教學大綱與進度
課程基本資料:
學年期
課號
課程名稱
階段
學分
時數
修
教師
班級
人
撤
備註
102-2
181251
偵測與估計
1
3.0
3
★
吳昭正
電機所
14
0
教學大綱與進度:
教師姓名
吳昭正
Email
ccwu@ntut.edu.tw
最後更新時間
2014-02-18 00:13:56
課程大綱
This class starts from the review of random process to the topics of detection and estimation theories. The following is a rough description of the material covered in this class. 1. Bayesian hypothesis testing 2. Minimax hypothesis testing 3. Neyman-Pearson and composite hypothesis testing 4. Bayesian parameter estimation 5. Nonrandom parameter estimation 6. Maximum likelihood estimation 7. Kalman filtering
課程進度
Week 1(2/18). Introduction Week 2(2/25). Review of Random Variables Week 3(3/4). Hypothesis Testing Week 4(3/11). Bayesian Hypothesis Testing Week 5(3/18). Minimax Hypothesis Testing Week 6(3/25). Neyman-Pearson and Composite Hypothesis Testing Week 7(4/1). Detection of Deterministic Signals Week 8(4/8). Detection of Signals with Random Parameters and Stochastic Signals Week 9(4/15). Midterm Week 10(4/22). Bayesian Parameter Estimation Week 11(4/29). Nonrandom Parameter Estimation Week 12(5/6). Maximum Likelihood Estimation (I) Week 13(5/13). Maximum Likelihood Estimation (II) Week 14(5/20). General Bayesian Estimation Week 15(5/27). Linear Bayesian Estimation Week 16(6/3). Kalman Filtering Week 17(6/10). Project Discussion Week 18(6/17). Final Term
評量方式與標準
1. Midterm 30% 2. Final Term 40% 3. Term Paper (with an Oral Presentation) 30% 4. Class Participation 10%
使用教材、參考書目或其他
【遵守智慧財產權觀念,請使用正版教科書,不得使用非法影印教科書】
使用外文原文書:
Required text: 1. An Introduction to Signal Detection and Estimation, H. Vincent Poor, 1998. Optional text: 1. Fundamentals of Statistical Signal Processing Volume I: Estimation Theory, Steven M. Kay, 2001. 2. Fundamentals of Statistical Signal Processing Volume II: Detection Theory, Steven M. Kay, 2001. 3. Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers, Roy D. Yates and David Goodman, 2004. 4. Random Signals: Detection, Estimation and Data Analysis, K. Sam Shanmugan and Arthur M. Breipohl, 1988. 5. Detection of Signals in Noise, Robert N. McDonough and A. D. Whalen, 1995.
課程諮詢管道
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