Digital Signal Processing Reference
In-Depth Information
Show that
2 y i
s 2 ¼
2 d i
s 2 þ
2 b i
s 2 :
(b) Introduce the conditional means m þ and m 2 as
m þ ¼ E ( hjd i ¼þ 1),
m ¼ E ( hjd i ¼ 1)
where the expectation is with respect to the probability density function of
b i . Show that
2
s 2 :
m þ ¼m ¼
(c) Introduce the conditional variances 6 2
þ
and 6 2
as
6 2
þ ¼ E [( hm þ ) 2
jd i ¼þ 1], 6 1 ¼ E [( hm ) 2
jd i ¼ 1] :
Show that
4
s 2
6 2
þ ¼ 6 2
¼
so that the conditional mean is half the conditional variance (give or
take a sign factor). What happens to the conditional means and variances
as s 2
! 0?
3.3 Consider the log likelihood ratio as in Problem 3.2 (dropping the subscript i for
convenience)
log Pr( y j d ¼þ 1)
2 y
s 2 :
Pr( yjd ¼ 1) ¼
The variable h is then characterized by a conditional variance parameter 6 h ¼
4 =s 2 . Assuming d is binary and equiprobable [Pr( d¼þ 1) ¼ Pr( 1) ¼
2 ],
the mutual information between d and y is expressed in terms of the conditional
distribution Pr( yjd )as
1
0
@
ð
1
2
2Pr( yjþ 1)
Pr( yjþ 1) þ Pr( yj 1) dy
I ( d , y ) ¼
Pr( yjþ 1) log
y
Pr( yjþ 1) þ Pr( yj 1) dy 1
ð
2Pr( yj 1)
þ
Pr( yj 1) log
A :
y
 
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