Detection and Estimation ELEG667 (Spring of 2012)


Instructor:

Dr. Xiang-Gen Xia

Office:

311 Evans Hall

Email/Phone:

xxia@ee.udel.edu, (302)831-8038

Time:

M. W. 4:35pm-5:50pm

Place:

Gore Hall, Room 306

Office Hours:

W: 3:00-4:00pm

Grading Policy:

  1. Homeworks: 30%
  2. Midterm Project: 30%
  3. Final Project: 40%

Textbook:

H. Vincent Poor, An Introduction to Signal Detecion and Estimation, 2nd Ed., Springer, New York, 1994.

References:

  1. S. M. Key, Fundamentals of Statistical Signal Processing: Detection Theory, Prentice-Hall, New Jersey, 1998.
  2. S. M. Key, Fundamentals of Statistical Signal Processing: Estimation Theory, Prentice-Hall, New Jersey, 1993.

Course Description:

This course covers the fundamentals of detection and estimation theory for statistical signal processing. The topics include hypothesis testing theory, signal detection theory for both deterministic and random signals, signal estimation theory with various optimal estimators for both deterministic and random parameters, and their properties and performance analysis.

Prerequisites: ELEG 305/306, ELEG 310 or equivalent courses

Course Contents:

  1. Introduction and Basics on Probability Distributions

  2. Elements of Hypothesis Testing

  3. Signal Detecion in Discrete Time

  4. Elements of Parameter Estimation

  5. Elements of Signal Estimation

Lecture Notes

  1. Lecture Notes 1

  2. Lecture Notes 2

  3. Lecture Notes 3

  4. Lecture Notes 4

  5. Lecture Notes 5

  6. Lecture Notes 6

  7. Lecture Notes 7