檢測與估計

This is considered a fundamental course in statistical signal processing and is a continuation of the MMASP series in the department. So the name of the course is actually Detection and Estimation (MMASP-II). Topics that will be covered will include classical and Bayesian estimation (may include Kalman filtering). Hypothesis testing: Neyman-Pearson Theorem, Bayesian Approach and GLRT (if possible). An option will be given to students enroll in the class to dictate the coverage toward the end of the semester to include either Kalman filtering or Bayesian detection.

Linear Algebra, Probability and Statistics, Stochastic Process, Introductory Applied Statistics (helpful but not required).

http://cwww.ee.nctu.edu.tw/~cfung/courses/2017_2018/DE/

-- Written Assignment (0%) -- Optional. -- Matlab Assignment (25%) -- Due time depending on assignments. Hand in before end of class. -- Each day will result in 50% reduction of the full grade. -- Final project (35%) -- Due date: Jun 20, 2018 at 23:59:59. Submit presentation (ppt) and code (Matlab) in zip file to the E3 system. -- Oral presentation (12 min) per person, Q/A (5 min) on Jun. 21, 2018. Credit given to students who ask “good” questions. -- Each day will result in 50% reduction of the full grade. -- Class Participation (0-10%) -- Given to students who 1) actively participate in class, for example, raising good questions, and 2) borderline in terms of grades. -- No credit will be given for simply showing up. -- Midterm (20%) -- Length: 2 hour exam. -- Scope: Covers everything from beginning of the course until Kay I: Ch. 7 (inclusive). -- Open textbook (Kay I and II), notes, and homework assignments. -- Final (20%) -- Length: 2 hour exam. -- Scope: Comprehensive. -- Open textbook, notes, and homework assignments.

-- Textbook : FUNDAMENTALS OF STATISTICAL SIGNAL PROCESSING, VOL. I AND II by S.M. Kay, Prentice Hall, 1993 (vol I), 1998 (vol. II). (Kay-I and Kay-II) - Ch. 1-12 (vol. I), Ch. 13 (may be covered) and Ch. 1-5 (vol. II) will be covered. Kay-II Ch. 6 may be covered. -- References: PRINCIPLES OF SIGNAL DETECTION AND PARAMETER ESTIMATION by B.C. Levy, Springer, 2008. (Good initial reference for robust estimation) STATISTICAL SIGNAL PROCESSING: DETECTION, ESTIMATION, AND TIME SERIES by L.L. Scharf (collaboration with C?dric Demeure), Addison-Wesley, 1991. DETECTION, ESTIMATION, AND MODULATION THEORY, PART I by H.L. Van Trees, Wiley, 2001. STATISTICAL INFERENCE, G. Casella and R.L. Berger, Duxbury Thomson Learning, 2002. (1990 1st Ed. is also fine) THEORY OF POINT ESTIMATION, E.L. Lehmann and G. Casella, 2nd Ed., Springer, 1998. TESTING STATISTICAL HYPOTHESIS, E.L. Lehmann and J.P. Romano, 3rd Ed., Springer, 2005. -- Lecture notes.

地點

Blg. Room: ED 525

時間

15:30 – 18:20, Wednesday, Spring 2018

聯絡方式

Office: ED 639, 03-573-1862 Office Hours: TBA or by appointment