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Question 5 20 marks] The model for a discrete-time received signal is Xn,b+En n= 1,2, ......
Consider the signal x(n-õn-4] + 2õn-5] + õn_6]. (a) Find X(el the discrete-time Fourier transform of...
Consider the signal x(n-õn-4] + 2õn-5] + õn_6]. (a) Find X(el the discrete-time Fourier transform of xin]. Write expressions for the magnitude and phase of X(elu), and sketch these functions (b) Find all values of N for which the N-point DFT is a set of real numbers (c) Can you find a three-point causal signal x1n i.e., x1In] 0 for n <0 and n > 2) for which the three-point DFT of x (n] is: xn[nl (ie, xiin] O for...
Name: 10. [8 points] Consider a discrete-time LTI system with input x[n] and out- put y[n]....
Name: 10. [8 points] Consider a discrete-time LTI system with input x[n] and out- put y[n]. When the input signal x[n] = (6)" is applied to the system, the output signal is y[n] = 0 for all n When the input signal xn] (3)" u[n] is applied to the system, the output signal is y[n] = A 8[n] + 2 (5)" u[n] for all n, where A is a constant number a) Find A. b) Find the impulse response of...
The Black-Scholes-Merton model for stock pricing in discrete time Let So be the initial stock price...
The Black-Scholes-Merton model for stock pricing in discrete time Let So be the initial stock price at time t = 0. At time t = 1,2,-. ., the stock price is S,ett+σ Σ. 2. the drift where a 0 is known as the volatility and the independently and identically distributed standard Normal N(0,1) random 0 is known as Zi variables are (a) Show that S, = S¢_1e#+oZ¢ _ St St-1 (b) What is the distribution of ln (c) What is...
[8 marks] Consider a discrete time stochastic process {Xn,n 2 0j defined by the equation with...
[8 marks] Consider a discrete time stochastic process {Xn,n 2 0j defined by the equation with Xo1 and Rn,n21 are random variables taking their values in (-1,00). Denote Sn-Li-1 Rk for n 〉 1 and So-0 i) [3 marks] Briefly explain why the filtration {F,:n 〉 0} gener- 0 generated by ated by Xo, X1,.. . , Xn and the filtration , n So, S1, , Sn should be identical ії) [5 marks] Show that {X,,n 〉 0} is a...
Question 4 [15 marks] The random variables X1,... , Xn are independent and identically distributed with...
Question 4 [15 marks] The random variables X1,... , Xn are independent and identically distributed with probability function Px (1 -px)1 1-2 -{ 0,1 fx (x) ; otherwise, 0 while the random variables Yı,...,Yn are independent and identically dis- tributed with probability function = { p¥ (1 - py) y 0,1,2 ; otherwise fy (y) 0 where px and py are between 0 and 1 (a) Show that the MLEs of px and py are Xi, n PY 2n (b)...
Q2.) Consider the sampling of the continuous-time signal x(t) to obtain a discrete-time signal x[...
Q2.) Consider the sampling of the continuous-time signal x(t) to obtain a discrete-time signal x[n (1)-10cos(1000m + π/3) + 20cos(2000m + π/6). 110points! ], where x a) What is the maximum sampling interval (minimum sampling frequency) that could be used to ensure an aliasing free sampling of this signal? b) Plot the spectrum of the sampled signal if x() is sampled using a sampling frequency of (i) 2500 Hz (ii) 1800 Hz and state whether there will be an aliasing...
Question 6 [15 marks] Let X1, X2,..., Xn be independent and identically distributed random vari- ables...
Question 6 [15 marks] Let X1, X2,..., Xn be independent and identically distributed random vari- ables with common probability function ()p(1-p) m m-a ; x 0,1,. ., m otherwise 0 where m is known and p is unknown (a) Obtain the Sequential Probability Ratio Test of Ho p = po versus HA p P, where pi > po, with significance level 0.01 and power 0.95. Describe the test precisely; (b) For the case where po 3/8,pı = 1/2, m =...
The Poisson distribution is a useful discrete distribution which can be used to model the number ...
PROBABILITY QUESTION
The Poisson distribution is a useful discrete distribution which can be used to model the number of occur rences of something per unit time. If X is Poisson distributed, i.e. X Poisson(λ), its probability mass function takes the following form: oisson distributed, i.e. X - Assume now we have n identically and independently drawn data points from Poisson(A) :D- {r1,...,Xn Question 3.1 [5 pts] Derive an expression for maximum likelihood estimate (MLE) of λ. Question 3.2 5pts Assume...
(a) Consider a discrete-time signal v[n] satisfying vn0 except if n is a multiple of some fixed integer N. i.e oln] -0, otherwise where m is an integer. Denote its discrete-time Fourier transform by...
(a) Consider a discrete-time signal v[n] satisfying vn0 except if n is a multiple of some fixed integer N. i.e oln] -0, otherwise where m is an integer. Denote its discrete-time Fourier transform by V(eJ"). Define y[nl-v[Nn] Express Y(e) as a function of V(e). Hint : If confused, start with N-2 (b) Consider the discrete-time signal r[n] with discrete-time Fourier transform X(e). Now, let z[n] be formed by inserting two zeroes between any two samples of x[n]. Give a formula...
4. A discrete time FIR filter is constructed where the filter output at time n, y[n]...
4. A discrete time FIR filter is constructed where the filter output at time n, y[n] is the weighted average of the present (current) and the two previous values of the input signal x[n] such that y[n]=> b x[n- k) where the filter coefficients (bk's) are selected k-0 based on the following constraints: • 0<b«<l, • Zb= 1, k = 0, 1, 2 2b, – 56, +10b, = 3, 36, +4b, +2b, = k=0 a. Determine the filter coefficients bo,...
Consider the signal x(n-õn-4] + 2õn-5] + õn_6]. (a) Find X(el the discrete-time Fourier transform of xin]. Write expressions for the magnitude and phase of X(elu), and sketch these functions (b) Find all values of N for which the N-point DFT is a set of real numbers (c) Can you find a three-point causal signal x1n i.e., x1In] 0 for n <0 and n > 2) for which the three-point DFT of x (n] is: xn[nl (ie, xiin] O for...
Name: 10. [8 points] Consider a discrete-time LTI system with input x[n] and out- put y[n]. When the input signal x[n] = (6)" is applied to the system, the output signal is y[n] = 0 for all n When the input signal xn] (3)" u[n] is applied to the system, the output signal is y[n] = A 8[n] + 2 (5)" u[n] for all n, where A is a constant number a) Find A. b) Find the impulse response of...
The Black-Scholes-Merton model for stock pricing in discrete time Let So be the initial stock price at time t = 0. At time t = 1,2,-. ., the stock price is S,ett+σ Σ. 2. the drift where a 0 is known as the volatility and the independently and identically distributed standard Normal N(0,1) random 0 is known as Zi variables are (a) Show that S, = S¢_1e#+oZ¢ _ St St-1 (b) What is the distribution of ln (c) What is...
[8 marks] Consider a discrete time stochastic process {Xn,n 2 0j defined by the equation with Xo1 and Rn,n21 are random variables taking their values in (-1,00). Denote Sn-Li-1 Rk for n 〉 1 and So-0 i) [3 marks] Briefly explain why the filtration {F,:n 〉 0} gener- 0 generated by ated by Xo, X1,.. . , Xn and the filtration , n So, S1, , Sn should be identical ії) [5 marks] Show that {X,,n 〉 0} is a...
Question 4 [15 marks] The random variables X1,... , Xn are independent and identically distributed with probability function Px (1 -px)1 1-2 -{ 0,1 fx (x) ; otherwise, 0 while the random variables Yı,...,Yn are independent and identically dis- tributed with probability function = { p¥ (1 - py) y 0,1,2 ; otherwise fy (y) 0 where px and py are between 0 and 1 (a) Show that the MLEs of px and py are Xi, n PY 2n (b)...
Q2.) Consider the sampling of the continuous-time signal x(t) to obtain a discrete-time signal x[n (1)-10cos(1000m + π/3) + 20cos(2000m + π/6). 110points! ], where x a) What is the maximum sampling interval (minimum sampling frequency) that could be used to ensure an aliasing free sampling of this signal? b) Plot the spectrum of the sampled signal if x() is sampled using a sampling frequency of (i) 2500 Hz (ii) 1800 Hz and state whether there will be an aliasing...
Question 6 [15 marks] Let X1, X2,..., Xn be independent and identically distributed random vari- ables with common probability function ()p(1-p) m m-a ; x 0,1,. ., m otherwise 0 where m is known and p is unknown (a) Obtain the Sequential Probability Ratio Test of Ho p = po versus HA p P, where pi > po, with significance level 0.01 and power 0.95. Describe the test precisely; (b) For the case where po 3/8,pı = 1/2, m =...
PROBABILITY QUESTION
The Poisson distribution is a useful discrete distribution which can be used to model the number of occur rences of something per unit time. If X is Poisson distributed, i.e. X Poisson(λ), its probability mass function takes the following form: oisson distributed, i.e. X - Assume now we have n identically and independently drawn data points from Poisson(A) :D- {r1,...,Xn Question 3.1 [5 pts] Derive an expression for maximum likelihood estimate (MLE) of λ. Question 3.2 5pts Assume...
(a) Consider a discrete-time signal v[n] satisfying vn0 except if n is a multiple of some fixed integer N. i.e oln] -0, otherwise where m is an integer. Denote its discrete-time Fourier transform by V(eJ"). Define y[nl-v[Nn] Express Y(e) as a function of V(e). Hint : If confused, start with N-2 (b) Consider the discrete-time signal r[n] with discrete-time Fourier transform X(e). Now, let z[n] be formed by inserting two zeroes between any two samples of x[n]. Give a formula...
4. A discrete time FIR filter is constructed where the filter output at time n, y[n] is the weighted average of the present (current) and the two previous values of the input signal x[n] such that y[n]=> b x[n- k) where the filter coefficients (bk's) are selected k-0 based on the following constraints: • 0<b«<l, • Zb= 1, k = 0, 1, 2 2b, – 56, +10b, = 3, 36, +4b, +2b, = k=0 a. Determine the filter coefficients bo,...
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