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ECE 567: Statistical Signal Processing Homework Assignment #5 (Spring 2008), Assignments of Electrical and Electronics Engineering

Illinois Institute of Technology (IIT)Electrical and Electronics Engineering

Five problems from the ece 567: statistical signal processing course, offered in spring 2008. The problems cover various topics such as expected values of random variables and filter design. Students are expected to solve these problems as part of their homework assignment, due on 12 march 2008.

Typology: Assignments

Pre 2010

Uploaded on 08/18/2009

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koofers-user-b4n 🇺🇸

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ECE 567 STATISTICAL SIGNAL PROCESSING SPRING 2008
Homework Assignment #5
Due: 12 March 2008
1. Problem 2.1 from the text. You may find the following facts useful. If ξ∼ N(µ, σ 2),
then
E[ξ2] = µ2+σ2
E[ξ4] = µ4+ 6µ2σ2+ 3σ4
2. Problem 2.2 from the text.
3. Problem 2.10 from the text.
4. Problem 3.3 from the text.
5. Problem 3.9 from the text.

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ECE 567 STATISTICAL SIGNAL PROCESSING SPRING 2008

Homework Assignment # Due: 12 March 2008

  1. Problem 2.1 from the text. You may find the following facts useful. If ξ ∼ N (μ, σ^2 ), then

E[ξ^2 ] = μ^2 + σ^2 E[ξ^4 ] = μ^4 + 6μ^2 σ^2 + 3σ^4

  1. Problem 2.2 from the text.
  2. Problem 2.10 from the text.
  3. Problem 3.3 from the text.
  4. Problem 3.9 from the text.