SP4004E - Estimation/Detection

Objectives

General objective:

The course deals with estimation and detection methods of signal parameters

Detailed objectives:

At the end of the course the student will be able to:
- Define an estimator;
- Classify them;
- Characterize the qualities of an estimator (bias, variance, distance to the Cramer Rao bound);
- Apply classical techniques of deterministic estimation (MVUE, BLUE, MLE, LES), as well as classical techniques of Bayesien estimation (MMSE, MAP);
- Define the detection;
- Know the principle of hypothesis test;
- Implement hypothesis test, in particular the test of Neyman-Pearson.

Hours

• Lecture : 24h
• Supervised Practical Work : 12h

Form of assessment

Total assessment hours: 4