ECE 531 - Detection and Estimation Theory 


Description:  Credit 4. Bayes, Neyman-Pearson and minimax detection for discrete and continuous time random processes; estimation of random and non-random signal parameters; estimation of signals.

 

Prerequisites: ECE 418 or consent of instructor.

 

Textbook -- Spring 2003: S.M. Kay, Fundamentals of Statistical Signal Processing: Estimation Theory, Prentice Hall, 1993, pt. I

 

Topics:

 

 1.    Detection

      a. Bayes, Neyman-Pearson and minimax schema
      b. Detection of signals in discrete time
      c. Detector performance measures
      d. Detection of signals in continuous time

 2.    Estimation

      a. Random parameter estimation
      b. Non-random parameter estimation
                i. Minimum variance unbiased estimation
                ii. Maximum likelihood estimation
      c. Signal Estimation