2017-Fall
EE251 Signal Detection, Parameter Estimation, and Statistical Learning

School of Information Science and Technology
ShanghaiTech University

1. Lecturer:
Prof. Xiliang Luo (luoxl@shanghaitech.edu.cn)
Office: SIST 1C-403A, 393 Middle Huaxia Road, Pudong District, Shanghai
Office Hour: Tuesday, Thursday, 8:00pm-9:00pm

2. TA:
Hanyu Zhu (zhuhy@shanghaitech.edu.cn)
Office: SIST 1C-402
Office Hour: TBD

3. Piazza Discussion Forum:
piazza.com/shanghaitech.edu.cn/fall2017/ee251

4. Grading:
* Homework: 40%
* Midterm: 30% [Nov. 15, 10:15-12:15pm, Room 106]
* Final Research Project: 30% [Project Resources, due on 1/21/2018]

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
9/18 Introduction, MVUE

HW1:
Chapter 2: 2.7, 2.11
Chapter 3: 3.6, 3.11, 3.12, 3.13, 3.16, 3.18, 3.19, 3.20
Solution

  
9/25 Cramer-Rao Lower Bound HW2:
Chapter 3: 3.10, 3.14, 3.15, 3.17
Complete the proof for the asymptotic CRLB
Solution		  
10/2      
10/9 Neyman-Fisher Factorization,
Rao-Blackwell-Lehmann-Scheffe Theorem		 HW3:
Chapter 5: 5.3, 5.4, 5.5, 5.14, 5.15, 5.16, 5.18
Solution		  
10/16 BLUE, MLE HW4:
Chapter 6: 6.1, 6.4, 6.5, 6.9, 6,14
Chapter 7: Appendix 7A: verify the asymptotic optimality of MLE, 7.1, 7.5, 7.6, 7.16, 7.19
Solution		  
10/30 MLE, Bayesian Estimator-I HW5:
Chapter 10: 10.1, 10.2, 10.3, 10.4, 10.5, 10.6, 10.10, 10.11
Solution		  
11/6

Bayesian Estimator-II
Kalman Filter

 HW6:
Chapter 11: 11.7, 11.11, 11.12
Chapter 12: 12.2, 12. 14, 12.19, 12.20
Solution		  
11/13 Mid-Term Review: Nov. 13
In-Class Mid-Term Exam: Nov. 15, 10:15am-12:15pm
 2016 Mid-Term Exam Problems  
11/20 Kalman Filter HW7:
Chapter 13: 13.4, 13.6, 13.10, 13.11, 13.13, 13.14, 13.15
Solution		  
11/27 Introduction to Detetion, ROC HW8:
Levy’s, Chapter 2: 2.4, 2.5, 2.7, 2.8, 2.10
Solution		  
12/4 Karhunen-Loeve Decomposition
Project Preparation
 HW9:
Levy's, Chapter 7: 7.1, 7.2, 7.4, 7.5
Solution		 Out of Town
in Singapore
12/11 Minimax Test, M-ary Hypothesis Testing
Asymptotic Performance of LRT

HW10:
Levy’s, Chapter 2: 2.9, 2.11, 2.12
Van Trees’s, Chapter 2: 2.2.12, 2.2.15, 2.2.17, 2.2.19
Solution

  
12/18 Sequential Tests HW11:
Read Levy, Chapter 3 and finish the following problems:
3.1, 3.2, 3.3, 3.4, 3.5
Solution		  
12/25 Time for Project, NO CLASS
Merry Christmas to Everyone!		 HW12:
Levy, Chapter 3: 3.8, 3.9, 3.10, 3.11
Solution		 Out of Town
in San Diego
1/1 Composite Hypothesis Testing
 HW13
Read Levy, Chapter 5 and finish the following problems: 5.2, 5.3, 5.4, 5.5,5.7,5.8, 5.9
Solution		  
1/8      
1/15 Final Exam Week-2

Project report is due on 1/21/2018!!

 Class Projects