Signal Detection and Estimation Theory

(ECE431)
• 4 credits (3-1-0-4) – Lectures + Tutorials
• Lectures: Tue & Fri (10:00 – 11:25) (Himalaya 103)
• Tutorials: Thu (5:00 – 6:00) (Himalaya 203)
• Moodle registration

• Instructor: Santosh Nannuru (santosh.nannuru@iiit.ac.in)

• TAs:
• Sudeepini Darapu (darapu.sudeepini@research.iiit.ac.in)
• Sachin Sharma (sachin.s@students.iiit.ac.in)
• Attendance: Institute policy – 85% for classes

SDET - Spring 2020

 Tutorials & Office hours
• Tutorials: Thu 5:00 – 6:00 pm (Himalaya 203)

• Office Hours:
• Santosh : Thu 2:00 – 3:30 pm (Vindhya A3 – 205)
• Sudeepini : Tue 5:00 – 6:00 pm (Vindhya A3 – 203)
• Sachin : Wed 5:00 – 6:00 pm (Reading room)

• Outside office hours please email us for appointments

SDET - Spring 2020

 Pre-requisites and Textbooks
• Pre-requisite: Probability Theory and Random Processes
• Primary Textbooks:
• Steven M. Kay – Fundamentals of Statistical Signal Processing (Estimation
Theory) Volume 1, Prentice Hall, 2001
• Steven M. Kay – Fundamentals of Statistical Signal Processing (Detection
Theory) Volume 2, Prentice Hall, 2001

• Additional reference books:

• H. V. Poor – An Introduction to Signal Detection and Estimation, 2nd Ed.,
Springer-Verlag, 1994

SDET - Spring 2020

 Evaluation
Evaluation type Weightage (%)

Quiz-1 10

Quiz-2 10

Mid sem exam 25

Short quizzes (based on Assignments) 15

End sem exam 40

*Quizzes based on assignment questions will be conducted during tutorial hours.

You are not required to submit assignment solutions, they will not be graded.

Grading will be relative subject to A (> 85), F (< 40)

SDET - Spring 2020
 Syllabus
Review of probability theory, random variables and random processes

Classical estimation: MVU estimator, CRLB, Linear Models, General MVU estimators,
BLUE, MLE, Least Squares
Bayesian estimation: MMSE, MAP, MAVE, LMMSE

Statistical Decision Theory for simple binary hypothesis testing: Bayesian Risk,
Minimax, Neyman-Pearson, Receiver Operating Curves, Extension to multiple
hypothesis testing
Statistical decision theory for Composite hypothesis testing: Bayesian and GLRT,
Locally most powerful tests, Performance, Asymptotically equivalent tests
Detection of deterministic and random signals; General Gaussian detection problems

SDET - Spring 2020