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GVP College of Engineering (A) 2015: M.Tech-Communication Engineering and Signal Processing

This document outlines a course on signal detection and estimation theory. The course aims to provide students with the basics of statistical decision theory used for signal detection and estimation. It examines the detection of deterministic and random signals using statistical models and comprehends the elements of nonparametric detection. The course also examines optimal signal parameter estimation in discrete time domains using filters. The course is divided into 5 units covering topics such as statistical decision theory, matched filtering, parameter estimation, Kalman filtering and nonparametric detection.

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Koti Gaddam
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95 views3 pages

GVP College of Engineering (A) 2015: M.Tech-Communication Engineering and Signal Processing

This document outlines a course on signal detection and estimation theory. The course aims to provide students with the basics of statistical decision theory used for signal detection and estimation. It examines the detection of deterministic and random signals using statistical models and comprehends the elements of nonparametric detection. The course also examines optimal signal parameter estimation in discrete time domains using filters. The course is divided into 5 units covering topics such as statistical decision theory, matched filtering, parameter estimation, Kalman filtering and nonparametric detection.

Uploaded by

Koti Gaddam
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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GVP COLLEGE OF ENGINEERING (A) 2015

SIGNAL DETECTION & ESTIMATION THEORY


(ELECTIVE –I)

Course Code:15EC2106 L P C
3 0 3

Pre requisites: Linear algebra, Signals and systems, Probability and


Random Processes.

Course Outcomes: At the end of the course, student is able to


CO1: Acquire basics of statistical decision theory used for signal
detection and estimation.
CO2: Examine the detection of deterministic and random signals
using statistical models.
CO3: Comprehend the elements and structure of nonparametric
detection.
CO4: Examine the performance of signal parameters using optimal
estimators.
CO5: Analyze signal estimation in discrete-time domain using
filters.

UNIT-I (10-Lectures)
REVIEW OF RANDOM VARIABLES:
Review of Gaussian variables and processes; problem formulation
and objective of signal detection and signal parameter estimation in
discrete-time domain.
STATISTICAL DECISION THEORY:
Bayesian, minimax, and Neyman-Pearson decision rules, likelihood
ratio, receiver operating characteristics, composite hypothesis testing,
locally optimum tests, detector comparison techniques, asymptotic
relative efficiency.

UNIT – II (10-Lectures)
DETECTION OF DETERMINISTIC SIGNALS:
Matched filter detector and its performance; generalized matched
filter; detection of sinusoid with unknown amplitude, phase,
frequency and arrival time, linear model.

M.TECH- COMMUNICATION ENGINEERING AND SIGNAL PROCESSING 14


GVP COLLEGE OF ENGINEERING (A) 2015

DETECTION OF RANDOM SIGNALS:


Estimator-correlator, linear model, general Gaussian detection,
detection of Gaussian random signal with unknown parameters, weak
signal detection.

UNIT – III (10-Lectures)


NONPARAMETRIC DETECTION:
Detection in the absence of complete statistical description of
observations, sign detector, Wilcoxon detector, detectors based on
quantized observations, robustness of detectors.

UNIT – IV (10-Lectures)
ESTIMATION OF SIGNAL PARAMETERS:
Minimum variance unbiased estimation, Fisher information matrix,
Cramer-Rao bound, Sufficient statistics, minimum statistics, complete
statistics; linear models; best linear unbiased estimation; maximum
likelihood estimation, invariance principle; estimation efficiency;
Bayesian Estimation: philosophy, nuisance parameters, risk functions,
minimum mean square error estimation, maximum a posteriori
estimation.

UNIT – V (10-Lectures)
SIGNAL ESTIMATION IN DISCRETE-TIME:
Linear Bayesian estimation, Weiner filtering, dynamical signal model,
discrete Kalman filtering.

TEXT BOOKS:
1. H. L. Van Trees, "Detection, Estimation and Modulation Theory:
Part I, II, and III”, John Wiley, NY, 1968.
2. H. V. Poor, "An Introduction to Signal Detection and Estimation",
Springer, 2/e, 1998.

REFERENCES:
1. M. Hays, “Statistical Digital Signal Processing and Modelling”,
John Willey and Sons, 1996.
2. Steven. M. Kay, “Fundamentals of Statistical Signal Processing:”
Volume I Estimation Theory, Prentice Hall, USA, 1998.

M.TECH- COMMUNICATION ENGINEERING AND SIGNAL PROCESSING 15


GVP COLLEGE OF ENGINEERING (A) 2015

3. Steven. M. Kay, “Fundamentals of Statistical Signal Processing:”


Volume I Detection Theory, Prentice Hall, USA, 1998.
4. K. Sam Shanmugam, Arthur M Breiphol, “Random Signals:
Detection, Estimation and Data Analysis”, John Wiley & Sons,
1998.

M.TECH- COMMUNICATION ENGINEERING AND SIGNAL PROCESSING 16

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