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M. TECH DEGREE EXAMINATION
Second Semester
Branch: Applied Electronics and Instrumentation Engineering
Specialization: Signal Processing
MAESP 202 DETECTION & ESTIMATION THEORY
(2011 Admission onwards)
MODEL QUESTION PAPER
Time : 3 Hours
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10 Marks
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b) Show that the sample mean x is a sufficient statistic for the estimation of the
level of a DC signal corrupted by additive Gaussian noise. What is the CRLB for
this problem?
10 Marks
c) Show that x in b) above is also an efficient estimator of the average DC level.
5 Marks
OR
4.
a) Formulate the general curve fitting problem x[n] = itn (i 1),
n =0,1,2..(N-1), where tn are the time instants when the samples x[n] are
observed, as a linear model. and find the MVU estimator for the parameter
vector
15 Marks
b)
5.
a) Define the likelihood function and explain the method of Maximum
Likelihood (ML) estimation.
10 Marks
b)
where, is the frequency and T the duration of transmitted radar pulse, c being
the speed of EM waves in air. The amplitude constant A is a measure of the
aircrafts back-scattering strength. The echo is corrupted by AWGN n(t) having
zero mean, and variance 2..Explain how R can be estimated from N measured
samples of r(t), using the ML method. What is the variance of the estimate?
15 Marks
OR
6. a)
b)
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i =1,2,.N, using the relation y = A + Bx.. Find the MMSE estimates for A and
B.
10 Marks
7.
a)
Discuss the Bayesian approach to estimation. What are the typical risk
functions used ? Show that use of the absolute error cost function leads to the
median of the posterior density function p(|x) as the optimal estimate of
15 Marks
b)
8.
a) Briefly answer the following :
i)
ii)
iii)
iv)
v)
10 Marks
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