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M. TECH DEGREE EXAMINATION
Second Semester
Branch: Applied Electronics and Instrumentation Engineering
Specialization: Signal Processing
MAESP 202 DETECTION & ESTIMATION THEORY
(2011 Admission onwards)
MODEL QUESTION PAPER

Time : 3 Hours Max. Marks: 100

1. a) Answer briefly in a few sentences each: 10 Marks

i) A dice is thrown 2 times. What is the probability that the sum of the two
throws is a) 3? b) 9? c) 13?
ii) Write down and explain Bayes Rule
iii) Define the term probability of false alarm.
iv) Give the expression for probability of error in a binary detection problem
v) What is an ROC curve? Explain its dependence on the SNR.

b) Derive the likelihood ratio test (LRT), under the Neyman Pearson (NP)
criterion for a binary hypothesis problem. 10 Marks
c) When does the LRT test under minimum probability of error criterion become
identical to that under NP criterion? 5 Marks

OR
2.
a) Consider the following detection problem: Under hypothesis H0, the measured
data is x[0]= w[0]; where w[0] is zero mean Gaussian noise with variance 1.
Under hypothesis H1, x[0]= 2 + w[0] . A detector decides H1 if x[0] > 1 and H0
otherwise. What is the probability of false alarm in this case. Under what
criteria is the detector optimal? Explain.
10 marks
b) Show that the M-ary hypothesis test can be reduced to a set of LRT tests with
likelihood functions defined corresponding to all of the M hypotheses.
10 Marks
c) Discuss briefly what you understand by Composite Hypothesis Testing.
5 Marks
3.
a) Answer briefly in a few sentences each: 10 Marks
i. Distinguish between estimation and detection
ii. What is an estimator? list important properties of estimators
iii. What is the Craemer-Rao lower bound (CRLB)? Explain.
iv. What do you understand by linear model in estimation?
v. State and explain the Neyman-Fisher factorization theorem.

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b) Show that the sample mean x is a sufficient statistic for the estimation of the
level of a DC signal corrupted by additive Gaussian noise. What is the CRLB for
this problem? 10 Marks
c) Show that x in b) above is also an efficient estimator of the average DC level.
5 Marks
OR

4.
a) Formulate the general curve fitting problem x[n] = itn (i 1),
n =0,1,2..(N-1), where tn are the time instants when the samples x[n] are
observed, as a linear model. and find the MVU estimator for the parameter
vector 15 Marks

b) The N observations x[n], n = 0,1,N-1, are i.i.d. samples from a Rayleigh

distribution p(x[n];) = (x[n]/.exp(-x[n]2/2) for x[n] > 0, and 0
otherwise. Find a sufficient statistic for estimation of
10 Marks

5.
a) Define the likelihood function and explain the method of Maximum
Likelihood (ML) estimation. 10 Marks

b) The radar echo from an aircraft at distance R can be modeled as

r(t) = A cos [(t 2R/c)]+n(t) 0 < t < T

where, is the frequency and T the duration of transmitted radar pulse, c being
the speed of EM waves in air. The amplitude constant A is a measure of the
aircrafts back-scattering strength. The echo is corrupted by AWGN n(t) having
zero mean, and variance 2..Explain how R can be estimated from N measured
samples of r(t), using the ML method. What is the variance of the estimate?
15 Marks

OR

6. a) Discuss the following estimation method briefly

i) Least Square estimation
II) Recursive Least Squares estimation
iii) Best Linear Unbiased Estimation (BLUE)
15 Marks
b) Consider the problem of finding the linear fit to the data set { xi, yi},

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i =1,2,.N, using the relation y = A + Bx.. Find the MMSE estimates for A and
B.
10 Marks
7.
a) Discuss the Bayesian approach to estimation. What are the typical risk
functions used ? Show that use of the absolute error cost function leads to the
median of the posterior density function p(|x) as the optimal estimate of
15 Marks

b) Based on N statistically independent samples of a Gaussian process of

variance 2 and unknown mean , we wish to find a MAP estimator of the
mean. If can be assumed to be greater than 0, find the probability density
function, and the estimator. 10 Marks

OR
8.
a) Briefly answer the following : 10 Marks

i) What is a dynamical system ?

ii) Define the state of a dynamical system
iii) Distinguish between Weiner and Kalman filters
iv) What is meant by innovation w.r.t. the Kalman filter
v) What is the Extended Kalman Filter (EKF) ?: .

b) Assume we observe the data x[k] = Ark +w[k] for k = 0,1,.N.;where A

is the realization of a random variable with p.d.f. N(A,2A), 0 <r <1,
and the w[k[s are samples of WGN, with variance2 .Also assume that
A is independent of the w[k]s. Find the sequential MMSE estimator of
A based on {x[0], x[1],.x[N]}

15 marks

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