ECE 565 Estimation, Filtering, and Detection

Catalog Description: Principles of estimation, linear filtering, and detection. Credits: 4 Terms Offered: Fall

Prerequisites: ECE 353 Courses that require this as a prerequisite: None. Structure: Two 110-minute lectures per week Instructors: R. Raich Course Content: Estimation: linear and nonlinear minimum mean squared error estimation, and other strategies. Linear filtering: Wiener filtering, the orthogonality principle. Detection: simple, composite, binary and multiple hypotheses. Neyman-Pearson and Bayesian approaches. Applications: Measureable Student Learning Outcomes: Students are expected to demonstrate the ability to: 1. Identify and analyze the underlying statistical model for a given problem in estimation / detection (observation space, parameter space, hypotheses). 2. Formulate optimal parameter estimation (maximum likelihood, maximum a posteriori, method of moments, least squares) and detection criteria (Neyman-Pearson, GLRT) 3. Evaluate the performance of estimators or classifiers both analytically and by simulation.

Course Schedule: Week Content 1 Intro to statistical signal processing, Eigendecompositions and the spectral theorem The multivariate Gaussian distribution 2 Least squares estimation, Nonlinear least squares Recursive least squares 3 Estimation theory Maximum likelihood estimation (Gaussian case LS) Cramer-Rao lower bound Application: AOA estimation 4 Minimum variance unbiased estimation Sufficient statistics MVUE via Rao-Blackwell 5 Bayesian estimation Bayesian estimation: Gaussian linear model Application: Wavelet denoising 6 Linear estimation

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Linear prediction, filtering, and smoothing Wiener filtering Application: Channel estimation Detection theory Bayes risk detection Neyman-Pearson detection Application: Binary symmetric channel Signal detection in Gaussian noise UMP tests and the Karlin-Rubin theorem Bayes factors and GLRTs CFAR detection Application: Rayleigh fading channel A statistician's perspective

Evaluation of Student Performance: 4 homework assignments (30%) 1 course project with analytical and MATLAB simulation parts, in teams of two (70%)

Learning Resources: Coursepack: EECS564 Detection, Estimation and Filtering by Prof. Alfred Hero Fundamentals of Statistical Processing, Volume I: Estimation Theory (Prentice Hall Signal Processing Series) ISBN-10: 013504135X Fundamentals of Statistical Signal Processing, Volume 2: Detection Theory (Prentice Hall Signal Processing Series) ISBN-10: 0133457117 Detection, Estimation, and Modulation Theory, Part I (Paperback) by Harry L. Van Trees (Author) ISBN-10: 0471095176

Statement Regarding Students with Disabilities "Accommodations are collaborative efforts between students, faculty and Services for Students with Disabilities (SSD). Students with accommodations approved through SSD are responsible for contacting the faculty member in charge of the course prior to or during the first week of the term to discuss accommodations. Students who believe they are eligible for accommodations but who have not yet obtained approval through SSD should contact SSD immediately at 737-4098." Link to Statement of Expectations for Student Conduct, i.e., cheating policies http://oregonstate.edu/admin/stucon/achon.htm