ECE 531: Detection and Estimation Theory

Prof. Mojtaba Soltanalian, UIC

Course webpage: http://msol.people.uic.edu/ECE531

Popular science description: here and here!

Lectures & office hours

Lectures are given Tuesdays and Thursdays, 2:00-3:15pm in 308 LH

Office hours: Thursdays 3:45-5:00pm, SEO 1031

Textbook and optional references

* Fundamentals of Statistical Signal Processing, Volume 1: Estimation Theory, by Steven M. Kay, Prentice Hall, 1993, and (possibly)

* Fundamentals of Statistical Signal Processing, Volume 2: Detection Theory, by Steven M. Kay, Prentice Hall 1998,

available in hard copy at the UIC Bookstore.

The following online resources will be partly used in the class:

http://user.it.uu.se/~ps/sysidbook.pdf
http://user.it.uu.se/~ps/SAS-new.pdf

Other useful references:

- Harry L. Van Trees, Detection, Estimation, and Modulation Theory,

- H. Vincent Poor, Introduction to Signal Detection and Estimation

- Louis L. Scharf and Cedric Demeure, Statistical Signal Processing: Detection, Estimation, and Time Series Analysis

- Carl Helstrom, Elements of Signal Detection and Estimation.

 

Lectures

- The slides can be found here.

 

Date

To be covered

Further info.

1/15

Introduction to ECE 531

1/17

Basics- A Refresher

1/22

Minimum Variance Unbiased Estimator (MVUE)

1/24

Cramer-Rao Lower Bound (CRLB)

1/29

CRLB / Linear Model

1/31

General MVUE

2/5

General MVUE

2/7

Best Linear Unbiased Estimator (BLUE)

2/12

Review Class

2/14

Midterm 1

2/19

Maximum Likelihood (ML) Estimation

2/21

ML Estimation

2/26

Least Squares Estimation

2/28

Bayesian Estimation

3/5

Kalman Filtering

3/7

Review Class

3/12

Midterm 2

 

3/14

Detection Theory- Preliminaries

 

3/19

Detection Theory- Preliminaries

3/21

No Classes

 

3/26

Spring Break, No Classes

3/28

Spring Break, No Classes

4/2

Detection Theory- Deterministic Signals

Deadline to select project topic

4/4

Detection Theory- Random Signals

4/9

Selected Topics

4/11

Review Class

4/16

Project Presentations

4/18

Project Presentations

4/23

No Classes

4/25

No Classes

4/30

Project Presentations

5/2

Project Presentations

Final Exam Week 5/6 - 5/10


Course requirements and grading

Paper Presentations & Discussions 10%

Computer Project 15%

Homework 15%

Midterm exams 15% each

Final exam 30%

 

* An extra paper presentation for 10% bonus point may be accommodated. Prior consent from the instructor is required.

* These weights are approximate and may be subject to change.

* Late homework will not be accepted.

 

Homework (updated 4-15-2019)

HW1: out 2/7 due 2/14 -- Estimation Book, problems 1.4, 2.9, 2.11, 3.10, 3.11, 3.12

HW2: out 2/7 due 2/19 -- Estimation Book, problems 4.1, 4.2, 5.9, 6.6, 6.13

HW3: out 4/15 due 4/30 -- Detection Book, problems 3.8, 3.14, 4.1, 4.6

HW4: out 4/15 due 5/2 -- Detection Book, problems 4.10, 5.12, 5.13

 

Paper presentations

The presentations should be around 20-25 mins.

Some suggested papers can be found here.

 

 

Note

Students who wish to observe religious holidays should notify the instructor by the tenth day of the semester of the date when they will be absent unless the religious holiday is observed on or before the tenth day of the semester. In such cases, the students should notify the instructor at least five days in advance of the date when he/she will be absent. Every reasonable effort will be made to honor the request.

Academic dishonesty by students including plagiarism will result in appropriate disciplinary action. Intentional use or attempt to use unauthorized assistance, materials, information, or people in any examination, quiz, or assignment may lead to penalties such as a failing grade. College of Engineering and University guidelines will be followed.