CE724 Detection & Estimation Theory

Course Name: 

CE724 Detection & Estimation Theory

Programme: 

M.Tech (CE)

Semester: 

Second

Category: 

Programme Core (PC)

Credits (L-T-P): 

(3–1–0) 4

Content: 

Hypothesis Testing, Neyman Pearson Lemma, UMP test, Decision Theoretic framework, Multiple-Decision Problem. Parameter Estimation - Unbiasedness, Consistency, asymptotic normality, sufficient statistics, minimax estimation, decision theoretic framework, Rao-Blackwell theorem, Cramer – Rao inequality. Estimation: Minimum mean square linear estimation, Wiener filter, Kalman filter, Levinson – Durbin and innovation algorithms

References: 

H. L. Van Trees Detection, Estimation and Modulation Theory, Part I, John Wiley, 1968.
Srinath, Rajasekaran and Viswanathan, Introduction to Statistical Signal Processing with applications, PHI, 1995.
Steven M. Kay, Fundaments of Statistical Signal Processing, Vol. I:Estimation Theory, Vol. II: Detection Theory, Prentice Hall International, 1993
Papoulis A., Probability Random Variables and Stochastic Processes, McGraw Hill, 2002
H. Stark and J. W Woods, Probability and Random Processes with applications to signal processing, Pearson Education, 2002
 

Contact us

Dr. U. Shripathi Acharya,  Professor and Head, 
Department of E&C, NITK, Surathkal
P. O. Srinivasnagar,
Mangalore - 575 025 Karnataka, India.

  • Hot line: +91-0824-2473046

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