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Course Detail

Course Name Detection And Estimation Theory
Course Code 25MA733
Program M.Tech. Wireless Networks & Applications (Specialising in IoT, AI, 5G, Blockchain) (For Working Professionals & Regular Students)
Credits 3
Campus Amritapuri

Syllabus

Syllabus

Sufficiency, Exponential families, Methods of estimation: Least Squares, Maximum likelihood, method of moments, Bayes; Algorithms for estimation. Performance: Bayes, minimax, unbiasedness, Cramer-Rao inequality, Rao-Blackwell Theorem; Asymptotic Performance: Consistency, Asymptotic normality, Asymptotic optimality, Hypothesis Testing Neyman-Pearson Lemma, UMP Tests, Monotone likelihood ratio, Generalized likelihood ratio test, confidence bounds. 

Objectives and Outcomes

Course Outcome Statement (CO) 

CO1 

Understand the basic concepts of signal detection and estimation 

CO2 

Understand different hypotheses in detection and estimation problems 

CO3 

Understand the conceptual basics of detection and estimation of signals in white and non-white Gaussian noise 

CO4 

Understand the detection of random signals and the time varying waveform detection and its estimation 

Text Books / References

  1. Bickel and Doksum, “Mathematical Statistics”, Second Edition, Pearson, 2006.  
  2. Casella and Berger, “Statistical Inference”, Second Edition, Cengage Learning, 2001.  

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