Course Contents
The course covers the fundamentals of detection and estimation theory. These are extended by advanced topics in statistical signal processing. Applications are typically from the following areas: Detection in Radar Applications; Robust Estimation; Prediction, Filtering, and Tracking with the Kalman Filter; Sensor Array Signal Processing, Direction of Arrival Estimation, and Source Detection; Time-Frequency Analysis. Topics may change from semester to semester.
The course includes a series of lectures followed by a supervised research seminar over approximately 2 months.
The main topics covered are:
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[*]Estimation theory
[*]Detection theory
[*]Robust estimation theory
[*]Seminar projects: e.g., microphone arrays/beamforming, localization and tracking, radar/ultrasonic imaging, acoustic source localization, estimation of number of sources
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Literature
[list]
[*]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 is desirable.
- Lehrende: ZoubirAbdelhak