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Apr 19, 2024
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2022-2023 Undergraduate and Graduate Bulletin (with addenda)
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ECE-GY 6333 Detection and Estimation Theory3 Credits
Binary hypothesis testing and Bayes’ criteria; Receiver operating characteristics; Composite hypothesis testing. Parameter estimation theory - Random parameter estimation; Minimum mean square error (MMSE) estimation; Maximum a-posteriori (MAP) estimation; Nonrandom parameter estimation; Minimum variance unbiased estimators; Cramer-Rao bound and Rao-Blackwell theorem; Multiple parameter estimation and Fisher information matrix. Series representation of stochastic processes; Karhunen Loeve (K-L) expansion of a stochastic process over a finite time. Stationary stochastic processes; Autocorrelation function and power spectrum; Spectrum extension problem from finite autocorrelations; Maximum entropy solution and auto regressive processes. Direction of arrival (DoA) estimation using multiple sensors; Detection of distinct signals in white noise and colored noise.
Prerequisite(s): ECE-GY 6303 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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