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Estimation Theory EE6343 Estimation Theory EE6343
Estimation Theory EE6343 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
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)
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