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ELEC6218 Signal Processing Statistical Signal Processing Coursework
创建日期：2024-04-24 16:11:30
标签： ELEC6218
Signal Processing Statistical Signal Processing Coursework

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ELEC6218 Signal Processing

Statistical Signal Processing Coursework
Submission Details
This assignment contributes 10% of your final mark for the ELEC6218 Signal Processing mod-
ule.
You are required to produce a write-up, which needs to include the derivations, calculations,
explanations and Matlab code, that are requested in the questions below.

Learning Outcomes
1. Apply maximum likelihood estimation technique;
2. Implement your estimator in Matlab for verification and testing.
Table 1: Marking Scheme
Accuracy of results: Are the obtained results correct? Is the formulation
correct?
50%
Interpretation of results: How well are the questions posed in the assignment
answered? Do you answer all parts of the questions? Do you include the
required derivations? Do you explain your derivations when requested?
50%
1
Amplitude and frequency estimation of a sinusoidal signal
Consider a sinusoidal signal x[n] embedded in White Gaussian noise (WGN), which can be
represented as
x[n] = A cos(2pif0n) + w[n], n = 0, 1, 2, · · · , N − 1,
where A > 0 is the amplitude, 0 < f0 < 0.5 is the frequency and w[n] is the WGN with mean
0 and variance σ2.
1. Find the maximum likelihood estimate (MLE) of the amplitude A and the frequency f0
of the sinusoidal signal.
2. Consider a sinusoid x[n] = 1.25 cos(2× pi× 0.15× n) +w[n], with w[n] having a variance
σ2 = 0.1 and N = 200.
(a) Write a Matlab code that implements your MLE estimate in part 1 above to find Aˆ
and fˆ0, which represent the estimates of the A and f0.
(b) Include in your write up the output values of your Matlab code for Aˆ and fˆ0.
Hint: An idempotent matrix A has the following characteristic: A2 = A.
In your analysis, you will get a matrix of the form
(
I−H(HTH)−1HT ). This will be idempotent
matrix.
案例分类
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关键词一 关键词二 关键词三 关键词四 关键词五 和法规和的发更好的风格和 ECON 615 FINC 612 CSC148 COMP 639 ACCT 203 ACCT 211 PSYC 101 MTH2009 COMP52315 PSYCO 432 statistics MATH4063 11 xxx 1 MA1MSP MAST30028 MATH3888 CS341 EEE30002 ES2F5 MCD4160 CC0933 ECON 1101 MCHM3001 CHEM3118 COMMGMT 2511 COMP41280 STAT 631 24T1 IRE379 SENG365 ECON433 FIT3139 MATH4602 LING5621M FINS5516 ECON3208 MN2177 L2 SM EEET1415 Finance DS4023 COMP3004 7CCSMRTS K1S5B6 Stat230 CSCI4211 CSI2132 ECON30130 MAS6100 ENVS222 COM2107 INFO1112 STAT 4004 FIT2100 comp2022 COMP4691 Physics 307 Econ 659 probability CSCI316 fir29 CSCI203 COMP3160 COMP6714 INFO1113 Physics 7B Physics Photonics S203031 STAT2005 COMP90015 CSCI 2110 CSCC46 Information CSC477 COMP4650 Statistical COMP 346 COMP1017 ELEC340 MATH1007 Programming function STAT 244 CS 134 Java cse13s Math 108A FW20 ECON3389 CSE 130 Science 331 COMP9020 engineering COSC 445 CSE 5523 GAME2012 visualization MATH 235 Math 370 CSC343 COGS 108 EE524 COMP10200 STAT 416 3FK4 MSCI 311 ECON6113 ACC40700 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