ENEE 621

ESTIMATION AND DETECTION THEORY

Spring 2017

Last Updated 05/02/2017

Schedule/Location


Instructor


Office hours


Textbooks


Additional references (Detection Theory)

Additional material and information concerning Detection Theory can be found in the following books and references (with coverage similar to the text of H.V. Poor):

M. BARKAT, Signal Detection and Estimation, Artech House, Inc., Norwood (MA) (1991).

J.O. BERGER, Statistical Decision Theory: Foundations, Concepts and Methods, Springer Series in Statistics, Springer--Verlag, New York (NY) (1980).

T.S. FERGUSON, Mathematical Statistics: A Decision--Theoretic Approach, Academic Press, New York (NY) (1967).

C.W. HELSTROM, Statistical Theory of Signal Detection, Pergamon Press, Oxford (U.K.) (1968).

D. KAZAKOS and P. PAPANTONI--KAZAKOS, Detection and Estimation, Computer Science Press, New York (NY) (1990).

E.L. LEHMANN, Testing Statistical Hypotheses, John Wiley & Sons, New York (NY) (1950).

I. SELIN, Detection Theory, Princeton University Press, Princeton (NJ) (1965).

M.D. SRINATH and P.K. RAJASEKARAN, An Introduction to Statistical Signal Processing with Applications, John Wiley & Sons, New York (NY) (1979).

H.L. VAN TREES, Detection, Estimation and Modulation Theory, Parts II and III, John Wiley & Sons, New York (NY) (1968).

A. WALD, Sequential Analysis, Dover, New York (NY) (1973).

A.D. WHALEN, Detection of Signals in Noise, Detection of Signals in Noise, Academic Press, New York (NY) (1971).

C.L. WEBER, Elements of Detection and Signal Design, Springer--Verlag, New York (NY) (1987).


Additional references (Estimation Theory)

Additional material and information concernng estimation Theory can be found in the following books and references (with coverage similar to the text of H.V. Poor):

H. CRAMER, Mathematical Methods of Statistics, (English Translation), Princeton University Press, Princeton (NJ) (1946).

M.H.A. DAVIS, Linear Estimation and Stochastic Control, Chapman and Hall, London (U.K.) (1979).

D. KAZAKOS and P. PAPANTONI--KAZAKOS, Detection and Estimation, Computer Science Press, New York (NY) (1990).

A.P. SAGE and J.L. MELSA, Estimation Theory, with Applications to Communications and Control, McGraw--Hill, New York (NY) (1971).


Prerequisites


Course objectives


Teaching Assistant


Homeworks


Reading Assignments and Lecture Notes


Grading system

The final grade for the course will be based on performance on two tests and a final exam; their respective contributions to the final grade are listed below. All examinations will take place in the classroom EGR -- Room 3106. All dates are tentative and subject to changes.
Exam 1 (30%) on March 15 Answer key is available here
Take-home
HPV: Chapters I and II
Lecture Notes: Detection Theory
Exam 2 (30%) on May 10 Answer key available here
Take -home
HPV: Chapters IV (IV.A-IV.D) and Chapter V (V.A-V.C)
Lecture notes on parameter estimation
Final (40%) on May 18 CUMULATIVE Answer key is available here
Closed book with one-page crib sheet allowed
HPV: Chapters I, II, IV (IV.A-IV.D) and V (V.A-V.C)
Lecture Notes: lecture Notes on Detection Theory, parameter estimation and mean-square estimation


Important dates to remember