1. Lecturer:
Prof. Xiliang Luo (luoxl@shanghaitech.edu.cn), Office: 413, Buiding 8, Haike Rd
Office Hour: Thursday, 8:00am-10:00am, Building 8, Room 413
TA:
Xiaoyu Zhang (zhangxy@shanghaitech.edu.cn)
Office Hour: Thursday, starting from 6:30pm in Building H2, Room 102
2. Piazza:
https://piazza.com/class/ietci6aa87838a
3. Grading:
* Homework: weekly, 40%
* Midterm: 30% [11/26, H2-216, 4:30-5:30pm]
* Final: 30% [1/14, H2-216, 4:00-5:30pm]
4. Textbook:
Fundamentals of Statistical Signal Processing: Estimation Theory/Detection Theory, Steven M. Kay, Prentice Hall, 1993
Principles of Signal Detection and Parameter Estimation, Benard C. Levy, Springer, 2008
5. Reference book:
Detection, Estimation, and Modulation Theory, Part I, Harry L. Van Trees, John Wiley & Sons, Inc., 2001
6. Lecture notes etc.
Week |
Lecture Note |
HW/Solutions |
Additonal Notes |
| 1 | Introduction, MVUE | ||
| 3 | Cramer-Rao Lower Bound | ||
| 4 | Neyman-Fisher Factorization, Rao-Blackwell-Lehmann-Scheffe Theorem | ||
| 5 | BLUE, MLE | ||
| 6 | MLE, Bayesian Estimator-I | ||
| 7 | Bayesian Estimator-II | ||
| 8 | Kalman Filter | ||
| 9 | Introduction to Detetion | ||
| 10 | 11/26, mid-term Exam: only cover the materials on estimation theory | ||
| 11 | ROC Properties, Minimax Test, M-ary Hypothesis Testing | ||
| 12 | 12/10, TA: Review Mid-term Exam and Answer Questions | Out of town for a conference, our TA Xiaoyu Zhang will lead the class. | |
| 13 | Minimax Test, Asymptotic Performance of LRT | ||
| 14 | Sequential Tests | ||
| 15 | Karhunen-Loeve Decomposition | ||
| 16 | Composite Hypothesis Testing | ||