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

. It is passed through an LTI system whose impulse response is h(t) = 2B
2
sinc(2Bt).
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)?
d. Consider two time instants t1 and t2 = t1 + 1/B. What is the joint distribution
fY t1 Y t 2 y1 , y2 of the output random process Y(t)?
2. 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 uniform in [0,]. What is the probability density
function of the random variable = sin ?
b. Let Z Y , where Y is the amplitude of the Rayleigh fading wireless channel.
What is the probability density function fZ(z) ?
3. Consider an AWGN channel with output Y = X + N, where the transmitted symbol X
belongs to an M-ary PAM constellation with inter symbol spacing = . The noise N is
Gaussian with mean 0 and variance 2. Assuming all symbols are equiprobable, what is
the resulting probability of error? (Please see section Chapter 1, Section 4 of text.)
4. Consider the fading coefficient h = X + jY = aej, where X, Y ~ N(0, ) and are IID.
Derive the PDFs of a, . 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
3 6 8
A 0 0 6
0 0 2

Extra Problems (No need to submit)

6. 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 .
a. What are the likelihoods PY (y|X = -A), PY (y|X = A)?
b. What are the posterior probabilities PX (-A|Y = y), PX (A|Y = 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 Maximum Likelihood (ML)
decision rule?
7. Prove that covariance matrices are always positive semi-definite.