Concordia University

Concordia University

Department of Electrical and Computer Engineering

ELEC6111: Detection and Estimation Theory

Fall 2010

Instructor: Dr. Reza Soleymani, Office: EV-5.157, Telephone: 848-2424 ext: 4103.

Office Hours: Wednesday, 14:00 to 16:00.

Course Objective:

The objective of this course is to introduce students to the fundamental concepts of detection and estimation theory. At the end of the semester, students should be able to cast a generic detection problem into a hypothesis testing framework and to find the optimal test for the given optimization criterion. They should also be capable of finding optimal estimators for various signal parameters, derive their properties and assess their performance.

Prerequisite: ENCS 6161

Topics to be covered:

Detection Theory:

· Hypothesis testing: Likelihood Ratio Test, Bayes’ Criterion, Minimax Criterion, Neyman-Pearson Criterion, Sufficient Statistics, Performance Evaluation.

· Multiple hypothesis testing.

· Composite hypothesis testing.

· Sequential detection

· Detection of known signals in white noise.

· Detection of known signals in colored noise.

· Detection of signals with unknown parameters.

· Non-parametric detection.

Estimation Theory:

· Bayesian parameter estimation.

· Non-Bayesian parameter estimation.

· Properties of estimators: sufficient statistics, bias, consistency, efficiency, Cramer-Rao bounds.

· Linear Mean-Square Estimation.

· Waveform Estimation.

Text:

Vincent Poor, “An Introduction to Signal Detection and Estimation: Second Edition,” Springer, 1994.

References:

· H. L. Van Trees, “Detection, Estimation, and Modulation Theory,” John Wiley & Sons, 1968.

· J. M. Wozencraft, and I. M. Jacob, “Principles of Communication Engineering,” John Wiley & Sons, 1965.

Lecture Notes: Lecture 1 , Lecture 2, Lecture 3 , Lecture 4, Lecture 5, Lecture 6, Lecture 7, Lecture 8, Lecture 9, Lecture 10, Lecture 12,

Grading Scheme:

Assignment: 5%

Project: 10%

Midterm/Quiz: 25%

Final: 60%

IMPORTANT NOTICE:

In order to pass the course, you should get at least 60% (36 out of 60) in the final.
The midterm and the Final exams will be open book. Only one text book (any text book covering the material of the course) will be allowed in the exam. No non-authorized copy of the text will be allowed in the class, in the midterm or in the final.
Failing to write the midterm results in losing the 25% assigned to the midterm. In the case of medical emergency, a student may be given permission to re-write the midterm.
Assignments are very important for the understanding of the course material. Therefore, you are strongly encouraged to do them on time and with sufficient care.

First day of class: Wednesday Sept. 8, 2010.
Time: Wednesdays 17:45 to 20:15.

Room: TBD

LIST OF ASSIGNMENTS:

Assignment 1: 2.2, 2.4, 2.6, 2.7. Due: Sept. 22, 2010.

Assignment 2: 2.9, 2.15, 2.16, 2.19. Due: Oct. 6, 2010.

Solution to Assignments 1 and 2.

Assignment 3: 3.1, 3.3, 3.6, 3.7. Due: Oct. 20, 2010.

Solution to Assignments 3 and 4.

Assignment 4: 3.13, 3.15, 3.16, 3.23. Due: Oct. 27, 2010.

Assignment 5: 4.1, 4.3, 4.6, 4.7, 4.8. Due: Nov. 10, 2010.

Assignment 6: 4.13, 4.15, 4.20, 4.22, 4.23. Due: Nov. 17, 2010.

Solution to Assignments 5 and 6.