ECE 561: Detection and Estimation Theory

ECE 561: DETECTION AND ESTIMATION THEORY, SPRING 2019

Class time and place: 11:00 - 12:20 TR, 2013 ECEB

Instructor: Prof. V. V. Veeravalli. 315 CSL, vvv at illinois dot edu, 333-0144
Office Hours: Tuesdays 4:30 - 5:30 in 315 CSL (other times by appointment)

Teaching Assistant: George Rovatsos, rovatso2 at illinois dot edu
office hours: Wednesdays 5:00-6:00 PM in 101 CSL

Announcements

Exam 1 will be held on Monday, March 11 from 7-8:30 PM in ECEB 2013 (your normal classroom). 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 Monday, April 22 from 7-8:30 PM in ECEB 2015. You will be allowed two sheets of notes (8.5''x11'', both sides) for the exam. Otherwise the exam is closed book.
The final exam will be given to you on April 30 and will be due on May 3.

Homework Assignments and Exams

Homework Assignment 1: Due Jan 29, 2019. Solve Problems 1.1, 1.3, 1.5, 1.7, 2.1, 2.2, 2.3, 2.6.
Homework Assignment 2: Due Feb 14, 2019. Solve Problems 2.7, 2.20, 2.24 (do only parts (i)-(iii)), 2.28, 3.2 (do only part (a)), 4.2, 4.14, 4.15.
Homework Assignment 3: Due Feb 28, 2019. Solve Problems 5.6, 5.7, 5.15, 5.16, 9.2, 9.3, 9.6, 9.8.
Homework Assignment 4: Due March 14, 2019. Solve Problems 6.4, 7.4, 7.5, 8.1, 8.5, 8.10.
Exam 1 Spring 2014 and its Solution.
Exam 1 Spring 2017 and its Solution.
Homework Assignment 5: April 4, 2019. Solve Problems 11.3, 11.4, 11.6, 12.5, 12.7, 12.8, 12.10.
Homework Assignment 6: April 18, 2019. Solve Problems 13.6, 13.8, 13.15, 14.3, 14.4, 14.5, 14.13.
Exam 2 Spring 2007 .
Exam 2 Spring 2006 and its Solution.

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; parameter estimation, linear and nonlinear estimation, and filtering; advanced topics. Prerequisite: ECE 534.
Textbook: P. Moulin and V.V. Veeravalli. Statistical Inference for Engineers and Data Scientists. Cambridge University Press, 2019. .

References reserved in Grainger Library:
621.3822 L579p Levy, B.; Principles of Signal Detection and Parameter Estimation
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
621.3822k46fv.1 Kay, Steven; Fundamentals of Statistical Signal Processing v.1
519.5l52t1997 Lehmann, E.L.; Testing Statistical Hypotheses 2nd ed.
620W84S1985 Wong, E./Hajek, B.; Stochastic Processes in Engineering Systems

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 at the beginning of March, and the second midterm exam (M2) in the middle 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.
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 2G system (blue stem password required).