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Detection and Estimation Theory Overview

This document provides an overview of the course EE524: Detection and Estimation Theory. The course covers topics in signal estimation, including optimal estimation, maximum likelihood estimation, and Bayesian estimation. It also covers signal detection, including likelihood ratio tests, Neyman-Pearson criterion for optimal detection, and detection of deterministic and random signals. The course will include 3 recorded lectures per week, as well as exams, projects, and quizzes. Prerequisites include a good knowledge of general mathematics, probability, and stochastic processes.

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67 views15 pages

Detection and Estimation Theory Overview

This document provides an overview of the course EE524: Detection and Estimation Theory. The course covers topics in signal estimation, including optimal estimation, maximum likelihood estimation, and Bayesian estimation. It also covers signal detection, including likelihood ratio tests, Neyman-Pearson criterion for optimal detection, and detection of deterministic and random signals. The course will include 3 recorded lectures per week, as well as exams, projects, and quizzes. Prerequisites include a good knowledge of general mathematics, probability, and stochastic processes.

Uploaded by

simple 007
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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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INTRODUCTION AND Dr.

Satyam Agarwal

COURSE MODALITIES EE, IIT Ropar

EE524: DETECTION AND ESTIMATION THEORY


COURSE OVERVIEW
Signal Estimation -
1. Optimal Estimation; Mean and Variance Characterisation
2. Cramer‐Rao Lower Bound
3. Maximum‐Likelihood Estimation
4. Least Squares Estimate
5. Bayesian Estimation
6. Minimum Mean Squared Estimation
7. Linear MMSE Approximation

EE524: DETECTION AND ESTIMATION THEORY


SYLLABUS – CONTD.
Signal Detection-
1. Formulation of the binary hypothesis testing problem
2. Maximum Likelihood based Optimal Detection
3. Likelihood Ratio Test and Performance
4. Neyman-Pearson Criterion for optimal detection
5. Bayesian minimum risk detector
6. Detection of Deterministic Signals
7. Detection of Random Signals
8. Signals with unknown Parameters
EE524: DETECTION AND ESTIMATION THEORY
REFERENCE BOOKS
1. S.M. Kay, Fundamentals of Statistical Signal Processing: Estimation Theory (Part
I) - Pearson 2010
2. S.M. Kay, Fundamentals of Statistical Signal Processing: Detection Theory (Part
II) - Pearson 2010
3. H.L.V. Trees, K.L. Bell, and Z. Tian, Detection, Estimation and Modulation
Theory - Wiley, Second Edition 2013

EE524: DETECTION AND ESTIMATION THEORY


MODALITY
Lectures:
3 recorded lectures per week, 1 online session for revision and doubt clearance

Marking scheme:
Mid Semester Exam : 20
End Semester Exam : 30
Project : 30
Two Quiz : 20

EE524: DETECTION AND ESTIMATION THEORY


MOTIVATION
Estimation: Subjective Question:
Estimate certain quantity – Answer is in Real
domain
Detection: Multiple choice Q&A
Which option is correct

EE524: DETECTION AND ESTIMATION THEORY


This Photo by Unknown Author is licensed under CC BY-SA

RADAR
EE524: DETECTION AND ESTIMATION THEORY
RADIO DETECTION
AND RANGING
EE524: DETECTION AND ESTIMATION THEORY
SONAR

This Photo by Unknown Author is licensed under CC BY-SA-NC

EE524: DETECTION AND ESTIMATION THEORY


SPEECH
PROCESSI
NG

This Photo by Unknown Author is licensed under CC BY

EE524: DETECTION AND ESTIMATION THEORY


IMAGE
PROCESSIN
G

This Photo by Unknown Author is licensed under CC BY-SA

EE524: DETECTION AND ESTIMATION THEORY


COMMUNICATION: BIT
DETECTION

EE524: DETECTION AND ESTIMATION THEORY


CHANNEL
ESTIMATION

EE524: DETECTION AND ESTIMATION THEORY


PREREQUISITES

GOOD KNOWLEDGE OF GENERAL MATHEMATICS


PROBABILITY AND
STOCHASTIC PROCESSES

EE524: DETECTION AND ESTIMATION THEORY


THANK YOU

EE524: DETECTION AND ESTIMATION THEORY

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