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  • Introduction and Course Modalities: Dr. Satyam Agarwal EE, IIT Ropar

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    This document provides an overview of the course EE524: Detection and Estimation Theory. The course covers topics in signal estimation, including optimal estimation, maximum likelihood estimation, and Bayesian estimation. It also covers signal detection, including likelihood ratio tests, Neyman-Pearson criterion for optimal detection, and detection of deterministic and random signals. The course will include 3 recorded lectures per week, as well as exams, projects, and quizzes. Prerequisites include a good knowledge of general mathematics, probability, and stochastic processes.

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    This document provides an overview of the course EE524: Detection and Estimation Theory. The course covers topics in signal estimation, including optimal estimation, maximum likelihood estimation, and Bayesian estimation. It also covers signal detection, including likelihood ratio tests, Neyman-Pearson criterion for optimal detection, and detection of deterministic and random signals. The course will include 3 recorded lectures per week, as well as exams, projects, and quizzes. Prerequisites include a good knowledge of general mathematics, probability, and stochastic processes.

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    © All Rights Reserved
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    35 views15 pages

    Introduction and Course Modalities: Dr. Satyam Agarwal EE, IIT Ropar

    Uploaded by

    simple 007
    This document provides an overview of the course EE524: Detection and Estimation Theory. The course covers topics in signal estimation, including optimal estimation, maximum likelihood estimation, and Bayesian estimation. It also covers signal detection, including likelihood ratio tests, Neyman-Pearson criterion for optimal detection, and detection of deterministic and random signals. The course will include 3 recorded lectures per week, as well as exams, projects, and quizzes. Prerequisites include a good knowledge of general mathematics, probability, and stochastic processes.

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    of 15

    INTRODUCTION AND Dr.

    Satyam Agarwal

    COURSE MODALITIES EE, IIT Ropar

    EE524: DETECTION AND ESTIMATION THEORY


    COURSE OVERVIEW
    Signal Estimation -
    1. Optimal Estimation; Mean and Variance Characterisation
    2. Cramer‐Rao Lower Bound
    3. Maximum‐Likelihood Estimation
    4. Least Squares Estimate
    5. Bayesian Estimation
    6. Minimum Mean Squared Estimation
    7. Linear MMSE Approximation

    EE524: DETECTION AND ESTIMATION THEORY


    SYLLABUS – CONTD.
    Signal Detection-
    1. Formulation of the binary hypothesis testing problem
    2. Maximum Likelihood based Optimal Detection
    3. Likelihood Ratio Test and Performance
    4. Neyman-Pearson Criterion for optimal detection
    5. Bayesian minimum risk detector
    6. Detection of Deterministic Signals
    7. Detection of Random Signals
    8. Signals with unknown Parameters
    EE524: DETECTION AND ESTIMATION THEORY
    REFERENCE BOOKS
    1. S.M. Kay, Fundamentals of Statistical Signal Processing: Estimation Theory (Part
    I) - Pearson 2010
    2. S.M. Kay, Fundamentals of Statistical Signal Processing: Detection Theory (Part
    II) - Pearson 2010
    3. H.L.V. Trees, K.L. Bell, and Z. Tian, Detection, Estimation and Modulation
    Theory - Wiley, Second Edition 2013

    EE524: DETECTION AND ESTIMATION THEORY


    MODALITY
    Lectures:
    3 recorded lectures per week, 1 online session for revision and doubt clearance

    Marking scheme:
    Mid Semester Exam : 20
    End Semester Exam : 30
    Project : 30
    Two Quiz : 20

    EE524: DETECTION AND ESTIMATION THEORY


    MOTIVATION
    Estimation: Subjective Question:
    Estimate certain quantity – Answer is in Real
    domain
    Detection: Multiple choice Q&A
    Which option is correct

    EE524: DETECTION AND ESTIMATION THEORY


    This Photo by Unknown Author is licensed under CC BY-SA

    RADAR
    EE524: DETECTION AND ESTIMATION THEORY
    RADIO DETECTION
    AND RANGING
    EE524: DETECTION AND ESTIMATION THEORY
    SONAR

    This Photo by Unknown Author is licensed under CC BY-SA-NC

    EE524: DETECTION AND ESTIMATION THEORY


    SPEECH
    PROCESSI
    NG

    This Photo by Unknown Author is licensed under CC BY

    EE524: DETECTION AND ESTIMATION THEORY


    IMAGE
    PROCESSIN
    G

    This Photo by Unknown Author is licensed under CC BY-SA

    EE524: DETECTION AND ESTIMATION THEORY


    COMMUNICATION: BIT
    DETECTION

    EE524: DETECTION AND ESTIMATION THEORY


    CHANNEL
    ESTIMATION

    EE524: DETECTION AND ESTIMATION THEORY


    PREREQUISITES

    GOOD KNOWLEDGE OF GENERAL MATHEMATICS


    PROBABILITY AND
    STOCHASTIC PROCESSES

    EE524: DETECTION AND ESTIMATION THEORY


    THANK YOU

    EE524: DETECTION AND ESTIMATION THEORY

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