Estimation Theory EE6343

Instructor : Naofal Al Dhahir Al-Dhahir Office : ECSN 3.610 Office Hours :Tue(4:15 5:15) &Thu (1:15 2:15) :Tue(4:15-5:15) (1:15-2:15) Text : Fundamentals of Statistical Signal Processing (Vol 1 Estimation) by S Kay (Vol.1 S. Outline : Chapters 1-12 of SK (except 9) P Prerequisites : EE 6349 (R d i it (Random Processes), P ) EE2300 (Linear Algebra), MATLAB

General Course Information

Webpage : http://www.utdallas.edu/~aldhahir/6343/outl ine.html ine html Grading (tentative):
MT1 25% MT2 25% P j Project ( (report + presentation + software) 3 % i f ) 35% HW 15%

Introduction
Difference between Estimation & Detection Estimation : continuous-valued unknown parameters (e.g. SNR, frequency, amplitude, phase, location, temperature,) Detection : determine whether there is signal or noise only (spectrum sensing). If there is signal, which modulation scheme (M-QAM) ? For given modulation, hich mod lation which constellation point ? Sometimes physical considerations restrict range of unknown parameter (e g power >0) (e.g.

Application Examples
Radar (airport surveillance) Sonar (submarine location) Biomedical (heart rate)

Read Chapter 1 in SK

Communications (wireline, wireless) Economics (stock market fluctuations) Manufacturing (reliability and lifetime)

Popular Estimation Example

Damped Sinusoid in noise Estimating amplitude, frequency, and phase of sinusoid Data (observation) is random (why ?) Estimator is function of data; h i f ti f d t hence, also random l d Characterize estimator in terms of its pdf For Gaussian case, need only mean & variance

Parameter Estimation
Basic problem : estimate unknown parameters based on discrete-time series obtained by A/D discrete time of continuous-time waveform Classical Estimation : unknown parameter is deterministic (e.g. location of airplane) B Bayesian E ti ti : unknown parameter is i Estimation k t i random (e.g. SNR level); i.e. has its own PDF We must choose the PDF (consistent with problem constraints & mathematically tractable) Performance-Complexity Tradeoffs