Detection, Estimation, and Modulation Theory Solution Manual

Part I, Second Edition Van Trees, Bell, and Tian

(c) 2014

Problem Solution 2.2.5

H1t r, 1s Gausslan; N[0roI], 1 = 1, 2r...K

Ho, r, 1s Gaussian; N[0ro0], 1 = L, 2r...K

1. Assume rhe K observarlons are

"illilrl:.irioi,ru"-
pendent

p"rHr(RrHr,=(+)
*"".0{
* i=rorr}
l, \K/2
p,tHo(nlHo, =
(#f)"" ".0{- # f=,
-rr1

= . (p.1)
^(R) =f?=(;r^".,[t(# *)
P-tu
:t^'0
(nlt i=.o,,J
2. From (P.1)
A(R) = AIl(R)],where [(R) = f_, or'.
I-f

Hence l,(R) ls a sufflclent statistlc. We denote its

vaLues by L. Assume the threshold 1s n.

H. H-
A(L) ?t n o" equlvalently Lnl(L) lt un n.
Ho rlo

Uslng the results obtained in Part l, we have

H.
en4.l(*
*) ';; '
-K 1e.e )

2.2.5-1
Detection, Estimation, and Modulation Theory Solution Manual
Part I, Second Edition Van Trees, Bell, and Tian
(c) 2014

G.
LetB=d and rearrange the terms; (P.1) becomes

H. zo -2
L ?t (sn n + K rn B) t = y.
Ho (82 - r)

3. (1) Before we compute P, and P*r 1et us flnd pU(L)r

the densltY functlon of 1,.
The rrrs are Gaussian dlstrlbuted wlth zero-mean
and variance 02 and
K
^ -- T
x' L -2 .
,t
l--r

Our objectlve ls to flnd Pg(L).

L -K
Pr[O<[<L]= I0 Ru(a) dcr = lzno')T I
n
K.
where 0 ls the gionwherel-rI' L
1=I
K
If we let ,2 = t-I r. -, the volume ln K-space of a spherlcal-
2

L- It
shell of radius 2 and of thiekness dz ls equal to

z(rf /z zK-l oz wnere I ls the Gamma functlon.

'(5)
L
:. I0 Ro(o) dc=
(zo2)K/2 t (+z)
9 e*p(-22/zot) ,K-L d,
0

2.2.5-2 )
Detection, Estimation, and Modulation Theory Solution Manual
Part I, Second Edition Van Trees, Bell, and Tian
(c) 2014

Let z2 = q, then
K
5-I
L
\ ct' exP (-a/2o2)
I Ru(c) dc - ;' F u(r
0
" ( z""lzr([\
K-1
= rZ exp(:L/2o2)
tz'"tz r(!\

(fr)
p" = pr[chooslng HflHo is true]
5 -,.
-
=7 prf uo(LlHo) dL = 7 L' t*p(-r/zol',)
Y
(zoo"l'r(5\

r i-1 exp(-y) dy.

@11

Jv Y
2o
o"

Slmilarly
ta
D-1
'M - t - PD=f- Jv 7 -1 exp(-y)
v oy.
'( 5) 2o
r'
4. K = 1, oL" = 2, o0. = l_.
a,

', ='!fi-xP(-a2/z) da = z ertey(fi)

{f;
rM
D-1
= r _ po = f _ 2 erfc*(/it7l
h
.

2.2.5-3
Detection, Estimation, and Modulation Theory Solution Manual
Part I, Second Edition Van Trees, Bell, and Tian
(c) 2014

From Part 2

2(tnn + Ktng) ot'

Y=
(82 - 1)
=4(gnn+f,nZ)=y02

PF = 2 erfc*(y')

PM = r- 2 errc* (#)

5, Mlnlmax test requlres AD"F 'F - c* PW but "F - 'M'

Settlng Pa = P, Blves yO = . B0 and n = .83.
D
'D
1

slope=n=0.83

Mlnlmax test:
H-
-1
A ? .83
Ho

H.
Lit . Bo.
Ilo

2.2.5-4