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ECE 540 - Detection and Estimation Dr. Y. Jing another line ECE 540 – Detection and Estimation Fall 2012 Brief Introduction Signal detection and estimation theories and tools are important for wireless communications, signal pro-

An Introduction to Signal Detection and Estimation - Second Edition Chapter III: Selected Solutions H. V. Poor Princeton University March 17, 2005

• S.M. Kay, Statistical Signal Processing, Volumes I and II – You should have a copy of Volume 1 (Estimation Theory) • Vincent Poor, An Introduction to Signal Detection and Estimation

Harry L. Van Trees, Detection, Estimation, and Modulation Theory, Part I, II, III, IV H. Vincent Poor, Introduction to Signal Detection and Estimation

C. W. Helstrom, Elements of Signal Detection and Estimation, Prentice Hall, 1995. H. V. Poor, An Introduction to Signal Detection and Estimation, Springer, New York, 1994.

Introduction Detection theory involves making a choice over some countable (usually finite) set of options; while estimation involves making a choice over a continuum of options. ~ Detection and Estimation in Signal Processing

H. Vincent Poor, Introduction to Signal Detection and Estimation Louis L. Scharf and Cedric Demeure, Statistical Signal Processing: Detection, Estimation, and Time

Introduction & Motivation ¾ Statistical reasoning and its applications ¾ Estimation ¾ Detection ... ¾ The optimality criteria in parameter/signal/spectrum estimation ¾ The MVU and MLE, linear and non-linear ...

gentle introduction to advanced concepts in statistical inference. OTHER TEXTBOOK REFERENCES [R1] Elements of Signal Detection and Estimation, C. Helstrom, Prentice-Hall, 1995.

PO 0809 Objectives: • Motivation for estimation, detection, filtering, and identification in stochastic signal processing • Methodologies on design and synthesis of optimal estimation algorithms