Day/Time: | MW 12:30pm -- 1:45pm EST |
Location: | EGR Building (088) -- Room 3106 |
Armand M. MAKOWSKI | |
Office: | AVW - 2357 |
Voice: | (301) 405 - 6844 |
Fax: | (301) 314 - 9281 |
Email: | armand@isr.umd.edu |
Day/Time: | MW 10:30am - 12:00am EST |
Also by appointment |
Lecture Notes: | Armand M. MAKOWSKI and Prakash L.K. NARAYAN |
An Introduction to Estimation and Detection Theory |
Suggested text: | H. Vincent POOR |
An Introduction to Signal Detection and Estimation (Second Edition) | |
Springer Texts in Electrical Engineering | |
Springer, New York (NY), 2010. | |
ISBN 978-1-4757-3865-0 | |
ISBN 978-1-4757-3863-6 (eBook) |
Traditional outlets | Amazon | Amazon |
Barnes & Noble | Barnes & Noble | |
Ecampus' Market Place | Market Place | |
TextBookX.com | TextBookX.com | |
Buy.com | Buy.com | |
Textbooks.com | Textbooks.com |
Also, some sites allow you to rent books while others will offer e-versions to be downloaded.
Additional material and information concerning Detection Theory can be found in the following books and references (with coverage similar to the text of H.V. Poor):
M. BARKAT, Signal Detection and Estimation, Artech House, Inc., Norwood (MA) (1991).
J.O. BERGER, Statistical Decision Theory: Foundations, Concepts and Methods, Springer Series in Statistics, Springer--Verlag, New York (NY) (1980).
T.S. FERGUSON, Mathematical Statistics: A Decision--Theoretic Approach, Academic Press, New York (NY) (1967).
C.W. HELSTROM, Statistical Theory of Signal Detection, Pergamon Press, Oxford (U.K.) (1968).
D. KAZAKOS and P. PAPANTONI--KAZAKOS, Detection and Estimation, Computer Science Press, New York (NY) (1990).
E.L. LEHMANN, Testing Statistical Hypotheses, John Wiley & Sons, New York (NY) (1950).
I. SELIN, Detection Theory, Princeton University Press, Princeton (NJ) (1965).
M.D. SRINATH and P.K. RAJASEKARAN, An Introduction to Statistical Signal Processing with Applications, John Wiley & Sons, New York (NY) (1979).
H.L. VAN TREES, Detection, Estimation and Modulation Theory, Parts II and III, John Wiley & Sons, New York (NY) (1968).
A. WALD, Sequential Analysis, Dover, New York (NY) (1973).
A.D. WHALEN, Detection of Signals in Noise, Detection of Signals in Noise, Academic Press, New York (NY) (1971).
C.L. WEBER, Elements of Detection and Signal Design, Springer--Verlag, New York (NY) (1987).
Additional material and information concernng estimation Theory can be found in the following books and references (with coverage similar to the text of H.V. Poor):
H. CRAMER, Mathematical Methods of Statistics, (English Translation), Princeton University Press, Princeton (NJ) (1946).
M.H.A. DAVIS, Linear Estimation and Stochastic Control, Chapman and Hall, London (U.K.) (1979).
D. KAZAKOS and P. PAPANTONI--KAZAKOS, Detection and Estimation, Computer Science Press, New York (NY) (1990).
A.P. SAGE and J.L. MELSA, Estimation Theory, with Applications to Communications and Control, McGraw--Hill, New York (NY) (1971).
ENEE 620: Random Processes in Communication and Control |
Students who have taken a courses with comparable content may contact the department. |
Topics to be covered include:
Detection Theory: Simple and composite hypotheses; Bayes, Minimax and Neyman-Pearson formulations.
Estimation Theory -- The Bayesian case: Estimation of random parameters; Important special cases (MMSE, MMAE, etc); Robustness results; The Gaussian case,, Linear Minimum Mean-Square estimators, and Kalman filtering
Estimation Theory -- Estimation of unknown parameters: MVUEs and the Rao-Blackwell Theorem; Cramer-Rao lower bounds and efficiency; The Maximum Likelihood (ML) Principle: Properties of ML estimators
This list will be periodically updated during the semester
Homework assignments and answer sets can be found by simply clicking here. They will be posted weekly before the beginning of the week.
Click here for the weekly reading assignments
Lecture notes will be made available and periodically updated. Here are additional lecture notes concerning the parameter estimation problem and mean-square estimation. Comments and feedback welcome.
The final grade for the course will be based on performance on two tests and a final exam; their respective contributions to the final grade are listed below. All examinations will take place in the classroom EGR -- Room 3106. All dates are tentative and subject to changes.
Exam 1 (30%) on March 15 | Answer key is available here | ||
Take-home | |||
HPV: | Chapters I and II | ||
Lecture Notes: | Detection Theory | ||
Exam 2 (30%) on May 10 | Answer key available here | ||
Take -home | |||
HPV: | Chapters IV (IV.A-IV.D) and Chapter V (V.A-V.C) | ||
Lecture notes on parameter estimation | |||
Final (40%) on May 18 | CUMULATIVE | Answer key is available here | |
Closed book with one-page crib sheet allowed | |||
HPV: | Chapters I, II, IV (IV.A-IV.D) and V (V.A-V.C) | ||
Lecture Notes: | lecture Notes on Detection Theory, parameter estimation and mean-square estimation |
01/25/2017 | First day of class | Welcome to the Spring 2017 semester! |
01/25/2017 | First lecture | Welcome to ENEE 621 |
03/13/2017 | Additional lecture | 11:00am -- 12:15pm in EGR Room 1110 |
03/15/2017 | TEST # 1 | Take-home exam |
03/20/2017 | Spring Break | No class |
03/22/2017 | Spring Break | No class |
03/27/2017 | No class | |
04/03/2017 | Additional lecture | 2:00pm -- 3:15pm in EGR Room 1110 |
04/10/2017 | No class | |
04/17/2017 | Additional lecture | 2:00pm -- 3:15pm in EGR Room 1110 |
04/24/2017 | Additional lecture | 2:00pm -- 3:15pm in EGR Room 1110 |
Cancelled due to university closing caused by fire in College Park | ||
05/01/2017 | Additional lecture | 2:00pm -- 3:15pm in EGR Room 1110 |
05/08/2017 | Additional lecture | 2:00pm -- 3:15pm in EGR Room 1110 |
05/10/2017 | Last lecture | |
05/10/2017 | TEST # 2 | Take-home exam |
05/11/2017 | Last day of class | |
05/18/2017 | FINAL EXAM | 8:00am - 10:00am in Classroom Room 3106 |
BE THERE ON TIME! | ||
CUMULATIVE | ||
Closed book but one-page crib sheet allowed |