信号检测与估计作业答案精品-课堂版-最终版.pptVIP

1UESTC-何子述等Problem4.3FindtheBaysdecisionandminimumBaysriskfortestingH1versusH0withequalaprioriprobabilities,Findtheminimaxdecisionandminimaxriskforthesamecostsasinpart(a).FindtheNeyman-Pearsondecisionandtheforafalse-alarmprobabilityof

2UESTC-何子述等Solution:Problem4.3Thelikelihoodratioforthisproblemis(a)Forthiscase,thethresholdisone.WechooseH1iforThus,thedecisionregionsare:TheBayes’riskis:

3UESTC-何子述等Problem4.3(b)Forthispart,wewanttofindathresholdsuchthatthetwoconditionalrisksareequal,i.e.,Solvingthis,wearriveatacubicequationwhichmustsolve,namelyTwoofthesolutionsareimaginary,andthusunacceptable.Ifwemodelthecubicequationas

4UESTC-何子述等Problem4.3

therealrootcanbewrittenaswhereandresultinginTheaverageriskisr=0.45207(c)Inthiscase,wemustfindathresholdsuchthator

5UESTC-何子述等Problem4.3andTheprobabilityofdetectionisThesolutioniswhere

6UESTC-何子述等Problem4.6RepeatProblem4.3forthehypothesiswheresisafixedrealpositivenumberandnhasapdf:Solution:

7UESTC-何子述等Problem4.6Withequalaprioriprobabilitiesanduniformcosts,wemakeD1decisionifAssispositiveTheBayes’riskisthen

8UESTC-何子述等Problem4.6(b)Accordingtothegivencost,wehave(c)Theprobabilityoffalsealarmisdeterminedbypickingathresholdsuchthat

9UESTC-何子述等Problem4.6ThedetectionprobabilityisWhichresultsin

10UESTC-何子述等Problem4.9Supposeyisarandomvariablewhich,underhypothesisH0,hasapdf:AndunderhypothesisH1,hasapdf(a).FindtheBaysdecisionruleandtheminimumBaysriskforriskfortestingH1versusH0withuniformcostsandaprioriprobability(b).Findtheminimaxdecisionandminimaxriskfortheuniformcosts.(c).FindtheNeyman-Pearsondecisionandthecorrespondingdetectionprobabilityforafalsealarmprobability

11UESTC-何子述等Problem4.9So