معلومات المقرر

Course Contents
Signal detection and parameter estimation are fundamental signal processing tasks. In fact, they appear in many common engineering operations under a variety of names. In this course, the theory behind detection and estimation will be presented, allowing a better understanding of how (and why) to design "good" detection and estimation schemes.

These lectures will cover:
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[*]Fundamentals of Detection and Estimation Theory
[*]Hypothesis Testing:
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[*]Bayesian/Ideal Observer/Neyman-Pearson Tests
[*]Receiver Operating Characteristics
[*]Uniformly Most Powerful Tests
[*]Matched Filter
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[*]Estimation Theory:
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[*]Types of Estimators
[*]Maxmimum Likelihood Estimators
[*]Sufficiency and the Fisher-Neyman/Factorisation Criterion
[*]Unbiasedness and minimum variance
[*]Fisher Information and the CRB
[*]Asymptotic properties of the MLE
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Literature
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[*]Lecture slides
[*]Jerry D. Gibson and James L. Melsa. Introduction to Nonparametric Detection with Applications. IEEE Press, 1996.
[*]S. Kassam. Signal Detection in Non-Gaussian Noise. Springer Verlag, 1988.
[*]S. Kay. Fundamentals of Statistical Signal Processing: Estimation Theory. Prentice Hall,
1993.
[*]S. Kay. Fundamentals of Statistical Signal Processing: Detection Theory. Prentice Hall, 1998.
[*]E. L. Lehmann. Testing Statistical Hypotheses. Springer Verlag, 2nd edition, 1997.
[*]E. L. Lehmann and George Casella. Theory of Point Estimation. Springer Verlag, 2nd edition, 1999.
[*]Leon-Garcia. Probability and Random Processes for Electrical Engineering. Addison Wesley, 2nd edition, 1994.
[*]P. Peebles. Probability, Random Variables, and Random Signal Principles. McGraw-Hill, 3rd edition, 1993.
[*]H. Vincent Poor. An Introduction to Signal Detection and Estimation. Springer Verlag, 2nd edition,
1994.
[*]Louis L. Scharf. Statistical Signal Processing: Detection, Estimation, and Time Series Analysis. Pearson Education POD, 2002.
[*]Harry L. Van Trees. Detection, Estimation, and Modulation Theory, volume I,II,III,IV. John Wiley & Sons, 2003.
[*]A. M. Zoubir and D. R. Iskander. Bootstrap Techniques for Signal Processing. Cambridge University Press, May 2004.
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Preconditions
DSP, general interest in signal processing