Instructor
Arun Pachai Kannu
Office: ESB 338A
Phone: (044) 2257 4463
Email: arunpachai@ee.iitm.ac.in
Pre-requisites
EE5110 or Consent of Instructor.
Text Books
H. L. Van Trees, "Detection, Estimation, and Modulation Theory, Part I," John Wiley, 1968
References
H. V. Poor, "An Introduction to Signal Detection and Estimation," Springer, Second Edition, 1998
S. M. Kay, "Fundamentals of Statistical Signal Processing: Detection Theory," Prentice Hall, 1998
S. M. Kay, "Fundamentals of Statistical Signal Processing: Estimation Theory," Prentice Hall, 1993
Syllabus
Hypothesis Testing: Bayes Risk, Minimum Bayes Risk detector, Minimax and Neyman-Pearson testing, Receiver operating characteristics, Composite hypothesis testing, Generalized likelihood ratio tests
Signal Detection Applications: Detection of deterministic signals, Matched filter and its performance, Detection of random signals, Energy detector and its performance, Detection of signals with unknown parameters and Sinusoid detection example, Chernoff and related performance bounds
Random Parameter Estimation: Bayesian formulation, Minimum mean squared error and MAP estimation, Linear MMSE estimation, Orthogonality principle, Applications to channel estimation problems
Minimum Variance Unbiased Estimation: MVUE criterion, finding MVUE, sufficient statistics, Neyman-fisher factorization, Rao-Blackwell theorem, Cramer-Rao lower bound, Fisher information matrix
Non-Random Parameter Estimation: Least squares estimation, Best linear unbiased estimation, Geometric interpretations, Maximum likelihood Estimation, Efficiency and consistency of estimators and asymptotic properties
Announcement:
Quiz I on Feb 25 (Fri) at ESB 242 from 4pm to 5:30pm
Quiz II on Mar 28 (Mon) at ESB 242 from 3:30pm to 5:30pm (you can bring a formula sheet )
Assignments
Assignment 1: Book problems: 2.2.1, 2.2.6, 2.2.13, 2.2.18, 2.2.19, 2.2.20, 2.3.2, 2.3.3, 2.3.7
Solutions_1
Assignment 2: pdf_file
Solutions_2
Assignment 3: (Van Trees) Book problems (Due on Apr 18): 2.4.1, 2.4.3, 2.4.5, 2.4.7, 2.4.11, 2.4.12, 2.4.16, 2.4.17, 2.4.20
Solutions_3
(Final) Evaluation
Assignments --- 10%
Quiz 1 --- 20%
Quiz 2 --- 30%
Final exam --- 40%