Course code UPM113
Course title Classical Detection and Estimation Theory
Institution Universidad Politecnica de Madrid
Course address ETSI y SISTEMAS DE TELECOMUNICACIÓN ‘Campus Sur’. Ctra. Valencia Km.7. 28031
City Madrid
Minimum year of study 3rd year
Minimum level of English Good
Minimum level of French None
Key words Detection, ROC, Estimation, MMSE, MAVE, MAP, ML, Gaussian
Language English
Professor responsible Antonio Pérez-Yuste
Telephone +34 91 336 7791
Fax +34 91 3367784
Participating professors Antonio Pérez-Yuste
Number of places Minimum: 10, Maximum: 20, Reserved for local students: 5
Objectives Acquire the necessary mathematical background to gain a deeper understanding of a wealth of practical problems commonly present in modern Digital Communication, Digital Signal Processing, Medical Diagnosis and Radar Systems
Programme to be followed
1.     Introduction

2.     Simple Binary Hypothesis Tests

2.1  Bayes Test

2.2  Minimax Test

2.3  Neyman-Pearson Test

2.4  Receiver Operation Characteristic (ROC)

2.5  Practical exercise using MATLAB

3.     One Parameter Estimation

3.1  Minimum Mean-Square Error (MMSE) Criterion

3.2  Minimum Absolute-Value Error (MAVE) Criterion

3.3  Maximum a Posteriori (MAP) Criterion

3.4  Maximum Likelihood (ML) Criterion

3.5  Practical Exercise using MATLAB

4.     The General Gaussian Problem

4.1  Binary Detection Case

4.2  One Parameter Estimation Case

4.3  Practical Exercise using MATLAB

5.   Conclusions

Students attending this course should have successfully completed undergraduate courses on:

-       Probability, Statistics, and Stochastic Processes

-       Signals and Systems

-       Communication Systems

-    MATLAB for Engineering

Course exam Evaluation will be done through a summative assessment from MATLAB exercises to be developed along the course