Lecture 1 : INTRODUCTION

Conveyor : Dr. Kaustav Bhowmick

Student Assistant: P.Padmini

Cramer-Rao Lower Bound
Linear Modeling
Estimation Techniques
Least Squares Estimation
Recursive Least Squares
Estimation
Best Linear Unbiased
Estimation, Likelihood & ML
Estimation
Bayesian Philosophy
Maximum a Posteriori
Estimation
Fundamentals of Detection
Theory
Hypothesis Testing
Bayes Detection,
MAP Detection,
ML Detection,
Minimum Probability of
Error Criterion
Min-Max Criterion,
Neyman-Pearson Criterion
Detection of Signals in White
Gaussian Noise (WGN)
Detection of signals with
Random Parameters.
 To introduce the properties and performance of optimal estimators for signal
parameters and statistical techniques for detection of deterministic and random
signals
Upon completion of this course, students will be able to solve problems that
involve
Estimation of signal parameters or
Detection of signals or problems where joint detection and estimation is required.
The students will also be able to solve problems with practical context.

Goals
Extract useful information from noisy signals
Infer value of unknown state of nature based on noisy observations
Exposing students to applications of estimation and detection
 The Detection and Estimation
theory is a branches of the
statistical signal processing that
deal with the decision making
and the extraction of relevant
information from noisy data.
 Estimation: Given a set of observations
and given an assumed probabilistic
model, get the best estimate of the
parameters of the models parameters.
Or
We are going to estimate the unknown
parameter from the observed data
Examples:
DC signal in white noise,
LPC coefficients of speech,
image registration parameters,
From the images we can
detect the Face, by
Signal/Image denoising/restoration,
using the 1000frames as
Kalman filtering for tracking moving reference we are going
objects channel model to estimate the position
of face in 1001 frame
 Example: Ultrasonic characterization of thin multi-layered materials

Estimate thickness of layers

Locate flaws/cracks in internal layers
 Detection (or binary estimation):
Estimation among two (or a small
number of) possible hypothesis, choose
the best of two possible hypothesis.
Or
The action or process of identifying the
presence of something kept hidden/
secret.
Examples:
1. bit or bit sequence detection at the
receiver,
2. Radar or Image based object
detection,
3. Face recognition
 Some typical applications involving the use of
the Detection and the Estimation Theory principles
include:

Speech Processing: where the presence of different

events (such as phonemes or words) is to be detected
in speech signal in context of speech recognition
application
Radar Systems: where the occurrence of an air-bourne
target (e.g., an aircraft, a missile) is to be detected or
the delay of the received pulse echo is to be estimated
to determine the location of the target in the presence
of noises.
Image Processing: where an object has to be identified
or its position and orientation from a camera image
has to be estimated in the presence of lighting and
background noises.
 Biomedicine: where the presence of
cardiac arrhythmia is to be detected
from electrocardiogram or the heart
rate of a fetus has to be estimated
from sonography during pregnancy in
presence of sensor and environmental
noises.
Communication Systems: where the
transmitted signals have to be
identified at the receiver or the carrier
frequency of a signal is to be
estimated for demodulation of the
baseband signal in the presence of
degradation noise.
Sonar Systems: where the presence
of a submarine is to be detected or the
delay of the received signal from each
of sensors is to be estimated to locate
it in the presence of noises and
attenuations.
 Basic undergraduate probability
Probability mass Function, PDF, Mean, Variance,
Conditioning, Independence, PMF of functions of
Random Variables, Common distributions (particularly
multivariate Gaussian), for vector random variables.
Will do a quick recap today or in next class.

Vector calculus (Will recap wherever needed).

Basic linear algebra

 S. M. Kay, Fundamentals of Statistical Signal Processing: Estimation
Theory, Vol I, Prentice-Hall, 1993.
S. M. Kay, Fundamentals of Statistical Signal Processing: Detection Theory,
Vol II, Prentice-Hall, 1995.
In addition to above, some of the other noted references on this topic are:
H. Vincent Poor, An Introduction to Signal Detection and Estimation, 2e,
Springer, 1998.
Harry L. Van Trees, Detection , Estimation and Modulation Theory , Part- I,
II, & III, John Wiley & Sons, 2004
Louis L. Scharf, Statistical Signal Processing: Detection, Estimation and
Time Series Analysis, Prentice Hall, 1991.
Carl W. Helstrom, Elements of Signal Detection & Estimation, Prentice Hall,
1994.
M. D. Srinath, P. K. Rajasekaran and R. Visawanath, Introduction to
Statistical Signal Processing with Applications, Prentice Hall, 1995.