ECE 7251: Signal Detection and Estimation
Georgia Institute of Technology
Spring 2002

Instructor: Prof. Aaron Lanterman
Office: GCATT 334B
Phone: 404-385-2548
Course website:

When and where: MWF, 12:05-12:55,
212 Engineering Science and Mechanics Building


Selected Lectures

  • Lecture 1: Introduction (1/4/01)

  • Lecture 2: Sufficient Statistics and Exponential Families (1/7/01)
    (pdf) (Poor, pp. 158-160, 164; Hero, pp. 24-30; some lecture
    examples taken from pp. 30-33 of Srinath)
    Suggested problems: Hero, Sec. 3.5, #5, #6 (parts a and b only)

  • Lecture 3: Introduction to Bayesian Estimation (1/9/01)
    (pdf) (Poor, pp. 142-147)
    (Poor, pp. 142-147; Hero pp.

  • Lecture 4: Examples of Bayesian Estimation (1/11/01)
    (Poor, pp. 147-152, pay particular attention to Example IV.B.2;
    Hero, pp. 38-42)
    Suggested problems: Poor, Sec. IV.F: #1, #7

  • Lecture 5: More Examples and Properties
    of Bayesian Estimation
    (Hero, pp. 42-46)
    Suggested problem: Poor, Sec. IV. F: #25 (parts a and b only)
    Highly suggested problem: Try to derive the CME, CmE, and MAP estimators
    on pp. 43-44 of Hero (good practice with erf functions; you may need to do
    integration by parts)

  • Lecture 6: The Orthogonality Principle in MMSE Estimation (1/16/01)

Other Goodies

  • Volkan gave a presentation on estimation theory in Jim McClellan’s
    research group. He let me post his
    slides and a related
    with related proofs.
    Volkan did a great job; it’s
    a nice distillation of some of the material in Ch. 4 of Poor. Enjoy!