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
106-2
238969
偵測與估計
1
3.0
3
★
吳昭正
電機所
15
2
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
2018-04-25 12:27:50
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. General/Linear Bayesian Estimation
課程進度
Week 1. Introduction Week 2. Review of Random Variables (I) Week 3. Hypothesis Testing Week 4. Bayesian Hypothesis Testing (I) Week 5. Bayesian Hypothesis Testing (II) Week 6. Minimax Hypothesis Testing Week 7. Neyman-Pearson and Composite Hypothesis Testing Week 8. Composite Hypothesis Testing Week 9. Midterm Week 10. Bayesian Parameter Estimation Week 11. Nonrandom Parameter Estimation Week 12. Maximum Likelihood Estimation (I) Week 13. Maximum Likelihood Estimation (II) Week 14. General Bayesian Estimation (I) Week 15. General Bayesian Estimation (II) Week 16. Linear Bayesian Estimation (I) Week 17. Linear Bayesian Estimation (II) Week 18. Final Term
評量方式與標準
1. Midterm 30% 2. Final Term 30% 3. Term Paper 40% 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:是
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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