Instructor
Srikrishna Bhashyam
Office: ESB2-405, 4th floor
Phone: 2257 4439
Pre-requisites
EE5110/EE3110 Probability Foundations for Electrical Engineers
Course Content
Hypothesis Testing: Bayesian hypothesis testing, Minimax hypothesis testing, Neyman-Pearson hypothesis testing, Composite hypothesis testing
Signal Detection: Deterministic signals in independent noise, Deterministic signals in (non-i.i.d.) Gaussian noise, Detection of signals with random parameters, Performance
Sequential detection: Sequential Probability Ratio Test
Nonparametric Detection, Robust detection
Textbooks
[1] H. V. Poor, "An Introduction to Signal Detection and Estimation," Springer, Second Edition, 1998.
[2] P. Moulin, V. V. Veeravalli, "Statistical Inference for Engineers and Data Scientists," Cambridge University Press, 2019.
References
[1] S. M. Kay, "Fundamentals of Statistical Signal Processing: Detection Theory," Prentice Hall, 1998.
[2] H. L. Van Trees, "Detection, Estimation, and Modulation Theory, Part I," John Wiley, 1968.
Lecture Notes
2018 Lecture Notes
Evaluation
Quiz 1 (20%) Feb 23, 2026
Quiz 2 (20%) Mar 23, 2026
Final (60%) May 6, 2026