EC466 Detection and Estimation Theory

Course Name: 

EC466 Detection and Estimation Theory


B.Tech (ECE)


Programme Specific Electives (PSE)

Credits (L-T-P): 

(3-1-0) 4


Preliminaries on probability and random processes. Hypothesis testing: Neyman-Pearson theorem, likelihood ratio test and generalized likelihood ratio test, uniformly most powerful test, multiple-decision problem, detection of deterministic and random signals in Gaussian noise, detection in nonGaussian noise, sequential detection. Parameter estimation: unbiasedness, consistency, Cramer-Rao bound, sufficient statistics, Rao-Blackwell theorem, best linear unbiased estimation, maximum likelihood estimation, method of moments. Bayesian estimation: MMSE and MAP estimators, Levinson-Durbin and innovation algorithms, Wiener filter, Kalman filter. Applications in Wireless Communication, Radar Systems, Speech, Image and Video processing and applications relevant to Engineering.


Steven Kay, Fundamentals of Statistical Signal Processing - Detection Theory (Vol. 2), Prentice Hall, 1998.
Steven Kay, Fundamentals of Statistical Signal Processing - Estimation Theory (Vol. 1), Prentice Hall, 1993.
H. V. Poor, An Introduction to Signal Detection and Estimation, Springer-Verlag, 2nd edition, 1994.
H. L. Van Trees, Detection, Estimation and Modulation Theory, Parts 1 and 2, John Wiley Inter- Science, 2002
M. D. Srinath, P. K. Rajasekaran and R. Vishwanathan, An Introduction to Statistical Signal Processing with Applications, Prentice-Hall, 1996.
Kailath,T. and Hassibi, Linear Estimation, Pearson, 2000


Electronics and Communication Engineering(ECE)

Contact us

Prof. N. Shekar V. Shet, Professor and Head, 
Department of ECE, NITK, Surathkal
P. O. Srinivasnagar,
Mangalore - 575 025 Karnataka, India.

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