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

Instructor: Prof. Aaron Lanterman
Office: GCATT 334B
Phone: 404-385-2548
E-mail: lanterma@ece.gatech.edu
Course website: users.ece.gatech.edu/~lanterma/ece7251

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

# Selected Lectures

• Lecture 1: Introduction (1/4/01)
(ppt)
(pdf)

• Lecture 2: Sufficient Statistics and Exponential Families (1/7/01)
(ppt)
(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)
(ppt)
(pdf) (Poor, pp. 142-147)
(Poor, pp. 142-147; Hero pp.
32-38)

• Lecture 4: Examples of Bayesian Estimation (1/11/01)
(whiteboard)
(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
(1/14/01)
(whiteboard)
(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)
(ppt)
(pdf)

# Other Goodies

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