EL633: Detection and Estimation Theory
Instructor: S. Unnikrishna Pillai
Phone: x3772
E-mail: pillai@hora.poly.edu
COURSE DESCRIPTION:
OUTLINE:
Week 1 and 2: Detection Theory: Binary Hypothesis Tests; Bayes Criteria; Receiver Operating Characteristics
Week 3: Parameter Estimation Theory; Random parameter Estimation Bayes Procedure; MMSE, MAP Estimation
Week 4 and 5: Nonrandom Parameter Estimation; MAPEstimation; C-R Bound; UMVUE; Sufficient Statistic; Rao-Blackwell Theorem
Week 6: Multiple Parameter Estimation; Fisher Information Matrix
Week 7: Composite Hypothesis Testing
Week 8: Midterm Examination
Week 9: Series Representation of Stochastic Processes Rational spectra
Week 10 and 11: Detection of distinct signals in white noise and colored noise
Week 12 and 13: M-ary Detection and Estimation of signals
Week 14: Final Examination
TEXTBOOK:
1. "Detection of Signals in Noise"
R. N. McDonough and A. D. Whalen
Academic Press, 1995.
2. "Detection, Estimation and Modulation Theory, Part I"
Van Trees
John Wiley and Sons, 1968.
3. "An Introduction to Signal Detection and Estimation"
H. Vincent Poor
Springer Verlag, 1993.
GRADING:
HW 15%
Midterm 35%
Final 50%
CLASS TIME:
Wednesday 3:35pm - 5:50pm
OFFICE HOURS:
Wednesday 2:00pm - 3:30pm
