UCSD ECE 250 Handout # 16
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چکیده
4. Noise cancellation. A classical problem in statistical signal processing involves estimating a weak signal (e.g., the heart beat of a fetus) in the presence of a strong interference (the heart beat of its mother) by making two observations; one with the weak signal present and one without (by placing one microphone on the mother’s belly and another close to her heart). The observations can then be combined to estimate the weak signal by “canceling out” the interference. The following is a simple version of this application.
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UCSD ECE 250 Handout # 18
(a) Find P{X10 = 10}. (b) Approximate P{−10 ≤ X100 ≤ 10} using the central limit theorem. (c) Find P{Xn = k}. 2. Absolute-value random walk. Consider the symmetric random walk Xn in the previous problem. Define the absolute value random process Yn = |Xn|. (a) Find P{Yn = k}. (b) Find P{max1≤i<20 Yi = 10 |Y20 = 0}. 3. A random process. Let Xn = Zn−1 + Zn for n ≥ 1, where Z0, Z1, Z2, . . . are i....
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