通訊工程研究所(Graduate Institute of Communications Engineering)
課程名稱(英文)
Detection and Estimation
課程代碼
4305066_01
授課教師:
劉宗憲
學分數
3
必/選修
選修
開課年級
研究所
先修科目或先備能力:
The necessary background that has been assumed is an exposure to the basic theory of digital signal processing, probability, random processes, and linear algebra.
課程概述:
Books on detection and estimation range from the highly theoretical expositions by statisticians to the more practical treatments by users of applied statistics. This text is an attempt to strike a balance between these two extremes. The primary focus is on obtaining optimal detection and estimation algorithms that may be implemented on a digital computer. The data sets are therefore assumed to be samples of a continuous-time waveform or a sequence of data points. The choice of topics reflects what we believe to be the important approaches to obtaining an optimal detector or estimator and analyzing its performance.
學習目標:
1. Classical Estimation Theory and Techniques
2. Baysian Estimation Techniques
教科書:
1. S. Kay, Fundamentals of Statistical Signal Processing: Estimation Theory. Prentice Hall, 1993 (開發圖書).
2. S. Kay, Fundamentals of Statistical Signal Processing: Detection Theory. Prentice Hall, 1998 (開發圖書)