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TEL 502E - Detection and Estimation Theory

This document provides information about the TEL 502E Detection and Estimation Theory course offered in Spring 2014. It lists the instructor's contact information, class meeting times and location, required and supplementary textbooks, the course webpage, grading breakdown, and attendance policy. It also includes a tentative outline of topics to be covered over the semester, ranging from probability theory and hypothesis testing to linear estimators, Bayesian estimation, and Kalman filtering.

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39 views1 page

TEL 502E - Detection and Estimation Theory

This document provides information about the TEL 502E Detection and Estimation Theory course offered in Spring 2014. It lists the instructor's contact information, class meeting times and location, required and supplementary textbooks, the course webpage, grading breakdown, and attendance policy. It also includes a tentative outline of topics to be covered over the semester, ranging from probability theory and hypothesis testing to linear estimators, Bayesian estimation, and Kalman filtering.

Uploaded by

dezzgs
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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TEL 502E Detection and Estimation Theory

Spring 2014
Instructors :

Ilker Bayram
ibayram@itu.edu.tr
Class Meets : Tuesday, 9.30 12.30, EEB 5307
Textbook : Fundamentals of Statistical Signal Processing (Vols. I,II), S. M. Kay, Prentice Hall.
Supplementary : An Introduction to Signal Detection and Estimation, H. V. Poor, Springer.
Webpage : Theres a ninova page, please log in and check.
Grading : Homeworks (10%), Midterm exam (40%), Final Exam (50%).
Attendance : You need to attend at least 70% of the lectures to sit for the nal exam.
Tentative Course Outline
(1) Review of probability theory
(2) Simple Hypothesis Testing, the Neyman Pearson Lemma
(3) Bayesian Tests, Multiple Hypothesis Testing
(4) The detection problem under dierent scenarios
(5) The estimation problem, minimum variance unbiased estimators
(6) The Cramer-Rao bound, sucient statistics, Rao-Blackwell Theorem
(7) Linear Estimators, maximum likelihood estimation
(8) Bayesian estimation, minimum mean square estimators, maximum a posteriori estimators
(9) The innovations process, Wiener ltering, recursive least squares, the Kalman lter

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