Detection and Estimation, ELEG668 (Fall of 2021)


Instructor:

Dr. Xiang-Gen Xia

Office:

311 Evans Hall

Email/Phone:

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

Time:

M. W. 5:00pm-6:15pm

Place:

Gore Hall, Room 218

Office Hours:

T: 4:00-5:00pm

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

  1. Lecture Notes 1

  2. Lecture Notes 1 Supplement

  3. Lecture Notes 2

  4. Lecture Notes 3

  5. Lecture Notes 4

  6. Lecture Notes 5

  7. Lecture Notes 6

  8. Lecture Notes 7

The Safety of Our Learning Environment:

Student learning can only occur when students and their instructors feel safe, respected, and supported by each other. To ensure that our learning environment is as safe as possible, and in keeping with CDC guidelines to slow the transmission of COVID-19 and the University of Delaware's Return to Campus Guidelines (Health and Safety Section), we will adhere to the practice of wearing face masks and cleaning your seat and desk area at the beginning of class.

This means that you:
  1. Must wear a cloth mask that covers your nose and mouth.
  2. Must not eat or drink in class.
  3. Upon entering the classroom, wipe down your seat and desk area.
As necessary, the University may announce modifications to these practices. In that event, these guidelines will be updated to reflect those modifications.