Communication and Signal and Information

Processing Laboratory

Detection Theory Institut für Signal- und

Informationsverarbeitung
Spring Semester 2018
Prof. Dr. A. Lapidoth

Model Answers to Exercise 1 of February 20, 2018

http://www.isi.ee.ethz.ch/teaching/courses/cdt

Problem 1 Manipulating Inner Products

We first show that the inner product hu + v, 3u + v + iwi is well-defined by showing that the signals
u + v and 3u + v + iw are energy-limited. The signal u + v is energy-limited because both u and
v are, by assumption, energy-limited, and because, by the Triangle Inequality (Proposition 3.4.1),
ku + vk2 ≤ kuk2 +kvk2 . Similarly, the signal 3u+v+iw is energy-limited because by the Triangle
Inequality

k3u + v + iwk2 ≤ k3u + vk2 + kiwk2

≤ k3uk2 + kvk2 + kiwk2
= 3 kuk2 + kvk2 + kwk2 .

We next use the properties of inner products to compute the desired inner product.

hu + v, 3u + v + iwi
= hu, 3ui + hu, vi + hu, iwi + hv, 3ui + hv, vi + hv, iwi (1)
= 3 kuk22 + hu, vi − i hu, wi + 3 hv, ui + kvk22 − i hv, wi (2)
= 3 kuk22 + kvk22 ∗
+ hu, vi + 3 hu, vi − i hu, wi − i hv, wi , (3)

where (1) follows from Equations (3.6)–(3.10); (2) follows from (3.11) and (3.6)–(3.9); and finally
(3) follows by (3.6). Notice that the inner products on the right-hand side of (3) are all well-defined
because u, v, w are all energy-limited signals.

Problem 2 Orthogonality to All Signals

We first prove that for an energy-limited signal u the condition that u is indistinguishable from the
all-zero signal implies that for every v ∈ L2 the inner product hu, vi is zero. We thus assume that
u ∈ L2 is such that u ≡ 0 and proceed to prove that hu, vi = 0 whenever v ∈ L2 . This follows
directly from the Cauchy-Schwarz Inequality:

|hu, vi| ≤ kuk2 kvk2

= 0 kvk2
= 0, v ∈ L2 ,

where the first inequality follows from the Cauchy-Schwarz Inequality, and the subsequent equality
follows because u is indistinguishable from the all-zero signal and is thus of zero energy. (To see
that u ≡ 0 implies kuk2 = 0 substitute 0 for v in (2.18).)

c Amos Lapidoth, 2018

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 x(t) x(t − t0 )

t t
t0
Figure 0.1: Energy-limited signal x(·) and a shifted version t 7→ x(t − t0 ).

We next prove the other direction, namely, that if some u ∈ L2 is orthogonal to every energy-
limited signal, then it must be indistinguishable from the all-zero signal. Assume then that u is
energy-limited and orthogonal to every v ∈ L2 . Since u is in L2 , and since it is orthogonal to
every signal in L2 , it is a fortiori also orthogonal to itself. Thus, hu, ui = 0, i.e., kuk2 = 0. We
thus conclude that u ≡ 0, because any signal of zero energy is indistinguishable from the all-zero
signal. (To see that kuk2 = 0 implies u ≡ 0, substitute 0 for v in (2.18).)

Problem 3 Finite-Energy Signals

(i) Define the signal y as

y(t) = x(t − t0 ), t ∈ R.
Its energy is then
Z ∞
kyk22 = |y(t)|2 dt (4)
Z−∞
∞
= |x(t − t0 )|2 dt (5)
Z−∞
∞ 
x(t′ )2 dt′

= (6)
−∞
= kxk22 (7)
< ∞, (8)

where the third equality follows from the substitution t′ , t − t0 .

Figure 0.1 depicts an energy-limited signal x(·) and its time shift t 7→ x(t − t0 ).
(ii) For the energy of the signal ~x we obtain
Z ∞
k~xk22 = |~x(t)|2 dt (9)
Z−∞
∞
= |x(−t)|2 dt (10)
−∞
Z −∞
 ′ 2 ′
=− x(t ) dt (11)
Z ∞∞
 ′ 2 ′
= x(t ) dt (12)
−∞
= kxk22 (13)
<∞ (14)

where the third equation follows by substituting t′ , −t. An energy-limited signal x(·) and
its mirror image ~x(·) are plotted in Figure 0.2.

c Amos Lapidoth, 2018

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 x(−t)
x(t)

t t

Figure 0.2: Energy-limited signal x(·) and the flipped version t 7→ x(−t).

(iii) From (7) and (13) we conclude that

kyk22 = k~xk22 = kxk22 , (15)

i.e., that shifting or reversing a signal in time does not change its energy.

Problem 4 Inner Products of Mirror Images

By Problem 3.3, Part b), it follows that if x and y are energy-limited signals, then so are also their
mirror images ~x and ~y. Therefore, the inner product h~x, ~yi is well-defined.
Indeed,
Z ∞
h~x, ~yi = x(−t)y ∗ (−t) dt
Z−∞
∞
= x(t′ )y ∗ (t′ ) dt′
−∞
= hx, yi ,

where the second equality follows by the substitution t′ = −t.

Problem 5 Truncated Polynomials

(i) The energy in u is

Z ∞
kuk22 = |u(t)|2 dt
−∞
Z 1
= (t + 2)2 dt
0
Z 1
t2 + 4t + 4 dt


=
0
  1
1 3
= t + 2t2 + 4t 

3 
0
1
= +2+4
3
19
= .
3

c Amos Lapidoth, 2018

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 Likewise, the energy in v is
Z ∞
kvk22 = |v(t)|2 dt
−∞
Z 1

2
= t2 − 2t − 3 dt
Z0 1
t4 − 4t3 − 2t2 + 12t + 9 dt


=
0
  1
1 5 4 2 3 2
= t − t − t + 6t + 9t 

5 3 
0
1 2
= −1− +6+9
5 3
203
= .
15
Thus, u and v are energy-limited signals.

(ii) Since u, v ∈ L2 , the inner product hu, vi is well-defined. It is given by

Z ∞
hu, vi = u(t)v(t) dt
−∞
Z 1
= u(t)v(t) dt
0
Z 1
= (t + 2)(t2 − 2t − 3) dt
Z0 1
t3 − 7t − 6 dt


=
0
  1
1 4 7 2
= t − t − 6t 

4 2 
0
1 7
= − −6
4 2
37
=− .
4

c Amos Lapidoth, 2018

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