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ECE 630: Statistical Communication Theory
Prof. B.-P. Paris
Homework 5
Due: March 2, 2017
where P_{n}(t) are the Legendre polynomials
Verify that the orthonormal basis signals that you computed via the Gram-Schmidt procedure equal those computed via the Legendre polynomials.
onto the subspace . Express your answer as a second order polynomial.
Find the eigenfunctions and eigenvalues associated with the Karhunen-Loeve expansion of X_{t} over (0,T) with T < 1.
Find the joint density function of X_{i0} and X_{i1} for i = 0 and i = 1.
Find the joint density function of Y _{i0} and Y _{i1} for i = 0 and i = 1.