Estimation and Detection
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估计与检测理论课程笔记
拉普拉斯的汪
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Composite Hypothesis Testing
ContentExample: DC Level in WGN with Unknown Amplitude (A>0)Example: DC Level in WGN with Unknown AmplitudeComposite Hypothesis Testing ApproachesBayesian ApproachGeneralized Likelihood Ratio Test (GLRT)Example: DC Level in WGN with Unknown Amplitude -原创 2020-12-18 06:58:19 · 299 阅读 · 0 评论 -
Random Signals
Reference:Kay S M. Fundamentals of statistical signal processing[M]. Prentice Hall PTR, 1993. (Vol.2 Ch. 5 - 5.6)Slides of ET4386, TUDContentExample: Energy DetectorGeneralization 1: Signals With Arbitrary Covariance MatricesEstimator-CorrelatorCanonica原创 2020-12-15 05:01:44 · 194 阅读 · 0 评论 -
Deterministic Signals
Reference:Kay S M. Fundamentals of statistical signal processing[M]. Prentice Hall PTR, 1993. (Vol.2 Ch. 4 - 4.4)Slides of ET4386, TUDContentMatched FiltersDevelopment of DetectorInterpretationPropertyPerformance of Matched FilterGeneralized Matched Fil原创 2020-12-12 05:45:26 · 286 阅读 · 0 评论 -
Neyman Pearson Theorem
ContentIntroductionA simple detection problemGeneral problem formulationNeyman Pearson TheoremExample: DC Level in WGNReceiver Operating Characteristic (ROC)Example: Change in VarianceMinimum Probability of ErrorMinimum Bayes Risk DetectorExample: DC Level原创 2020-12-10 04:45:27 · 788 阅读 · 0 评论 -
General Bayesian Estimators (MMSE, MAP, LMMSE)
Reference:Kay S M. Fundamentals of statistical signal processing[M]. Prentice Hall PTR, 1993. (Ch. 11 - 11.5, Ch. 12 - 12.5)Slides of ET4386, TUDContentRisk FunctionsMinimum Mean Square Error Estimators (MMSE)PropertiesExample: Bayesian Fourier Analysis原创 2020-12-06 05:54:49 · 723 阅读 · 0 评论 -
The Bayesian Philosophy
ContentPrior Knowledge and EstimationChoosing a Prior PDFProperties of the Gaussian PDFBayesian Linear ModelWe now depart from the classical approach to statistical estimation in which the parameter θ\thetaθ of interest is assumed to be a deterministic bu原创 2020-12-02 03:13:16 · 136 阅读 · 0 评论 -
Practical Estimators (MLE, BLUE, LS)
Reference:Kay S M. Fundamentals of statistical signal processing[M]. Prentice Hall PTR, 1993. (Ch. 6.1 - 6.5, Ch. 7.1 - 7.6, Ch. 8.1 - 8.5 and 8.8 - 8.9)Slides of ET4386, TUDContentMaximum Likelihood Estimator (MLE)Asymptotic Properties of the MLEExampl原创 2020-11-27 04:19:56 · 496 阅读 · 1 评论 -
Cramer-Rao Lower Bound
Reference:Kay S M. Fundamentals of statistical signal processing[M]. Prentice Hall PTR, 1993. (Chapter 3-3.5)Slides of ET4386, TUDContentEstimator Accuracy ConsiderationsScore function and regularity conditionFisher informationCramer-Rao Lower Bound The原创 2020-11-17 05:58:58 · 728 阅读 · 0 评论 -
Minimum Variance Unbiased Estimation (MVU)
Reference:Kay S M. Fundamentals of statistical signal processing[M]. Prentice Hall PTR, 1993. (Chapter 2)Slides of ET4386, TUDContentAn ExampleMean Square Error CriterionMinimum Variance Unbiased EstimatorExistence of the Minimum Variance Unbiased Estim原创 2020-11-14 18:45:18 · 724 阅读 · 0 评论