Detection and Estimation of Signals, 6 credits (TSKS15)

Detektion och estimering av signaler, 6 hp

Main field of study

Electrical Engineering

Level

Second cycle

Course type

Programme course

Examiner

Erik G. Larsson

Director of studies or equivalent

Klas Nordberg

Available for exchange students

Yes
Course offered for Semester Period Timetable module Language Campus VOF
6CYYY Applied Physics and Electrical Engineering, M Sc in Engineering 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYY Applied Physics and Electrical Engineering, M Sc in Engineering (Communication) 7 (Autumn 2017) 1 2 Swedish/English Linköping o
6CYYY Applied Physics and Electrical Engineering, M Sc in Engineering (Applied Mathematics) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYY Applied Physics and Electrical Engineering, M Sc in Engineering (Control and Information Systems) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYY Applied Physics and Electrical Engineering, M Sc in Engineering (Signal and Image Processing) 9 (Autumn 2017) 1 2 Swedish/English Linköping v
6CITE Information Technology, M Sc in Engineering 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CDDD Computer Science and Engineering, M Sc in Engineering 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CDDD Computer Science and Engineering, M Sc in Engineering (Communication) 7 (Autumn 2017) 1 2 Swedish/English Linköping o
6CDDD Computer Science and Engineering, M Sc in Engineering (Systems Technology) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CDDD Computer Science and Engineering, M Sc in Engineering (Signal and Image Processing) 9 (Autumn 2017) 1 2 Swedish/English Linköping v
6CIII Industrial Engineering and Management, M Sc in Engineering 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CIII Industrial Engineering and Management, M Sc in Engineering (Specialization Electrical Engineering) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CIII Industrial Engineering and Management, M Sc in Engineering (Master Profile Telecommunication) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - French 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - French (Specialization Electrical Engineering) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - French (Master Profile Telecommunication) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - Japanese 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - Japanese (Specialization Electrical Engineering) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - Japanese (Master Profile Telecommunication) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - Spanish 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - Spanish (Specialization Electrical Engineering) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - Spanish (Master Profile Telecommunication) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - German 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - German (Specialization Electrical Engineering) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - German (Master Profile Telecommunication) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - Chinese 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - Chinese (Specialization Electrical Engineering) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CIEI Industrial Engineering and Management - International, M Sc in Engineering - Chinese (Master Profile Telecommunication) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6MCSY Communication Systems, Master's Programme 1 (Autumn 2017) 1 2 Swedish/English Linköping o
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Communication) 7 (Autumn 2017) 1 2 Swedish/English Linköping o
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Applied Mathematics) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Control and Information Systems) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Signal and Image Processing) 9 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Signal and Image Processing) 9 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Signal and Image Processing) 9 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Signal and Image Processing) 9 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Signal and Image Processing) 9 (Autumn 2017) 1 2 Swedish/English Linköping v
6CITE Information Technology, M Sc in Engineering (Communication) 7 (Autumn 2017) 1 2 Swedish/English Linköping o
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Communication) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Applied Mathematics) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Control and Information Systems) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Communication) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Applied Mathematics) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Control and Information Systems) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Communication) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Applied Mathematics) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Control and Information Systems) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Communication) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Applied Mathematics) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CYYI Applied Physics and Electrical Engineering - International, M Sc in Engineering (Control and Information Systems) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6MMAT Mathematics, Master's programme 3 (Autumn 2017) 1 2 Swedish/English Linköping v
6CITE Information Technology, M Sc in Engineering (Systems Technology) 7 (Autumn 2017) 1 2 Swedish/English Linköping v
6CITE Information Technology, M Sc in Engineering (Signal and Image Processing) 9 (Autumn 2017) 1 2 Swedish/English Linköping v

Main field of study

Electrical Engineering

Course level

Second cycle

Advancement level

A1X

Course offered for

  • Applied Physics and Electrical Engineering, M Sc in Engineering
  • Information Technology, M Sc in Engineering
  • Computer Science and Engineering, M Sc in Engineering
  • Industrial Engineering and Management, M Sc in Engineering
  • Industrial Engineering and Management - International, M Sc in Engineering
  • Communication Systems, Master's Programme
  • Applied Physics and Electrical Engineering - International, M Sc in Engineering
  • Mathematics, Master's programme

Entry requirements

Note: Admission requirements for non-programme students usually also include admission requirements for the programme and threshold requirements for progression within the programme, or corresponding.

Prerequisites

Linear algebra, probability theory, and a course similar to Signals, Information and Communications.

Intended learning outcomes

After completed course the student should 

  • with adequate terminology, in a well-structured manner and logically coherent, be able to describe and conduct simpler calculations that relate to classical and Bayesian estimation and detection theory, specifically the Neyman-Pearson theorem, error probabilities, decision regions, maximum-likelihood, linear and nonlinear models, Fisher information, Cramer-Rao bound, circularly symmetric noise, noise whitening, MMSE and LMMSE, GLRT, model order selection, coherent and non-coherent detection, composite hypothesis testing, nuisance parameters and basis expansions of waveforms in continuous time
  • be able to describe, apply and implement in a conventional programming language, and show engineering understanding, for the theory and models used in the course
  • be able to report work in written and oral form, using adequate language, terminology, structure and typography.


 

Course content

 

Binary hypothesis tests, Neyman-Pearson theorem, error probability. M-ary detection problems. Bayes cost, minimum probability of error. Nuisance parameters. Classical estimation: Maximum-likeihood. Cramer-Rao bound, Slepian-Bang's formula, efficiency. Linear, vector-valued models with Gaussian noise. Non-linear models. Noise whitening, complex-valued data, Gaussian noise, circularly symmetric noise. Bayesian estimation: MMSE and LMMSE. Composite hypothesis testing: GLRT and Bayesian approach, model selection. Finite-dimensional basis expansions of waveforms. Performance calculations: union bound, asymptotic properties of estimators. Applications to amplitude and phase estimation, frequency estimation, angle-of-arrival estimation, time-of-arrival estimation, source localization, coherent and non-coherent detection of waveforms.

 

Teaching and working methods

Lectures, problem classes and computer laboratory work. Written (individual) reports of laboratory work.

Examination

TEN1Written examinationU, 3, 4, 54 credits
LAB1Laboratory workU, G2 credits

 

 

Grades

Four-grade scale, LiU, U, 3, 4, 5

Department

Institutionen för systemteknik

Director of Studies or equivalent

Klas Nordberg

Examiner

Erik G. Larsson

Course website and other links

http://www.commsys.isy.liu.se/en/student/Akurser

Education components

Preliminary scheduled hours: 88 h
Recommended self-study hours: 72 h

Course literature

Additional literature

Books
Kay, S, Statistical Signal Processing: Estimation Theory och Statistical Signal Processing: Detection Theory Prentice‐Hall

Additional literature

Books

Kay, S, Statistical Signal Processing: Estimation Theory och Statistical Signal Processing: Detection Theory Prentice‐Hall
TEN1 Written examination U, 3, 4, 5 4 credits
LAB1 Laboratory work U, G 2 credits

 

 

Regulations (apply to LiU in its entirety)

The university is a government agency whose operations are regulated by legislation and ordinances, which include the Higher Education Act and the Higher Education Ordinance. In addition to legislation and ordinances, operations are subject to several policy documents. The Linköping University rule book collects currently valid decisions of a regulatory nature taken by the university board, the vice-chancellor and faculty/department boards.

LiU’s rule book for education at first-cycle and second-cycle levels is available at http://styrdokument.liu.se/Regelsamling/Innehall/Utbildning_pa_grund-_och_avancerad_niva. 

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