DETECTION AND ESTIMATION THEORY
cod. 16626

Academic year 2009/10
1° year of course - First semester
Professor
Academic discipline
Telecomunicazioni (ING-INF/03)
Field
A scelta dello studente
Type of training activity
Student's choice
72 hours
of face-to-face activities
9 credits
hub:
course unit
in - - -

Learning objectives

To describe the foundation of detection and estimation theory.

Prerequisites

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Course unit content

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Discrete representation of deterministic and random signals.
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Estimation theory--Statistic model for estimation. Estimation of deterministic parameters: ML criterion. Estimation of stochastic parameters: Bayes criterion. Cramer-Rao inequality. Minimum mean square linear estimation. Prediction and filtering. Wiener filter. Kalman filter.
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Detection theory--Statistic model for detection. Bayes criterion, MAP criterion, Minimax criterion, Neyman-Pearson criterion. Detection in the presence of additive white Gaussian noise. Sufficient statistics. Matched filter. Detection in the presence of additive Gaussian colored noise: reversibility theorem. Detection in the presence of random parameters.

Full programme

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Bibliography

<p>R. Raheli, G. Colavolpe, Trasmissione numerica, Monte Università Parma editore, 2004. <p>H. L. Van Trees, "Detection, estimation and modulation theory, Part I", John Wiley and Sons, 2001. <p>S. M. Kay, "Fundamentals of Statistical Signal Processing, Volume I: Estimation Theory", Prentice Hall, 1993. <p>A. Papoulis, "Probability, random variables and stochastic processes", McGraw-Hill, 3rd ed., 1991. <p>S. M. Kay, "Fundamentals of Statistical Signal Processing, Volume II: Detection Theory", Prentice Hall, 1993.

Teaching methods

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Assessment methods and criteria

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Other information

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