ECE 6540: Estimation Theory (Spring 2016)

Instructor : Joel B. Harley

E-mail : Joel.Harley@utah.edu
Website : http://www.ece.utah.edu/ece6540/
Office : MEB 3104
Office hours : By appointment
Class meetings : M,W 1:25 PM 2:45 PM in WEB 1450

Course Description: Uncertainty is everywhere in engineering. Communications, radar, medical imaging, and many other applications require we estimate parameters and detect signals in the
presence of high levels of uncertainty and noise. For example, in communications, we commonly
want to estimate the frequency, amplitude, and phase of a sinusoid. All three of these quantities
can carry important information, and there are nearly infinite approaches for estimating these parameters. Yet, what approach is the best in noisy and/or uncertain conditions? Furthermore,
how do we define best? What is the best way to know are even looking at a sinusoid?
In this class, we explore these types of questions. We explore optimal approaches for estimating
parameters and detecting signals. We will start with discussing statistical methods for estimating
the unknown parameters of a given signal. We then explore optimal approaches for detecting these
signals (with or without unknown parameters).

Textbook:
The course will use the following textbooks:
Fundamentals of Statistical Signal Processing, Volume I: Estimation Theory by Steven Kay
Fundamentals of Statistical Signal Processing, Volume II: Detection Theory by Steven Kay

Learning Objectives:
At the completion of this course, you should be able to:
1. Understand linear models and their relationship with probability distributions
2. Compute Cramer Rao Lower Bounds
3. Estimate parameters with multiple criteria: minimum variance, maximum likelihood, Bayesian
assumptions
4. Detect multiple types of signals: deterministic signals, random signals, signals with unknown
parameters

Prerequisites: ECE 5510 and ECE 5530, or equivalent.

Grade Distribution:
Homework (best N 1 our of N )
Midterm Exam I
Midterm Exam II
Project Paper
Project Poster Presentation

20%
20%
20%
25%
15%

Evaluation Methods and Criteria:

The following section discusses the policies for each of the graded assessments in this course. You
should look here first for answers to any general, course-related inquiries.

Homework (8 total):
When: Assigned roughly once every one or two weeks.
Why: Homework is intended to present you with questions from the course material that will
require time to complete. Assignments are not meant to be completed in a single day.
Grading: Homework is eligible for 100 points.
Late policy: Late assignments will not be eligible for 25x points, where x is the number of
days late, for up to 4 days. For example, if you receive a 80 for an assignment and submit the
assignment 3 days late, the final grade will be a 80 (25)3 = 5.
Submission: Homework is due on the due date (see online schedule) at 5:00 PM.

Midterm Exams (2 total):

When: There are two mid-term exam covering each of the course.
Why: Exams are an opportunity to show what you have learned in the course.
Grading: The midterm exams is eligible for 100 points.
Cheat sheets: You may bring one double-sided 8.5 by 11 inches (or smaller) cheat sheet to each
midterm exam.
Makeup exams: There will be no makeup exam except under extraordinary conditions.

Projects:
When: You (as part of a team of 2-3 people) will be responsible for completing a project, writing
a report, and giving a poster presentation on your results. Poster presentations will be on the
day of the final.
What: You will apply concepts from estimation theory in order to solve a problem of your choice
(this can originate from your own research if you have one) or a selection provided by myself.
Grading: Projects will be graded based on effort, completeness, and clarity of the submitted
report and given poster presentation. The poster presentations will be judged by other faculty
and students.

Final Grades:
Guaranteed Grades:
A: > 93.33%
A-: 90 93.33%
B+: 86.67 90%
B: 83.33 86.67%
B-: 80 83.33%
C+: 73.33 76.67%
C: 73.33 76.67%
C-: 70 73.33%
D+: 66.67 70%
D: 63.33 67.67%
D-: 60 63.33%
E: < 60%
Curves: If necessary, the grading criteria may be curved to improve the classs overall scores.

Attendance and Participation:

Attendance & Participation: Since this is an advanced graduate course, we assume you are
very interested in learning about estimation theory concepts. As a result, I expect you want to
attend and participate in class and do not require additional extrinsic motivation.
2

Teaching and Learning Methods / Course Policies:

The following section discusses the courses non-graded activities and policies towards collaboration
and cheating. You should look here first for answers to any general, course-related inquiries.

Course Structure:
Part I: Estimation Theory
Part II: Detection Theory

Surveys:
When: Occasionally at the end of class.
What: A few short questions about the course progress.
Why: The surveys are intended to let you shape the course by letting me know what you like
and what could be improved. Note that while I may not be able to follow-through with every
suggestion in a single semester, they will still help me to improve the course in subsequent years.

Modifying Syllabus by Class Vote:

When: If you and/or other students believe the course would be improved by a change in the
syllabus and I agree that it would be a reasonable change.
What: The proposed change will be put to an anonymous vote with the entire class. If the
majority of the class agrees to this change, it becomes part of the syllabus.
Why: In previous years, changes to the syllabus have been necessary do to unforeseen consequences of certain policies. The class vote ensures the entire class agrees with the change.

Faculty and Student Responsibilities:

Student responsibilities: You are expected to maintain professional behavior in the classroom
setting, according to the Student Code, spelled out in the Student Handbook. Students have
specific rights in the classroom as detailed in Article III of the Code. The Code also specifies
proscribed conduct (Article XI) that involves cheating on tests, plagiarism, and/or collusion
(course details described in following section), as well as fraud, theft, etc. You should read the
Code carefully and know they are responsible for the content.
Faculty responsibilities: According to Faculty Rules and Regulations, it is my responsibility
to enforce responsible classroom behaviors, beginning with verbal warnings and progressing to
dismissal from class and a failing grade. You have the right to appeal such action to the Student
Behavior Committee.

Collaboration:
Healthy collaboration: To solve homework assignments, healthy discussion and collaboration
amongst classmates is encouraged. Healthy collaboration includes:
Discussing and explaining general course material
Discussing assignments for better understanding
Providing assistance for general programming and debugging issues
If another student contributes substantially to your understanding of a problem, you should cite
this student to let myself and the teaching assistants be aware of your similar interpretations of
a problem. You will not be judged negatively for citing another student.
3

Cheating and plagiarism: While collaboration is encouraged, you are expected to submit your
own work. Submitting work completed by another student is considered plagiarism and will
be dealt with according to university policy. In general, if you do not fully understand your
solution, the work is not your own. Examples of plagiarism or cheating include:
Copying (or allowing someone to copy), even partially, an assignment solution or program
from the course
Submitting material, particularly a program, using material taken from another source
without proper a citation
Obtaining solutions to assignments or exams through inappropriate means
Additional information can be found in Section I.B of the Code of Student Rights and Responsibilities found here: http://regulations.utah.edu/academics/6-400.php. Note that I may elect
to use a plagiarism detection service in this course, in which case you will be required to submit
your work to such a service as part of your assignment.
Consequences: If you are suspected of dishonest academic activity, I will invite you to discuss
it further in private. Academic dishonesty will likely result in a grade reduction, with severity
depending on the nature of the dishonest activity, and a letter to the department, college, and/or
university leadership. Repeat offences will be treated with significantly greater severity. Additional information can be found in Section V of the Code of Student Rights and Responsibilities
found here: http://regulations.utah.edu/academics/6-400.php.

Americans with Disabilities Act Support:

Equal access services: The University of Utah seeks to provide equal access to its programs,
services and activities for people with disabilities. If you will need accommodations in the
class, reasonable prior notice needs to be given to the Center for Disability Services, 162 Union
Building, 581-5020 (V/TDD). CDS will work with you and the instructor to make arrangements
for accommodations. (www.hr.utah.edu/oeo/ada/guide/faculty/)

Legal Note:
Note: The syllabus is not a binding legal contract. It may be modified by the instructor when
the student is given reasonable notice of the modification. See Modifying Syllabus by Class
Vote for additional information.

Tentative Course Outline:

Note: This schedule is likely to change. Any HW changes will be announced in class and
displayed on the course website.

Part I : Estimation Theory

Mon
Wed

Jan
Jan

11
13

Introduction, policies, Linear models

Linear Algebra / Linear models

Ch. I.4
Ch. I.4

Mon
Wed

Jan
Jan

18
20

Martin Luther King Jr. Day

Linear Algebra / Linear models

Ch. I.4

Mon
Wed

Jan
Jan

25
27

Minimum Variance Unbiased Estimation.

Minimum Variance Unbiased Estimation.

Ch. I.2, I.5

Ch. I.2, I.5

Mon
Wed

Feb
Feb

01
03

Cramer-Rao Lower Bound.

Cramer-Rao Lower Bound.

Ch. I.3
Ch. I.3

Mon
Wed

Feb
Feb

08
10

Maximum Likelihood Estimation.

Maximum Likelihood Estimation.

Ch. I.7
Ch. I.7

Mon
Wed

Feb
Feb

15
17

Presidents Day
Bayesian Estimators

Ch. I.10I.12

Mon
Wed

Feb
Feb

22
24

Bayesian Estimators
Kalman Filtering

Ch. I.10I.12
Ch. I.13

Mon
Wed

Feb
Mar

29
02

Kalman Filtering
Mid-term Exam I

Ch. I.13

HW 1 due

HW 2 due

HW 3 due

HW 4 due

Part II: Detection Theory

Mon
Wed

Mar
Mar

07
09

Statistical Detection Theory

Statistical Detection Theory

Ch. II.3
Ch. II.3

Mon
Wed

Mar
Mar

14
16

Spring break (no class)

Spring break (no class)

Mon
Wed

Mar
Mar

21
23

Deterministic Signals
Deterministic Signals

Ch. II.4
Ch. II.4

Mon
Wed

Mar
Mar

28
30

Random Signals
Random Signals

Ch. II.5
Ch. II.5

Mon
Wed

Apr
Apr

04
06

Statistical Detection Theory

Statistical Detection Theory

Ch. II.6
Ch. II.6

Mon
Wed

Apr
Apr

11
13

Deter. Signals With Unknown Para.

Deter. Signals With Unknown Para.

Ch. II.7
Ch. II.7

Mon
Wed

Apr
Apr

18
20

Random Signals With Unknown Para.

Random Signals With Unknown Para.

Ch. II.8
Ch. II.8

Mon

Apr

25

Mid-term Exam II

HW 5 due

HW 6 due

HW 7 due

HW 8 due