EE 677 DETECTION ESTIMATION THEORY Fall 2008

Class Hours: Wednesdays, 4:00 p.m. 5:00 p.m. and Thursdays 11:00 am 1:00 pm; both at KB230. Prerequisities: EE 577 or equivalent course on random processes, or consent of instructor. Instructor: M. Kivanc Mihcak (office next to the office of department head), tel: 212-3597673, e-mail: kivanc.mihcak@boun.edu.tr Office hours: No official regular office hours. For long discussions, try to schedule an appointment, preferably via e-mail. I am also occasionally available for short questions and discussions on a drop-in basis. Teaching assistant: TBA (assuming that I can find one). Required Text: H. V. Poor, An Introduction to Signal Detection and Estimation, Second Edition, Springer-Verlag, 1994. Recommended Reading: H. L. Van Trees. Detection, estimation, and modulation theory, Wiley. S. M. Kay. Fundamentals of Statistical Signal Processing, Prentice Hall. H. Chernoff and L. E. Moses. Elementary Decision Theory, Dover. E. L. Lehmann and G. Casella. Theory of point estimation, Springer. E. L. Lehmann and J. P. Romano. Testing Statistical Hypotheses, Springer. I will try to put some of the books above on reserve in the library (depending on availability). Homeworks: There will be homeworks that will be assigned at about every two weeks. You can expect about six homework assignments. Solutions to the problem sets will be distributed via e-mail. Exams: There will be two mid-term exams; the first one roughly one month after the semester starts; the second one roughly one month after the first one. The dates will be announced later. The date of the final will be determined by the engineering faculty. All exams will be closed book and closed notes. However, you will be permitted to use cheat-sheets (the exact specs will be announced later). Laptops, calculators, palm-pilots, tables of integrals, etc are neither necessary nor permitted during the exams. Solutions to the exams will be posted on my office door. Grading: Homeworks : Midterm 1: Midterm 2: Final : 10% 25% 25% 40%

COURSE TOPICS
Elements of Statistical Decision Theory o A general framework for discussing the Bayes and minimax approaches to detection and estimation. o M-ary hypothesis testing and Bayesian parameter estimation obtained as special cases. Binary Hypothesis Testing o Bayesian decision rules. o Minimax decision rules. o Neyman-Pearson decision rules (the radar problem). o Composite hypothesis testing. o Derivation of the likelihood ratio of a signal in continuous-time Gaussian noise (tentative). Signal Detection in Discrete Time o Models and detector structures. o Performance evaluation, Chernoff bounds. o Sequential detection (tentative). Parameter Estimation o Bayesian estimation (recap). o Nonrandom parameter estimation. o Maximum Likelihood (ML) estimation, Cramer-Rao bounds, asymptotic optimality. Minimum Mean Squared Error (MMSE) Estimation o MMSE estimation and linear MMSE estimation for random vectors (the orthogonality principle). o Kalman and Wiener filtering for discrete-time random processes. Advanced Topics & Selected Applications (if time permits) o Robust detection and estimation. o Nonparametric estimation. o Detection for point processes. o Application of ML estimation to synchronization. o Multiuser detection (material from Sergio Verdus book). o Particle filtering.