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This course covers the fundamental concepts of signal detection and estimation theory. It introduces different hypotheses for detection and estimation problems and methods for detecting and estimating signals in white and non-white Gaussian noise. The course content includes statistical decision theory, detection of deterministic and random signals, nonparametric detection, and estimation of signal parameters including minimum variance unbiased estimation, maximum likelihood estimation, and Bayesian estimation. Students will understand basic concepts in detection and estimation and be able to apply these concepts to problems involving signals in noise.

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55 views2 pages

Nitp

This course covers the fundamental concepts of signal detection and estimation theory. It introduces different hypotheses for detection and estimation problems and methods for detecting and estimating signals in white and non-white Gaussian noise. The course content includes statistical decision theory, detection of deterministic and random signals, nonparametric detection, and estimation of signal parameters including minimum variance unbiased estimation, maximum likelihood estimation, and Bayesian estimation. Students will understand basic concepts in detection and estimation and be able to apply these concepts to problems involving signals in noise.

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ece gptplpt
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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EC637

Detection & Estimation Theory 3-0-0; Credit: 3; Lectures- 42


PREREQUISITE
 Probability Theory

 Probability, Random Variable and Stochastic Problem

COURSE OBJECTIVE
 To enable the students to acquire the fundamental concepts of Signal Detection andEstimation
 To get familiarize with different Hypotheses in detection and estimation problems
 To introduce the methods of Detection and estimation ofsignals in white and non-white Gaussian
noise.
 To familiarize with the detection of random signals.
 To enable the students to understand the time varying waveform detection and its estimation 

COURSE CONTENT
Unit-1: Background (Lectures 2)
Review of Gaussian variables and processes; problem formulation and objective of signal
detection and signal parameter estimation in discrete-time domain.
Unit-2: Statistical Decision Theory(Lectures 8)
Bayesian, minimax, and Neyman-Pearson decision rules, likelihood ratio, receiver
operating characteristics, composite hypothesis testing, locally optimum tests, detector
comparison techniques, asymptotic relative efficiency.
Unit-3: Detection of Deterministic Signals (Lectures 6)
Matched filter detector and its performance; generalized matched filter; detection of
sinusoid with unknown amplitude, phase, frequency and arrival time, linear model.
Unit-4: Detection of Random Signals (Lectures 6)
Estimator-correlator, linear model, general Gaussian detection, detection of Gaussian
random signal with unknown parameters, weak signal detection.
Unit-5: Nonparametric Detection (Lectures 6)
Detection in the absence of complete statistical description of observations, sign detector,
Wilcoxon detector, detectors based on quantized observations, robustness of detectors.
Unit-6: Estimation of Signal Parameters (Lectures 8)
Minimum variance unbiased estimation, Fisher information matrix, Cramer-Rao bound,
sufficient statistics, minimum statistics, complete statistics; linear models; best linear
unbiased estimation; maximum likelihood estimation, invariance principle; estimation
efficiency; Bayesian estimation: philosophy, nuisance parameters, risk functions, minimum
mean square error estimation, maximum a posteriori estimation.
Unit-7: Signal Estimation in Discrete-Time (Lectures 6)
Linear Bayesian estimation, Weiner filtering, dynamical signal model, discrete Kalman
filtering.

TEXT BOOKS
1. Fundamentals of Statistical signal processing: volume I Estimation Theory
Steven.M.Kay Prentice Hall, USA, 1998.
2. Fundamentals of Statistical Signal Processing: Volume II, Detection Theory-Steven.M.Kay,
Prentice Hall, USA, 1998
 

REFERENCE BOOKS
1. Detection Theory, Applications and Digital Signal Processing by Ralph D. Hippenstiel, CRC
Press
2. Detection and Estimation Theory and its Applications by Thomas A. Schonhoff & Arthur A.
Giaordane
3. An Introduction to Signal Detection and Estimation by H. Vincent Poor
4. Detection, Estimation and Modulation theory Part-I, Detection, Estimation and Linear Modulation
Theory by Harry L. Van Trees, John Wiley Publishers

COURSE OUTCOMES
Students would be able to –

 Understand the basic concepts of signal detection and estimation


 Understand different hypotheses in detection and estimation problems
 Understand the conceptual basics of detection and estimation of signals in white and non-white
Gaussian noise
 Understand the detection of random signals
 Understand the time varying waveform detection and its estimation

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