Problem 4.38
1. D=Re VmV∗
m−1where Vm=Xm+jYm.Then :
D=Re ((Xm+jYm)(Xm−1−jYm−1))
2. Vk=Xk+jYk= 2aE cos(θ−φ) + j2aE sin(θ−φ) + Nk,real +Nk,imag.Hence :
U1=Xm+Xm−1
The variance of U1is : E[U1−E(U1)]2=E1
the noise components are uncorrelated and have zero mean. Similarly for any i, j :cov(Ui, Uj) = 0
. The condition cov(Ui, Uj) = 0,implies that these random variables {Ui}are uncorrelated, and
since they are Gaussian, they are also statistically independent.
3. W1=U2
1+U2
2,with U1, U2being statistically independent Gaussian variables with means
2aE cos(θ−φ),2aE(sin θ−φ) and identical variances σ2= 2EN0.Then, W1follows a non-central
chi-square distribution with pdf given by (2-1-118):
p(w1) = 1
4EN0
e−(4a2E2+w1)/4EN0I0a
N0
√w1, w1≥0
Also, W2=U2
3+U2
4,with U3, U4being zero-mean Gaussian with the same variance. Hence, W1
follows a central chi-square distribution, with pfd given by (2-1-110) :