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    Estimation Theory Lecture notes

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    2-Estimation Theory Lecture notes

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    Estimation Theory Lecture notes

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
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    8 views20 pages

    2-Estimation Theory Lecture Notes

    Uploaded by

    ppawasthi
    Estimation Theory Lecture notes

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
    Flag for inappropriate content
    of 20
    Ber Pons ty l Plia= el =) Pr lip =A?PWK wre DS sxeeoyenrial > 2 cai-sovages (%y ) wire Ww DE CREES OF FREE DON = & a A . Ns Mh 4 pe [xy * G@) eT ae : P life? > i — We“ @ =F pe 27% PINS a Xv = Sun oF SeVRRES OF “Ul DE PEWDENT” C01) 5 3) ERLAVo a=W Sec Boop (POF FoR tut of INDEPENDENT ERE. Rv) 7 RAYLE/6H peley= % e777 x36 ° mee ERSILY JA TECRATED RWALYy ICALLY. ARISES Pao faunne Root OF sey oF TWO YOVPRES OF INDEPENDENT Wet”) Bry, \s Figure 10.18: Rayleigh PDP with o? = 1 CUNVLAT) VE D/STRIBVTL 00 FUNCT dS C ceF USEFYL FR Frvav6> Plasxehy ~ *AVOIDS” JyvTEGRAT LOM DEF iver As FxréxJ= P[ X4x) -wexce EVALYATE VSIWE x Fi CR) = Le P(e) dt EXAMPLE: Kw exe CAS pelR)® ACW™ wre o aee > Fexfx) © P[xsx) = © Kaeo = [ye Ate x2e ° w ~At ,% - eM = pede 23 FOr t NOTE : FA nS Cov To t JSNYOOS AT “=o BUT wet [2@m. RANDOM YVAR/ABLES ARE CALLED con Ti vour Jf CBF IS Cow rin vous - 4+ EX A ot PLE pul R= > ket (sect 5?) 4 Rae DISCRETE RV. Fraf&s ' —_— Felap> PSxe x) th t : ax Fxl(ss= Plead) foes Ph x sur- OrErfAte. FoR DISCRETE RV CAF [SBI LOW TIN VOUS | EX AN PLE CAS SAN x ~N(o a Ly a -2x% D> pala = fe® Var K 4. 9-4, Fall = [2 Gee Oe = Bled SPECIAL Sy 0L au WOTE'. Sod Fru (20) = 0 “| : Fx @y) =/ a way @ Figure 10.6: GDP for standard normal or Gausisn random variabl. Fao & — war? Can/r BE FOVND ANALYT/CALLY. MeRE WNVENENT TO VSE “Breyr-rA/L” PROBABSLITY = FUNCT ON POS 1- P(x = ply>x = Fe et de x 4, er da SEE OLm a JN APPENDS “ : : JoB eee TSS [ALS® Qinvind (0 Stadt sea = 403 (0) Sade w= 20) Figure 10.17: Definitions of 8(2) and Q(@) functions. N WoTE $ @l-o0) Plo) =o e(- Ww J OL¢S " Esl ity pre PSR CEMNUNICATION CYSTEN Term 28 <0 ai) J+ 1 peo ‘Decision device cos(2a Fat) Figure 2.14: Receiver for a PSK digital communtestion system. TrAnsisr Sole) = paces (27 fot + wm) - PCOS (2 FO? For “o” A cos (297 Fs? poR Syke = CALLED BINARY PHASE SHIFT KEWAE (PIKE) RECEIVE Khe) = SC Pe) + fy } wojce [14 eDeLE» AS havbon) RT OVIPYT OF YLT) PLIER ROS (BR I) Coshako? Ho? = A C+ Reer(erpeds FA 60d C29 fot) Cor OrFee) = R(t E Coster) “ye LowPhATS FlereR FILTERS DUT COS H7FKot 5 Se -4ew “oF Dope aye DE FTO WWE yb ASSvye fs 1s SEewr . eygoe JF 3EO.- oF THIS ERR? fe WE HAVE AV WHAT [5S PReBAL LY n rls Pes Plwe-a) =~ Pl y>-A/r) = In @(- Ale) = OCHA) See PIC. jr FeR PLor FoR fe ios NED Are Nore THAT O/e) FoR ROR wees 2 APPROX SAT BY Oly) z wn eT tt SEC FIG, £0. fF JN GENERAL IF Kole oO Trew P(x>«) = ol (FoR Stawbme wormpr mee O° os => Plx>x)* o(x), RECPRLL MoTivAaTiw FoR CAF To AYosd JA TEC RATS ON: ONCE CDF 45 Founn Wd FURTHER INTE ERATION REQUIRED 2l x(a) Pasx prlad> AF les FeWDAHEN TAL, Te Treoren oF CALL ULL S TEE REVHENT JV LOX, FoR P&ove EXAMPLE | Fle 1s DJFFERNTIA BLE EVERYWHERE BUT Ar £=e wey? (FI6. 30.189 pata) = doe eo d = A Cr-e K>e ae = Ae-t® TRANSFORMATIONS JIIPORTANT Fe BE ABLE TS FanD PLF OF rg, JF PDF of & IS Keown, FoR EXAMPLE | Yr 2X Kw Uli 2). EXAMPLE : DISCRETE RY. Gee ley parce space y= 9(2) = 22 Jy i a4 py lel ® px Did Py 24) > px Tr) Bur fe gies at ahd Figure 10.21: Transformation of a discrete random variable. > py Lar = px lala) Py les> px l grew) fA GENERAL py lye) > px lg-tlyss) (ASIUNES ovt-re- ede TRAVSpoAMATIEN J. Wwe 2 How dO, EXTEND THIS TO CoWT. RVs - EXAMPLE * = RAK x~U lies 7 DS Se = Fx. pexerd fy: zeyerd Figure 10.22; Computer generated realizations of X and Y = 2X for X ~ u(,2). A 50% expanded version of the realizations is shown to the right. APPEMRS AS IF YVUl2wW og fx [oer prt) reE-. 4 a , RK / D> py ly) > pel gg & Y teat’ FATA Wow (sor NEEDED FoR DIScRETE RVI ALrso were Ax. Af Sy) _ 4 7 ay ay ~ * SINCE La o> a7 2? ® pr lg Vera 47 Weer FIR fy 7% See ARCVYENT JV BORK, ExAnPCE © ys gxth — Sx = far-acx ood 3 > Lpseyend age CSHoye ALwAys Fone y FIRST) Y= elas axre TO Fivd 9% SoLrvE Fok *% n= “3 = G7) S py lys = Px / pty | 2 (Ble! n APPLICATION IF YRVETX+ uw xe elo “ Wt o 4 © py sm (UBIEL gave kb eo tHE, = Ve Lpyeese = —. e” OF) ae _ gaoe i * argon Y~ wl om) JW ATERB 9 = SeRT (SEA) R randAA(L 1)-+ mu Arre kaaene (AF Five) TRAWSFeRH ATION BF GAYTSIAN RV. YiELOS AN OTHER GRAUSTIAN RV. —_——. Now WHAT apres JF TRAWSF oRNAT OW IW NeT ONE Te OWE, (a6) Me Te coy ra JOP FX Sx FOR DISCRETE RV WE HAVE AS AV Exampre Ix = f-a-po 12 YrxK™ ~ fey d = for wl \o Py OF) = px lea) epal® Py Les? pe [rid tex li) py les = palo eR Ler gi (#) FoR ge CFI Fr Spy le) > pal gctle) + pe pct) Pr gd * px bg lee) + px Cpe'Cg/] FeR CoWr, RV Y GOO Fok WHICH THERE ARE TW SoLuTyovs FOR Xx g(a) = 2? n= ip Rate fs Figure 10.23: Soild n r ing Lem, Pr OP) = PGND AIT oo py fay) | Aaa (ASE oto dscns] Example: y*X* xv Wo ~~ ax eam DP yro BOI NG BY ONG Py G/ > PG? ACAI | regs AE) 4g? 6 y~ af * ’ > - me OM al ze + fe eV] ae | £ - 49 zo = tary @ a7 . yne WHAT Wevto HAPPEN Jf WE CONQLDED = -4& 2 PYG? F ie ¢ 7 recyew 2 CDF ArrROAtEH CRN SOMETIMES VEE Foreows 4 6 STRATEGY - 1) Find Fyly) 21 pylgy® AF Yi /dy EXAH PLE * PREVJOVS OWE Fylys * Plyeyl = plxreys PI -Vjex £09) = Fx 1G -PRCVGS Prep > 4, [ Fx) -Fe ery J Bt = FAAP ds, delim z 2 a1 ~ 7 a3, 44 = et 5.7779 = pala) tt - play die ay 4% = pO Se - px l-G8 (- FH) = padyy 209 theCVY) oF FRoceen AS seFore ! MIXED RANDOM VARIABLES CAN HAVE RV WITH Fr loD-Fe tod JE CONT Fila) VET Bave P[xX=0) =° Figure 10.26: CDF for mixed random variable. CALLED A f/x RV © WHAT 15 Pere pried = £ tals £ [ REhst Seem) - £4 2 = 2 Rij? em ae we oe =? —t—- ante peFuver AS 50 aK DIRAL [HPVLLE FUNCTION _ S(mj 20 pee RECALL THAT co 4x0 - e& x = Lode! ln = Lia Ape 7 -£ 657 xe > £ 2 pal BP, lt 4 Sle) -227 a 5 < & = e + & Sled | STRENGTH oF /MPULSE = MoT Anpumnee! wat ys plxso)? au a Pl xecoy? WHAT IS J. Prod § Figure 10.27; PDP for mixed randown variable, WHEN Srp PULSES ARE JW PPP VST Be CAREFUL, ot plxeo)> Jo petwae = Flor Plxeol> SS” pelesdu = FxOo~? SEE FIG, 40-26. Mspvises FReEaQveyrey ARISE pus Te TRINS FORMATIONS Fok, EXAMPLE y= a(x) W/L Y/ETD JAPVLSE pW Pry AT 9= z Figure 10.28: Amplitude limiter. Id GRVERAL ALE PPK SL Chu BE WRITTEN AS pela > pela + TC Pe EK K) =r No inpvises (CDP IS Cont) 60 = oe NST AVE Jah ie ane i “ COMPYTER S/MVLIT) OW JN NATLAS rand > vlee randy DP WOW) How ABovT GENERATIWS RY WITH OTHER PIF SE WO, 0 Ufa bse Senvriew: TRaWSFeRM x vin y= gh) WHERE Y HAS PESIRED PBF. (SAY Xwulets if we use enh LET VF Vo I) RY WE wish Te Fro) 903 Se THAT X® gw HAS DESIRED . POF. THE NECESSPRYI JV IS Fe) So Thar X= FLW Fall D 78 INVERSE ORF Fewer. ExAnmpue UX Ex P fa RECALL Fxlw) = [-& Hre MoTE THAT meer Te FS 16 Lo), THE poss: BiE bVALveEs of VU. PRN CE we WEED OW4y Find Fe'/¥? FoR eLger. FeR | THESE Vs, K> °° AWD = = 72 eA ys Fx Cus t ae poe 4k re ete D> ye -4WO-y Felp =~ tw Cr yy fevce X= FX LU) = -feny-u) ~ exe lls. Bute ALso, NOTE THAT IF X= Fx'1UL Trew U> FxrOOnvloy . Ths JS CReLED THE = PREBABILITY WIEGRAL TRAwe~ FORMAT SOW Pye peewee Fyltvs ss THE J[NVERSE PROBABILITY SATECRAL TRAV SE 0 RHAT S60. SEE THtogen J°-9,.5 FOR PROOF oF xs Fxi(v) resuer ELRMPLE > CENeRATE LAPLAGAN RV. ouTeone - Pel 25 ALO px lad = ee - HE x bo 6 Fela) = SJ. vege © t 27g & 2 SEE B68R = y & x <2 j- he em x20 Ler p> Fee Awd SeLyVE FoR & 3 Vii # FoR ke g > > ¢~ TER Wag) Vi9g* Wore . fF weo, yt be 25 ALSS Y ro . Folly) = VOPR evfag) oeyet SUM LARLY FKx'Cg7 YOK ew (ary ? For be y

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