EE 631: Detection & Estimation Theory
Fall 2012
Instructor: Dr. M. Soumekh
Office: 220 Davis Hall;
Office Hours: By appointment; Email: msoum@buffalo.edu
Teaching Assistant: Ravi Kadlimatti
Office Hours:
Mon 3:00-4:30 pm/by appointment at 235 Davis Hall; Email: ravikadl@buffalo.edu
Class Hours: Monday
5:00pm-7:20pm at 104 Knox
· Announcements:
Final Exam on December 3rd, 2012
l Text Book
H. Van Trees, Detection,
Estimation and Modulation Theory, part I, Wiley.
l References
1. Wozencraft
and Jacobs, Principles of Communication Engineering.
2. Proakis,
Digital Communications.
3. Sage and Melsa,
Estimation Theory with Applications to Communications and
Control.
4. Ferguson, Mathematical
Statistics.
5. C. Rao, Elements of
Statistical Inference.
l Tentative Schedule
1. Introduction to detection
and estimation. Classical decision theory, M-ary and binary hypothesis. (Chapter One, 2.1, 2.2.1,
2.3)
2. Receiver operating
characteristics, Bayes estimation, real parameter estimation. (2.2.2, 2.4.1,
2.4.2)
3. Multiple parameter
estimation, composite hypotheses. (2.4.3, 2.5)
4. The general Gaussian
problem, performance bounds. (2.6, 2.7)
5. Performance bounds. (2.7,
2.8)
6. Orthogonal
representations, Karhunen-Loeve expansion and
integral equations. (3.1-3.4.4)
7. Optimum linear time
varying filters, eigenvalues and eigen
functions, spectral decomposition, communications system models. (3.4.5-3.7,
4.1)
8. Detection in AWGN, linear
estimation. (4.2)
9. Detection in NWGN,
performance and solution techniques. (4.3)
10. Signals with unwanted
parameters. (4.4)
l Lecture notes
Lecture 1 Lecture 2 Lecture 3 Lecture 4 Lecture 5 Lecture 6 Lecture 7
l Midterm Exam
l Problem Solving Session notes
Session 1 Session 2 Session 3 Session 4 Session 5
l Final Exam
Updated
by Ravi Kadlimatti on 12/2/2012
The
State University of New York at Buffalo