2

8

f racr 2 2

e

>

9

r <

2 ln

(

)

Thus choose H1 if 2 ln 98 < r < 3, else choose H0 .

2. Consider a communication system which transmits one of the three equally likely

signals s0 (t) = 0, s1 (t) = A sin c t and s2 (t) = A sin c t; 0 t T over a additive

zero mean unit variance white Gaussian noise channel.

(a) What is the optimum receiver that minimizes the probability of error?

(b) Derive an expression for the probability of error.

(c) Compare this with binary PSK which uses A sin c t and A sin c t

(7+5+3=15)

Solution:

(a)

S0 (t) = 0,

0 t T,

S1 (t) = A sin c t,

0 t T,

S2 (t) = A sin c t,

0 t T.

Optimum receiver is a correlation receiver.

E0 = 0,

E1 = E2 =

y = Si + z

2

sin c tdt

T

0

N0

E[z] = 0 E[z 2 ] =

2

z=

n(t)

S2

( E, 0)

S0

S1

( E, 0)

r(t)

2

T

E

2

E

2

sin c t

1

1

1

Pe = P (E/S0 ) + P (E/S1 ) + P (E/S1 )

3[ [

3

3

[

]

]]

1

E

E

P z>

+P z <

=

3

2

2

[

]

[

1

E

1

E

+ P

E+z <

+ P E+z <

3

2

3

2

[

]

[

]

E

2

E

2

+ P z>

= P z<

3

2

3

2

( )

4

E

= Q

3

2

(

)

E

4

= Q

3

2N0

(

(c) Pe(BP SK) = Q

2E

N0

the Prob. of error in part (b).

x2

2

4

mean Gaussian random variables with variances 12 and 22 . Let p(m0 ) and p(m1 ) be

a-priori probabilities.

n1

r1

si

Rx

r2

n2

(b) Compute the probability of error for the case p(m0 ) = p(m1 ) and 12 = 22 .

(7+8=15)

Solution:

(a) For optimality,

m0

m0

fR1 (r1 |m1 )fR2 (r2 |m1 )p(m1 )

The above follows since, n1 and n2 are independent, r1 |m0 and r2 |m0 ; and r1 |m1

and r2 |m1 are therefore independent. Thus,

1

e

212

(r1 E)2

2

21

e

222

(r2 E)2

2

22

m0

Rm

1

212

(r1 + E)2

2

21

e

222

(r2 + E)2

2

22

(r1 E)2 (r2 E)2

m0

+ ln p(m0 ) Rm

+ ln p(m1 )

1

212

222

212

222

Er1

Er2 1 p(m0 )

m0

+

+ ln

Rm 0

2

2

1

1

2

2 p(m1 )

(b) For p(m0 ) = p(m1 ) and 12 = 22 , the decision rule is,

m0

r1 + r2 Rm

Let,

r = r1 + r2

= 2si + n1 + n2

Note that n = n1 + n2 is also zero mean Gaussian r.v with E[n] = 0 and E[n2 ] =

2 2 = n2 .

Hence distance d = 4 E.

(

)

d

Pe = Q

2

( n )

4 E

= Q

2 2

( )

2E

= Q

2

4. Consider the following signal constellations for a channel with zero mean Gaussian

random vector with variance of each component to be 2 .

(1, +1)

(+1, +1)

( 2, 0)

(1, 1)

( 2, 0)

(+1, 1)

(0, 2)

(0, 2)

(a) Show that the two constellations have the same probability of error.

(b) What is this probability of error?

(c) Are there other constellations of 4 signals in 2 dimensions which will have the

same probability of error? If yes, what are those?

(5+5+2=12)

Solution:

(a) Constellation 2 is a rotated version of constellation 1.

(2)

Si (1)

Si = Q

where

=

Q

1

2

1

2

12

1

2

(2) ] = E[Q

N

(2) ] = QE[

N

(1) ] = 0

E[N

(2) N

(2)T ] = 2 I

E[N

(2) = Si (2) + N

(2)

R

Si (1) + W

=Q

Where W

distance between constellation points is equal and Gaussian noise variance is equal,

probability of error does not change.

Note: This Gaussian noise variance should be derived and shown it is the unaltered,

else you would lose some marks.

(b) Pe = 14 P [E|S0 ] + 14 P [E|S1 ] + 41 P [E|S2 ] + 14 P [E|S3 ] For S0 = [1, +1]T ,

(r1 + 1)2

(r2 1)2

1

exp(

)exp(

)dr2 dr1

2 2

2 2

2 2

0

r2 1

r1 + 1

, y=

Let x =

1

2

1

x

y2

=

exp( )exp( )dydx

2

2

2

1

)

(

)

(

1

1

x2

1

y2

=

exp( )dx

exp( )dy

2

2

2

2 1

[

( )]2

1

= 1Q

[

( )]2

1

HencePe = 1 Pc = 1 1 Q

P [C|S0 ] =

(c) Rotation and translation (shifting) does not alter the probability of error.

5. Consider a multi-user transmission system where the users transmits to a base station.

The received signal at the base station is given by

r(t) = a1 s1 (t) + a2 s2 (t) + n(t)

where s1 (t) and s2 (t) are waveforms of unit energy corresponding to user 1 and user 2.

a1 and a2 (corresponding to user 1 and user 2) take the values 1 with equal probability

and independent of each other. n(t) is zero mean white Gaussian noise with power

T

spectral density N0 /2. Let = 0 s1 (t)s2 (t)dt. The base station employs two banks of

correlators for demodulating a1 and a2 ; where the correlator receiver for user 1 treats

user 2 as interference noise and vice versa.

(a) Determine an expression for the probability of error for each user

(b) Show that if || 1, then even if the noise power density tends to zero, the

probability of error tends to 1/2.

(10+5=15)

Solution:

(a) The receiver for user 1 and user 2 is as follows,

T

r(t)

a1 =+1

a1 =1

S1 (t)

r(t)

r(t)

a2 =+1

a2 =1

S2 (t)

For user 1, the output of correlator y is as follows,

T

y =

r(t)s1 (t)

0

T

T

2

s1 (t)s2 (t)dt +

= a1

s1 (t)dt + a2

0

= a1 + a2 + z

8

n(t)s1 (t)dt

E[z] = 0

[(

2 (z) = E

)2 ]

n(t)s1 (t)dt

0

N0

= 2

2

The above result follows since n(t) and s1 (t) are independent and

E[n(t)n(u)] = N20 (t u).

Probability of error for user 1 is as follows,

=

1

1

=

P (E|a1 = 1) + P (E|a1 = 1)

2

2

(2)

Now,

1

1

P (E|a1 = 1, a2 = 1) + P (E|a1 = 1, a2 = 1)

2

2

1

1

=

P (1 + + z < 0) + P (1 + z < 0)

2 (

)

(2

)

1

1+

1

1

=

Q

+ Q

2

P (E|a1 = 1) =

Similarly,

1

1

P (E|a1 = 1, a2 = 1) + P (E|a1 = 1, a2 = 1)

2 (

)

( 2 )

1

1+

1

1

=

Q

+ Q

2

P (E|a1 = 1) =

In general,

Pe

[ (

)

(

)]

1

1 + ||

1 ||

Q

+Q

=

2

(3)

Pe

[ (

)

(

)]

1 + ||

|| 1

1

Q

+1Q

=

2

[ (

)

(

)]

1 1

1 + ||

|| 1

=

+

Q

Q

2 2

If 0, then Pe = 12 .

9

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