EEE 556 Detection and Estimation

Text: Elements of Signal Detection and Estimation by C.W. Helstrom

Outline

I. Probabilistic Foundations of Detection

A. Bayesian and Neyman-Pearson perspectives
B. Measures of detector performance
C. Operating characteristics
D. Sufficient statistics

II. Optimal Detection of Signals in Noise

A. Known signals
B. Narrowband signals with unknown parameters
C. Detection with Multiple Observations
D. Coherent and incoherent signals
E. Distributed detection
F. Sequential detection

III. Estimation of Signal Parameters

A. Maximum likelihood and maximum a posteriori estimation
B. Fisher information and Cramer-Rao bound
C. Time delay estimation
D. Estimation of narrowband signal parameters

IV. Detection of Stochastic Signals

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