NCHU Course Outline
Course Name (中) 偵測與預估(6862)
(Eng.) Detection and Estimation
Offering Dept Department of Electrical Engineering
Course Type Elective Credits 3 Teacher WEN,CHIH-YU
Department Industrial Technology Master Program in Control Engineering(R)Graduate Language English Semester 2024-FALL
Course Description This course aims to present fundamental concepts in detection and estimation theory and its applications in signal processing and communications.
Prerequisites
self-directed learning in the course N
Relevance of Course Objectives and Core Learning Outcomes(%) Teaching and Assessment Methods for Course Objectives
Course Objectives Competency Indicators Ratio(%) Teaching Methods Assessment Methods
The intent is to provide the students sufficient knowledge to enable further contributions to be made thereby advancing this field of study.
topic Discussion/Production
Discussion
Lecturing
Exercises
Oral Presentation
Assignment
Quiz
Course Content and Homework/Schedule/Tests Schedule
Week Course Content
Week 1 Introduction
Week 2 Single Sample Detection of Binary Hypotheses
- Hypothesis Testing
- the MAP Criterion
Week 3 Bayes Criterion and Minimax Criterion
Neyman-Pearson Criterion and Sequential Detection
Week 4 Multiple Sample Detection of Binary Hypotheses
Week 5 The Optimum Digital Detector in Additive Gaussian Noise
Week 6 Performance of Binary Receivers in AWGN
Week 7 Detection of Signals with Random Parameters
- Composite Hypothesis Testing
- Unknown Phase/Amplitude/Frequency/Time of Arrival
Week 8 Detection of Multiple Hypotheses
- Bayes/MAP Criterion
- M-ary Decisions with and w/o Erasure
- Signal-Space Representations
- Performance of M-ary Detection Systems
- Sequential Detection of Multiple Hypotheses
Week 9 Mid-Term Exam
Week 10 Fundamentals of Estimation Theory
- Formulation of the General Parameter Estimation Problem
- Relationship between Detection and Estimation Theory
- Types of Estimation Problems
Week 11 Properties of Estimators
Bayes Estimation
Minimax Estimation
Maximum-Likelihood Estimation
Comparison of Estimators of Parameters
Week 12 Distribution-Free Estimation–Wiener Filters
- Orthogonality Principle
- Autoregressive Techniques
Week 13 - Discrete Wiener Filter
- Continuous Wiener Filter
- Generalization of Discrete and Continuous Filter Representations
Week 14 Distribution-Free Estimation–Kalman Filter
- Linear Least-Squares Methods
- Minimum-Variance Weighted Least-Squares Methods
- Minimum-Variance Least-Squares or Kalman Algorithm
Week 15 Kalman Algorithm Computational Considerations
Kalman Algorithm for Signal Estimation
Continuous Kalman Filter
Applications
Week 16 Final Project Presentation
self-directed
learning
Final Project Presentation
Evaluation
Homework (30%), Midterm (40%), Presentation (30%)
Textbook & other References
Textbook: ”Detection and Estimation Theory” by Schonhoff and Giordano, Prentice Hall, 2006.
References:
1. Fundamentals of Statistical Signal Processing: Vol. 1 Estimation Theory; Vol. 2
Detection Theory by S.M. Kay
2. C.W. Helstrom, Probability and Stochastic Processes for Engineers
3. H.V. Poor, An Introduction to Signal Detection and Estimation
Teaching Aids & Teacher's Website
NCHU iLearning
Office Hours
TBD
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Update Date, year/month/day:2024/08/27 14:46:22 Printed Date, year/month/day:2025 / 4 / 26
The second-hand book website:http://www.myub.com.tw/