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:
[list]
[*]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
[/list]
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.
[/list]
Preconditions
DSP, general interest in signal processing is desirable.
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:
[list]
[*]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
[/list]
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.
[/list]
Preconditions
DSP, general interest in signal processing is desirable.
- Lehrende: Pertami Kunz
- Lehrende: Abdelhak Zoubir
Semester: WT 2024/25