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: Jun Zong (zongjun@shanghaitech.edu.cn)
Office: SIST 1C-402
Office Hour: Monday-Friday afternoon
2. Class Schedule:
Time |
Mon |
Tue |
Wed |
Thu |
Fri |
| 8:15-9:00am | |||||
| 9:10-9:55am | |||||
| 10:15-11:00am | Office Hour, 1C-403A | Office Hour, 1C-403A | 1B-110, LEC | ||
| 11:10-11:55pm | Office Hour, 1C-403A | Office Hour, 1C-403A | 1B-110, LEC | ||
| 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 | 1B-110, LEC | ||||
| 8:30-9:15pm | 1B-110, LEC | ||||
| 9:15-10:00pm |
3. Discussion Group:
To be updated
4. Grading:
* Homework: 30%
* Midterm Exam: 30% [4/12, 10:15-12:15pm, Room 1B-110]
* Final Exam: 40% [6/7, 10:15-12:15pm, Room 1B-110]
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 |
| 2/18 | Introduction, MVUE | ||
| 2/25 | Cramer-Rao Lower Bound | 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 |
|
| 3/4 | Neyman-Fisher Factorization, |
HW2: Chapter 3: 3.10, 3.14, 3.15, 3.17 + Complete the proof for the asymptotic CRLB |
|
| 3/11 | Rao-Blackwell-Lehmann-Scheffe Theorem | HW3: Chapter 5: 5.3, 5.4, 5.5, 5.14, 5.15, 5.16, 5.18 |
|
| 3/18 | 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 |
|
| 3/25 | MLE, Bayesian Estimator-I | HW5: Chapter 10: 10.1, 10.2, 10.3, 10.4, 10.5, 10.6, 10.10, 10.11 |
|
| 4/1 | HW6: Chapter 11: 11.7, 11.11, 11.12 Chapter 12: 12.2, 12. 14, 12.19, 12.20 |
||
| 4/8 | Kalman Filter |
||
| 4/15 | Kalman Filter | HW7: Chapter 13: 13.4, 13.6, 13.10, 13.11, 13.13, 13.14, 13.15 |
|
| 4/22 | Introduction to Detetion, ROC | HW8: Levy’s, Chapter 2: 2.4, 2.5, 2.7, 2.8, 2.10 |
|
| 4/29 | Minimax Test, ROC |
HW9: |
|
| 5/6 | M-ary Hypothesis Testing Asymptotic Performance of LRT |
HW10: Van Trees’s, Chapter 2: 2.2.12, 2.2.15, 2.2.17, 2.2.19 |
|
| 5/13 | Sequential Tests | HW11: Repeated Tests Read Levy, Chapter 3 and finish the following problems: 3.1, 3.2, 3.3, 3.4, 3.5 |
|
| 5/20 | Composite Hypothesis Testing | HW12: Sequential Tests Levy, Chapter 3: 3.8, 3.9, 3.10, 3.11 |
|
| 5/27 | Karhunen-Loeve Decomposition | HW13: Read Levy, Chapter 5 and finish the following problems: 5.2, 5.3, 5.4, 5.5,5.7,5.8, 5.9 |
|
| 6/3 | Final Exam | ||
| 6/10 |
|
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