ECSE-6520

Detection and Estimation Theory

Classical statistical decision theory, decision criteria, binary and composite hypothesis tests. Statistical models of signals and noise. Detection of known signals in Gaussian noise. Receiver operating characteristics and error probability. Applications to radar and communications. Detection of signals with unknown or random parameters, detection of stochastic signals, nonparametric detection techniques. Statistical estimation theory, performance measures. Cramer-Rao bounds, estimation of unknown signal parameters, optimum demodulation, signal design. Prerequisites: probability theory and ECSE-6510. Spring term annually.

3 credit hours