EE 538 Detection and Estimation Theory 

Catalog Data: Classical statistical decision theory, decision criteria and composite hypothesis tests. Receiver operating characteristics and error probability, applications to radar and communications. Detection of signals with unknown and random parameters, detection of stochastic signals, nonparametric detection techniques. Introduction to signal design, ambiguity function, the uncertainty principle. Applications to radar and sonar systems.

Goals: The goal of this course is to introduce the students to the basic theory of signal detection and estimation.

Textbook: An Introduction to Signal Detection and Estimation (Second Edition), H. Vincent Poor, Springer-Verlag, 1994.

References:

  1. Detection Estimation and Modulation Theory, 2nd Edition, Part I, Detection, Estimation, and Filtering Theory, Harry L. Van Trees, Kristine L. Bell with Zhi Tian, John Wiley & Sons, Inc., 2013.
  2. Principles of Signal Detection and Parameter Estimation, Bernard C. Levy, Springer Science+Business, LLC, 2008
  3. Statistical Signal Processing; Detection, Estimation and time Series Analysis, Louis L. Scharf, Addison-Wesley, 1990.
  4. Lessons in Estimation Theory for Signal Processing, Communications, and Control, Jerry M. Mendel, Prentice Hall, PTR, 1995.
  5. Fundamentals of Statistical Signal Processing, Vol 1: Estimation Theory, Steven M. Kay, Prentice Hall, 1993.
  6. Fundamentals of Statistical Signal Processing, Vol 2: Detection Theory, Steven M. Kay, Prentice Hall, 1998.

Instructor: Dr. Mustafa A. Altinkaya, Associate Professor

Class Hours : Monday 1:30 p.m. - 4:15 p.m.

Prerequisites: Basics of applied probability, including random vectors and conditional expectations,

Topics:

  1. Hypothesis Testing
  2. Signal Detection in Discrete Time
  3. Elements of Parameter Estimation
  4. Elements of Signal Estimation
  5. Further Topics (tentative)

Homeworks : There are 4-6 homeworks.

Grading : homeworks 12%, midterm exam  22%, term project 33%, final exam 33%


Mustafa A. ALTINKAYA 2018