ELEG5633 - Detection and Estimation Fall 2013

Instructor Jing Yang Email: jingyang@uark.edu Oce: Bell 3177, Phone: (479) 575-2635 Oce Hour: TuTh 10:00am-11:00am Course Webpage http://comp.uark.edu/jingyang/uark/Teaching Course Material Textbook: Steven M. Kay, Fundamentals of Statistical Signal Processing, Volume 1: Estimation Theory, Prentice Hall, 1993 Steven M. Kay, Fundamentals of Statistical Signal Processing, Volume 2: Detection Theory, Prentice Hall, 1998 References: Harry L. Van Trees, Detection, Estimation, and Modulation Theory, Part I, II, III, IV H. Vincent Poor, Introduction to Signal Detection and Estimation Louis L. Scharf and Cedric Demeure, Statistical Signal Processing: Detection, Estimation, and Time Series Analysis Prerequisites ELEG 3143 Probability and Stochastic Processes, Linear Algebra or equivalent. Course Outline 1. Introduction Review of Probability and Statistics Review of Linear Algebra Parametric Models and Sucient Statistics 2. Detection and Classication Hypothesis Testing (Simple Binary, Composite, Multiple) Detection of Signals in Noise, Energy and Subspace Detection Asymptotics, Kullback-Leibler Divergence 3. Estimation Theory Maximum Likelihood Estimation (Analysis, Application, Computational Methods) Unbiased Estimators, Bias and Admissability Bayesian Signal Processing 4. Advanced Topics Wiener and Kalman Filtering, Inverse Problems, Sparsity, Graphical Models

The above schedule is subject to change without prior notice. Grading Homework assignments (20%), project (25%), midterm (25%), nal exam (30%). The project will consist of 3 parts: 1) a 5-8 pages report, 2) a live demo of your implementation and 3) a 20-min presentation in front of the class . More details will be given during the term. Project grading: You will be graded on the quality of your written report, your live demo, and your presentation. Possible project topics: the EM algorithm and its applications, the Kalman lter and (one or more of) its applications, spectral estimation, white-spaces detection, distributed detection and estimation, sensor fusion, sequential detection and estimation, applications in your domain of interest (biology, image processing, optics, etc.), Markov Chain Monte Carlo, particle lters, all aspects of radar signal processing (detection, tracking, SAR imaging). Your project must have an implementable component illustrating the key ideas and performance. Exam Dates Midterm: Oct 24, 5:00PM - 7:00PM. Final exam: Dec 17, 10:15AM - 12:15PM. Academic Honesty Each University of Arkansas student is required to be familiar with and abide by the Universitys Academic Integrity Policy which may be found at http://provost.uark.edu/. Students with questions about how these policies apply to a particular course or assignment should immediately contact their instructor.