Course Details

Course details of EE5113
Course NoEE5113
Course TitleDetection and Estimation Theory
Course Content1) Hypothesis Testing: Bayesian hypothesis testing, Minimax hypothesis testing, Neyman-Pearson hypothesis testing, Composite hypothesis testing 2) Signal Detection: Deterministic signals in independent noise, Deterministic signals in (non-i.i.d.) Gaussian noise, Detection of signals with random parameters, Performance 3) Classical parameter estimation: Cramer-Rao bound, Minimum mean squared error estimation, Minimum variance unbiased estimation, Maximum Likelihood estimation. 4) Bayesian parameter estimation: Minimum mean squared error (MMSE) estimation, Maximum a posteriori estimation, Linear MMSE estimation.
Course Offered this semesterNo
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