EE640 STOCHASTIC SYSTEMS SPRING 2016 COMPUTER PROJECT 1B PART B: ANALYSIS (updated 4-20-16) Use the ui and gi Nx1 lexicographical vectors from Project 1A for the following problems. 1. (a) Generate independent identically distributed test vectors. The target vectors are: t I 1 g1 3 tI 2 g2 4 (B-1a) t I 3 g3 2 and the clutter vectors are: cI 1 g 4 1 cI 2 g 5 1 (B-1b) cI 3 g 6 1 (b) Generate correlated test vectors. Three vectors will represent target class data and three vectors will represent clutter class data. The 3 target vectors are: t 1 4 g 1 2 g 2 g 3 10 t 2 g 1 4 g 2 2 g 3 21 (B-2a) t 3 2 g 1 g 2 4 g 3 28 and the clutter vectors are: c1 4 g 4 2 g 5 g 6 7 c2 g 4 4g 5 2g 6 7 (B-2b) c3 2g 4 g 5 4g 6 7 2. Histogram: Design a program, or use the MATLAB function hist.m, that will estimate the histogram of random image intensity values. Have the program use specified M bin intervals. Run the program and plot for: 5/31/2016 EE640 PROJECT 1B 1 u1 , g 1 PlotB - 2 s1 , s 2 , s3 , s4 , s5 PlotB - 3 t I1 , c I1 PlotB - 4 t I2 , c I2 histogram PlotB - 5 histogram PlotB - 1 3. t I3 , c I3 histogram histogram histogram Covariance estimate: Estimate covariance matrices (3x3) Kt from t1,t2,t3 Kc from c1,c2,c3 KtI from tI1,tI2,tI3 KcI from cI1,cI2,cI3 such that: K(m,n) 1 ( xm - m )T ( xn - n ) N 1 (B-3) where m is an Nx1 vector with all elements equal to the mean value of the vector xm and K(m,n) is the mth, nth element of the matrix K. 4. Estimate mean vectors (3x1) from t I1 , t I2 , t I3 (B-4) such that t ,1 t t ,2 t ,3 (B-5) where t ,i 1 N t I ,i m N m 1 (B-6) likewise for clutter, use c I1 , c I2 , c I3 (B-7) to generate c,1 c c,2 c,3 5/31/2016 (B-8) EE640 PROJECT 1B 2 5. Use one of the target images and corresponding control noise image from Project 1.A.2. Find the histogram of the deterministic image intensity and also find the histogram of the associated control noise intensity. Are these histograms different? Why? 5/31/2016 EE640 PROJECT 1B 3