Signal Detection and Estimation

(3-0-0-3)

CMPE Degree: This course is Not Applicable for the CMPE degree.

EE Degree: This course is Not Applicable for the EE degree.

Lab Hours: 0 supervised lab hours and 0 unsupervised lab hours.

Technical Interest Group(s) / Course Type(s): Digital Signal Processing

Course Coordinator:

Prerequisites: ECE 6601

Catalog Description

Detection theory and estimation theory and their application to
communications and statistical signal processing problems.

Textbook(s)

Notes for Class

Course Outcomes

Not Applicable

Strategic Performance Indicators (SPIs)

Not Applicable

Topical Outline

Review of Stochastic Processes

Detection Theory
Statistical Hypothesis Testing
Hypothesis testing in additive Gaussian noise
Hypothesis testing in the presence of unknowns
Sequential hypothesis testing

Discrete-time Detection Theory
Detection of known signals, unknown signals, and random signals
Non-Gaussian detection
Robust detection

Continuous-time Detection Theory
Matched filter receivers
Detection over complicated channels

Estimation Theory
Estimation Theory Terminology
Parameter Estimation
Principles of parameter estimation
Maximum likelihood estimation
MAP estimation
Least squares estimation
Maximum entropy estimation
Model order selection
Signal Parameter Estimation
Maximum likelihood estimation
Prony's method
Performance bounds
Linear Signal Waveform Estimation
Robust Estimation

Current Topics in Detection and Estimation (Specific topics will vary)
Importance Sampling
Distributed Detection
Expectation/Maximization Algorithm
High-order Statistical Analysis