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Lehrende: Prof. Dr.-Ing. Abdelhak Zoubir
Veranstaltungsart:
Seminar
Orga-Einheit: FB18 Elektrotechnik und Informationstechnik
Anzeige im Stundenplan:
Signal Detection
Fach:
Anrechenbar für:
Semesterwochenstunden:
3
Unterrichtssprache:
Englisch
Min. | Max. Teilnehmerzahl:
- | -
Lehrinhalte:
Signal detection and parameter estimation are fundamental signal processing<br />tasks. In fact, they appear in many common engineering operations under<br />a variety of names. In this course, the theory behind detection<br />and estimation will be presented, allowing a better understanding of how<br />(and why) to design "good" detection and estimation schemes.<br /><br />These lectures will cover:<br /><br /><br />Part I - Fundamentals<br /><br /> Detection Theory<br /> Hypothesis Testing<br /> Bayesian Tests<br /> Ideal Observer Tests<br /> Neyman-Pearson Tests<br /> Receiver Operating Characteristics<br /> Uniformly Most Powerful Tests<br /> The Matched Filter<br /><br /> Estimation Theory<br /> Types of Estimators<br /> Maxmimum Likelihood Estimators<br /> Sufficiency and the Fisher-Neyman/Factorisation Criterion<br /> Unbiasedness and Minimum variance<br /> Fisher Information and the CRB<br /> Asymptotic properties of the MLE
Literatur:
[1] Jerry D. Gibson and James L. Melsa. Introduction to Nonparametric Detection
with Applications. IEEE Press, 1996.
[2] S. Kassam. Signal Detection in Non-Gaussian Noise. Springer Verlag, 1988.
[3] S. Kay. Fundamentals of Statistical Signal Processing: Estimation Theory.
Prentice Hall, 1993.
[4] S. Kay. Fundamentals of Statistical Signal Processing: Detection Theory.
Prentice Hall, 1998.
[5] E. L. Lehmann. Testing Statistical Hypotheses. Springer Verlag, 2nd edition, 1997.
[6] E. L. Lehmann and George Casella. Theory of Point Estimation. Springer
Verlag, 2nd edition, 1999.
[7] A. Leon-Garcia. Probability and Random Processes for Electrical Engineering.
Addison Wesley, 2nd edition, 1994.
[8] P. Peebles. Probability, Random Variables, and Random Signal Principles.
McGraw-Hill, 3rd edition, 1993.
[9] H. Vincent Poor. An Introduction to Signal Detection and Estimation.
Springer Verlag, 2nd edition, 1994.
[10] Louis L. Scharf. Statistical Signal Processing: Detection, Estimation,
and Time Series Analysis. Pearson Education POD, 2002.
[11] Harry L. Van Trees. Detection, Estimation, and Modulation Theory,
volume I,II,III,IV. John Wiley & Sons, 2003.
[12] A. M. Zoubir and D. R. Iskander. Bootstrap Techniques for Signal Processing.
Cambridge University Press, May 2004.
Voraussetzungen:
Vordiplom / Bachelor
Erwartete Teilnehmerzahl:
10
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