Guia docente 2016_17
Escola de Enxeñaría de Telecomunicación
Telecommunication Engineering
 Subjects
  Statistical Signal Processing
   Contents
Topic Sub-topic
Part 1: Parameter Estimation - The statistical estimation problem. Performance metrics: bias, variance, MSE. Minimum Variance Unbiased Estimator (MVUE).
- Fisher Information and Cramer-Rao bound. Slepian-Bangs formula.
- Best Linear Unbiased Estimator (BLUE) and Maximum Likelihood Estimator (MLE): definition, properties, and examples.
- LMMSE estimation and Kalman filtering
Part 2: Detection Theory - Hypothesis tests: types. Performance metrics: false positives and false negatives. ROC curves.
- Neyman-Pearson theorem: likelihood ratio.
- Detection under the Bayesian philosophy: probability of error, risk, optimum detector.
- Examples: deterministic and random signals
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