1. Lecturer:
Prof. Xiliang Luo (luoxl@shanghaitech.edu.cn)
Office: 413, Buiding 8, 100 Haike Rd
Office Hour:
Tuesday, Thursday, 8:00am-10:00am
2. TA:
Shengda Jin (jinshd@shanghaitech.edu.cn)
Office: 4th Floor, Builidng 8, 100 Haike Rd
Office Hour:
Tuesday, Thursday, 8:00am-10:00am
3. Piazza Discussion Forum:
https://piazza.com/class/isyla0s68imsv
4. Grading:
* Homework: 40%
* Midterm: 30% [8:00-10:00am, 10/28, one A4 cheat sheet allowed]
* Final Research Project: 30% [Due on 1/1/2017, each group contains at most 3 students and need to justify the load and demonstrate the work quality!]
5. Textbook:
Fundamentals of Statistical Signal Processing: Estimation Theory/Detection Theory, Steven M. Kay, Prentice Hall, 1993
6. Reference book:
Principles of Signal Detection and Parameter Estimation, Benard C. Levy, Springer, 2008
Detection, Estimation, and Modulation Theory, Part I, Harry L. Van Trees, John Wiley & Sons, Inc., 2001
7. Lecture notes etc.
Week |
Lecture Note |
HW/Solutions |
Additonal Notes |
| 9/12 | Introduction, MVUE | ||
| 9/19 | Cramer-Rao Lower Bound | ||
| 9/26 | Neyman-Fisher Factorization, Rao-Blackwell-Lehmann-Scheffe Theorem | ||
| 10/3 | BLUE, MLE | ||
| 10/10 | MLE, Bayesian Estimator-I | ||
| 10/17 | Bayesian Estimator-II Kalman Filter | ||
| 10/24 | Mid-Term Exam | ||
| 10/31 | Kalman Filter | ||
| 11/7 | Introduction to Detetion | ||
| 11/14 | ROC Properties, Minimax Test, | ||
| 11/21 | Minimax Test, M-ary Hypothesis Testing | ||
| 11/28 | Minimax Test, Asymptotic Performance of LRT | ||
| 12/5 | Sequential Tests | ||
| 12/12 | Karhunen-Loeve Decomposition | ||
| 12/19 | Composite Hypothesis Testing | ||
| 12/26 | |||
| 1/2 |