Top Banner
Homework for MAE288B Optimal Estimation Due in class Thursday February 11, 2016 Problems from Probability, Random Variable and Random Signal Principles 2 nd Edition, by Peyton Z. Peebles Jr PhD, McGraw-Hill 2008.
3

Homework for MAE288B Optimal Estimation Due in …oodgeroo.ucsd.edu/~bob/estimation/Estimation_Winter_2017/...Homework for MAE288B Optimal Estimation Due in class Thursday February

Sep 06, 2018

Download

Documents

dinhlien
Welcome message from author
This document is posted to help you gain knowledge. Please leave a comment to let me know what you think about it! Share it to your friends and learn new things together.
Transcript
Page 1: Homework for MAE288B Optimal Estimation Due in …oodgeroo.ucsd.edu/~bob/estimation/Estimation_Winter_2017/...Homework for MAE288B Optimal Estimation Due in class Thursday February

Homework for MAE288B Optimal EstimationDue in class Thursday February 11, 2016

Problems from Probability, Random Variable and Random Signal Principles 2nd Edition, by Peyton Z. Peebles Jr PhD, McGraw-Hill 2008.

Page 2: Homework for MAE288B Optimal Estimation Due in …oodgeroo.ucsd.edu/~bob/estimation/Estimation_Winter_2017/...Homework for MAE288B Optimal Estimation Due in class Thursday February

P (|X| � a) E ('(|X|))'(a)

Extend this result to Markov’s inequality for monotonically increasing function '(·).

Page 3: Homework for MAE288B Optimal Estimation Due in …oodgeroo.ucsd.edu/~bob/estimation/Estimation_Winter_2017/...Homework for MAE288B Optimal Estimation Due in class Thursday February