Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Please help with these problems. Thanks A device parameter X is a continuous random variable that takes values over [ 2 ,2] and is uniform

Please help with these problems. Thanks

image text in transcribed
A device parameter X is a continuous random variable that takes values over [ 2 ,2] and is uniform over that interval. We take a measurement Y pX + N where p 72 0 is a given parameter and N~ ~N(0, a 2) is independent noise. Dene X1 (Y) aY as the linear MMSE estimator (for an optimized {1). Dene X2(Y)= [X1(1/))]E2. Dene X3(Y) = ]E[X|Y]. Assume p 0 7. a) Compute the optimal a and the corresponding MSE for estimator X1(Y). b) Compute X3(y) 2 IE [X |Y = y] for all y E R. It will be an integral divided by another integral (if you want, you can compute the numerator in closed form and you can compute the denominator in terms of the Q() function if you want). c) Write a program that for values 02 E [0. 01 ,20] does the following: Given a2 run 73 10000 samples to 2generate i.i. d. (X,,Y) values. Take the empirical values MSElemmg-caz 1,12% 1(X1 (Y) X ,)2. Plot as a function of a2 and compare with the theoretical value for MSE in part (a), also compare with the constant Var-(X) which is the MSE obtained by the best constant estimator. d) In the same graph, compare MSE2gmpmmg = Z:=1(X2(Y,-) X02. Explain your observations ]

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image_2

Step: 3

blur-text-image_3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Linear Algebra Step By Step

Authors: Kuldeep Singh

1st Edition

0191507768, 9780191507762

More Books

Students also viewed these Mathematics questions