2019-Fall
EE251 Statistical Detection, Estimation, and Learning (SDEL)

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: 11:30am-12:00pm (or just drop by)

TA:
1. Zixin Wang (wangzx2@shanghaitech.edu.cn)
2. Jun Zong (zongjun@shanghaitech.edu.cn)
Office: SIST 1A-413
Office Hour: Tuesday, Wednesday 7:30pm-9:00pm

2. Class Schedule:

Time

Mon

Tue

Wed

Thu

Fri
8:15-9:00am          
9:10-9:55am          
10:15-11:00am Lecture
Rm1D-104

Prof. Luo
Office Hour
1C-403A

 Lecture
Rm1D-104		 Prof. Luo
Office Hour
1C-403A		  
11:10-11:55pm Lecture
Rm1D-104		 Prof. Luo
Office Hour
1C-403A		 Lecture
Rm1D-104		 Prof. Luo
Office Hour
1C-403A		  
1:00-1:45pm          
1:55-2:40pm          
3:00-3:45pm          
3:55-4:40pm          
4:50-5:35pm          
5:45-6:30pm          
6:40-7:25pm          
7:35-8:20pm   TA
Office Hour
1A-413		 TA
Office Hour
1A-413		    
8:30-9:15pm   TA
Office Hour
1A-413		 TA
Office Hour
1A-413		    
9:15-10:00pm          

3. Discussion Group:
https://piazza.com/shanghaitech.edu.cn/fall2019/ee251/home

4. Grading:
* Homework: 30%
* Midterm Exam: 30% [11/13, 10:15-12:15pm, Room 1D-104]
* Final Exam: 40% [12/25, 10:15-12:15pm, Room 1D-104]

5. Textbooks & References:
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
Detection, Estimation, and Modulation Theory, Part I, Harry L. Van Trees, John Wiley & Sons, Inc., 2001 (new edition @ 2013)

6. Lecture notes etc.

Week

Lecture Note

HW/Solutions

Additonal Notes

1. 9/9

Introduction, MVUE

HW1: [Solution1]
Chapter 2: 2.7, 2.11
Chapter 3: 3.6, 3.11, 3.12, 3.13,

HW due on 9/18

2. 9/16

Cramer-Rao Lower Bound, Neyman-Fisher Factorization

HW2: [Solution2]
Chapter 3: 3.10, 3.14, 3.15, 3.16, 3.17, 3.18

HW due on 9/25

3. 9/23

Rao-Blackwell-Lehmann-Scheffe Theorem
Supplementary Materials

HW3: [Solution3]
Chapter 3: 3.19, 3.20
Chapter 5: 5.3, 5.4, 5.5, 5.14, 5.15

HW due on 10/9

4. 9/30

 BLUE No HW

9.30 (Class)
10.1-10.7 (Holiday)

5. 10/7

BLUE, MLE
Expectation-Maximization

HW4: [Solution4]
Chapter 5: 5.16, 5.18
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

10.12 (Class)
HW due on 10/16

6. 10/14

Bayesian Estimator-I, Bayesian Estimator-II

HW5: [Solution5]
Chapter 10: 10.1, 10.2, 10.3, 10.4, 10.5, 10.6, 10.10, 10.11

HW due on 10/23

7. 10/21

Bayesian Estimator-II , Kalman Filter

HW6: [Solution6]
Chapter 11: 11.7, 11.11, 11.12
Chapter 12: 12.2, 12. 14, 12.19, 12.20

HW due on 10/30

8. 10/28

From Estimation to Statistical Detection

HW7: [Solution7]
Chapter 13: 13.4, 13.6, 13.10, 13.11, 13.13, 13.14, 13.15

HW due on 11/6

9. 11/4

Introduction to Detetion

HW8: [Solution8]
Levy’s book, Chapter 2: 2.4, 2.5, 2.7, 2.8, 2.10

HW due on 11/20

10. 11/11

Mid-Term Review and In-Class Mid-Term Exam

No HW

 

11. 11/18

Introduction to Detetion, Minimax Test, ROC

HW9: [Solution9]
Levy’s book, Chapter 2: 2.9 (follow-up of 2.8), 2.11 (follow-up of 2.10), 2.12

HW due on 11/27

12. 11/25

M-ary Hypothesis Testing
Asymptotic Performance of LRT

HW10: [Solution10]
2001 Van Trees’s, Chapter 2: 2.2.12, 2.2.15, 2.2.17, 2.2.19

HW due on 12/4

13. 12/2

Sequential Tests

HW11: Repeated Tests [Solution11]
Levy’s book, Chapter 3: 3.1, 3.2, 3.3, 3.4, 3.5

HW due on 12/11

14. 12/9

Composite Hypothesis Testing

HW12: Sequential Tests [Solution12]
Levy’s book, Chapter 3: 3.8, 3.9, 3.10, 3.11

HW due on 12/18

15. 12/16

Karhunen-Loeve Decomposition

HW13: Composite Hypothesis Tests [Solution13]
Levy’s book, Chapter 5: 5.2, 5.3, 5.4, 5.5,5.7,5.8, 5.9

HW due on 12/25

16. 12/23

EM Recap and CCCP
In-Class Final Exam on 12/25

No HW

 

17. 12/30

Final Exam Week