SP4004E - Estimation/Detection

Objectives

General objective:

Introduction to signals parameters estimation methods. To know hypothesis test principle.

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 : 12h
• Supervised Practical Work : 6h

Form of assessment

Total assessment hours: 2