ECE 561: DETECTION AND ESTIMATION THEORY, SPRING 2010

Class time and place: 9:30 - 10:50 TR, 104 Talbot Lab


Instructor: Prof. V. V. Veeravalli. 106 CSL, vvv at illinois dot edu, 333-0144
Office Hours: Tuesdays 2:30-4:00 (other times by appointment) in room 106 CSL


Teaching Assistant: Sreekanth Annapureddy, vannapu2 at illinois dot edu
office hours: Wednesdays 4:00-6:00 in room 104 CSL

Announcements

• Exam 1 will be held on Wednesday, March 10 from 7-8:30 PM in 165 Everitt Lab. You will be allowed one sheet of notes (8.5''x11'', both sides) for the exam. Otherwise the exam is closed book.
• Exam 2 will be held on Wednesday, April 14 from 7-8:30 PM in 269 Everitt Lab. You will be allowed two sheets of notes (8.5''x11'', both sides) for the exam. Otherwise the exam is closed book.

Homework Assignments and Exams

• Homework Assignment 1: Due Feb 4, 2010.
• Homework Assignment 2: Due Feb 18, 2010.

Handouts/Notes

• Handout 1: Notes on Statistical Decision Theory

Course Details

Syllabus: This is a graduate-level course on detection and estimation theory, with applications to communication, control, and signal processing systems; decision-theory concepts; detection of signals in noise, coherent and noncoherent detection; parameter estimation, linear and nonlinear estimation, and filtering; advanced topics. Prerequisite: ECE 534.

Textbook: B. Levy, Principles of Signal Detection and Parameter Estimation.

References reserved in Grainger Library:
620W84S1985 Wong, E./Hajek, B.; Stochastic Processes in Engineering Systems
621.38043P791I1994 Poor, H. V.; Introduction to Signal Detection and Estimation 2nd ed.
621.38153V36d - Vol. 1 Van Trees, H. L.; Detection, Estimation, and Modulation Theory
621.3822K46f Kay, Steven M.; Fundamentals of Statistical Signal Processing: Estimation Theory v.2
006D86p2001 Duda, Richard O./Hart, Peter E./Stork, David G.; Pattern Classification 2nd ed.
621.38sr3i Srinath/ Rajasekaran; An Inrtoduction to Statistical Signal Processing with Applications
519.5l52t1997 Lehmann, E.L.; Testing Statistical Hypotheses 2nd ed.
621.3822k46fv.1 Kay, Steven; Fundamentals of Statistical Signal Processing v.1
621.38043p791i Poor, H.Vincent; An Introduction to Signal Detection and Estimation


Exams, homework, grading, etc.:

• Homework (H) problems will be assigned on a (approx.) fortnightly basis. Collaboration on the homework is permitted, however each student must write and submit independent solutions. Homework is due within the first 5 minutes of the class period on the due date. No late homework will be accepted (unless an extension is granted in advance by the instructor).
  
  
• There will be two mid-term exams and one final. The first midterm exam (M1) will be held in the begining of March, and the second midterm exam (M2) in the begining of April. The final exam (F) will be a take-home exam.
  
  
• You may bring one sheet of notes to the first exam and two to the second exam. You may use both sides of the sheets, the sheets are to be standard US or European size with font size 10 or larger printing (or similar handwriting size). The examinations are closed book otherwise. Calculators, laptop computers, tables of integrals, etc. are not permitted. No notes are permitted at the probability quiz.
  
  
• Your course grade will be determined by your performance in the H, M1, M2 and F, according to the formula:
  
  Score = .2H + max{.15M1 + .15M2 + .5F, .25M1 + .15M2 + .4F, .15M1 + .25M2 + .4F},
  
  where H, M1, M2 and F are normalized to 100.
  
  
• Running scores for ECE 561 will be maintained on the Illinois Compass system (blue stem password required).