ECEn 672
Detection & Estimation Theory

Anouncements

Welcome to ECEn 672 

Syllabus


Wynn Stirling
Professor
CB 459
Office Hours: open (for graduate students) or by appointment
(801) 422-7669
wynn@ee.byu.edu



Text

Moon and Stirling, Mathematical Methods and Algorithms for Signal Processing, Prentice Hall, 2000 (ISBN 0-201-36186-8).. There is a fairly extensive errata list that you can obtain by clicking here. We will cover Part III of the text (chapters 10-13), and there will be several handouts to cover supplementary material

  Lecture notes in the bookstore.

Conditional Expectations Supplement

Lecture notes

Ito Calculus

Chen manuscript

Tutorial on Particle Filters

Lecture Notes from ECEn670

Lecture Notes from ECEn671

Homework

Homework Set #1  (Due 1 Feb)  Solutions

Homework Set #2  (due 22 Feb )  Solutions

Homework Set #3  Note: problem #5 should be 12.6.19 rather than 12.6.9 (due 21 Mar)   Solutions

Homework Set #4  (due 18Apr)    Solutions



Midterm #1 Solutions

Midterm #2 Solutions

Reference Books

Scharf, Statistical Signal Processing: Detection, Estimation and Time Series Analysis, Addison-Wesley, Inc., 1991 (ISBN 0-201-19038-9)
Kay, Fundamentals of Statistical Signal Processing, Estimation Theory, Volume I, Prentice-Hall, Inc., 1993 (ISBN 0-13-345711-7)
Kay, Fundamentals of Statistical Signal Processing, Detection Theory, Volume II, Prentice-Hall, Inc., 1998 (ISBN 0-13-504135-X)
Kailath, Sayed, Hassibi, Linear Estimation, Prentice-Hall, Inc., 2000 (ISBN 0-13-022464-2)
Helstrom, Elements of Signal Detection & Estimation, Prentice-Hall, Inc., 1995 (ISBN 0-13-808940-X)
Van Trees, Detection, Estimation and Modulation Theory, Part I, John Wiley & Sons, Inc., 1968.
Jazwinski, Stochastic Processes and Filtering Theory,  Academic Press, 1970
Gelb, Applied Optimal Estimation, MIT Press, 1974
Lewis, Optimal Estimation, John Wiley & Sons, 1986
Brown, Introduction to Random Signal Analysis and Kalman Filtering, John Wiley & Sons, 1983
Anderson and Moore, Optimal Filtering, Prentice-Hall, 1979
Catlin, Estimation, Control, and the Discrete Kalman Filter, Springer-Verlag, 1989
Chen, Recursive Estimation and Control for Stochastic Systems, John Wiley & Sons, 1985
Solodovnikov, Introduction to the Statistical Dynamics of Automatic Control Systems, Dover, 1960
Chen, Approximate Kalman Filtering, World Scientific, 1993
Berger, Statistical Decision Theory and Bayesian Analysis, Springer-Verlag, 1980
Kazakos and Kazakos, Detection and Estimation, Computer Science Press, 1990
Whalen, Detection of Signals in Noise, Academic Press, 1971
Poor, An Introduction to Signal Detection and Estimation, Springer-Verlag, 1988
Krishnan, Nonlinear Filtering and Smoothing,  John Wiley & Sons, 1984
Weber, Elements of Detection and Signal Design, Springer-Verlag, 1987
Liptser and Shiryayev, Statistics of Random Processes I: General Theory, Springer Verlag, 1977
Liptser and Shiryayev, Statistics of Random Processes II: Applications, Springer Verlag, 1977

Prerequisites

Honor Code All work that you submit is to be your own except where specifically stated otherwise. Honor Code violations include but are not limited to: the copying (by hand or copy machine) of another individual's work on exams, quizzes, homework, simulations, or reports; the use of another individual's computer files; the copying of any computer software which the student has not been given permission to copy by the instructor; unauthorized use of equipment including the computers and network system.

Preventing Sexual Harassment

Title IX of the Education Amendments of 1972 prohibits sex discrimination against any participant in an educational program or activity that receives federal funds. The act is intended to eliminate sex discrimination in education. Title IX covers discrimination in programs, admissions, activities, and student-to-student sexual harassment. BYU's policy against sexual harassment extends not only to employees of the university but to students as well. If you encounter unlawful sexual harassment or gender based discrimination, please talk to me; contact the Equal Employment Office at 422-5895 or 367-5689 (24-hours); or contact the Honor Code Office at 422-2847.

Students with Disabilities

Brigham Young University is committed to providing a working and learning atmosphere which reasonably accommodates qualified persons with disabilities. If you have any disability which may impair your ability to complete this course successfully, please contact the University Accessibility Center (422-2767). Reasonable academic accommodations are reviewed for all students who have qualified documented disabilities. Services are coordinated with the student and instructor by the SSD Office. If you need assistance or if you feel you have been unlawfully discriminated against on the basis of disability, you may seek resolution through established grievance policy and procedures. You should contact the Equal Employment Office at 422-5895, D-282 ASB.
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