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EEE 539

Detection and Estimation Theory

Graduate course on the theory of detection and estimation. Hypothesis testing: Bayesian, minimax and Neyman-Pearson approaches. Signal detection in discrete time: Detector structures and performance evaluation. Parameter estimation: Bayesian estimation, nonrandom parameter estimation, maximum likelihood estimation. Signal estimation in discrete time: Linear estimation theory and Kalman-Bucy filtering.

Credit3
ECTS5
BölümElectrical and Electronics Engineering
FacultyFaculty of Engineering

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Geçmiş GPA dağılımı 17 dönem · ort. 3.45

DönemCourse CPA
2025-2026 Fall 3.53 1 sec · 28 öğr
2023-2024 Spring 3.33 1 sec · 33 öğr
2022-2023 Spring 3.43 1 sec · 16 öğr
2021-2022 Spring 3.31 1 sec · 12 öğr
2020-2021 Spring 3.44 1 sec · 15 öğr
2019-2020 Fall 3.55 1 sec · 18 öğr
2018-2019 Fall 3.53 1 sec · 19 öğr
2017-2018 Fall 3.52 1 sec · 20 öğr
2016-2017 Fall 3.53 1 sec · 22 öğr
2015-2016 Fall 3.45 1 sec · 25 öğr

Aggregate course GPA — Bilkent STARS'tan public data. Hoca-bazlı per-section detayı için STARS evaluation report →. Öğrenci anket cevapları KVKK kapsamında defter'de tutulmaz.

Müfredat detayı STARS syllabus

📚 Önerilen kaynaklar

  • Zorunlu An Introduction to Signal Detection and Estimation H. Vincent Poor · 1994/2nd · Springer

⚖️ Değerlendirme

  • 10% — Homework: Homework (×4)
  • 12% — Project: Project (×1)
  • 35% — Midterm:Essay/written: Midterm (×1)
  • 43% — Final:Essay/written: Final (×1)

⚠️ FZ engelleyen şartlar

Course Learning Outcomes: Course Learning Outcome Assessment Construct a hypothesis testing problem; specify the probability distributions of the observations under each hypothesis; formulate optimal decision rules according to various criteria Homework Midterm Final Apply the Bayesian, minimax or Neyman-Pearson approaches to design optimal decision rules; assess the Bayes risk, minimax risk, detection probability, and false-alarm probability. Homework Project Midterm Final Apply detection theor

📅 Haftalık müfredat

Introduction, Bayesian hypothesis testing (HT) Bayesian HT, Minimax HT Neyman-Pearson HT, Composite HT Composite HT Signal detection in discrete time Signal detection in discrete time Advanced detection techniques Bayesian parameter estimation Non-random parameter estimation Non-random parameter estimation Maximum likelihood estimation Maximum likelihood estimation Kalman-Bucy filtering (if time) Project Presentations ECTS - Workload Table: Activities Number Hours Workload Final exam 1 3 3 Preparation for Final exam 1 25 25 Course hours 14 3 42 Preparation for Midterm exam 1 20 20 Project (including preparation and presentation if applicable) 1 40 40 Homework 4 5 20 Midterm exam 1 2 2 Total Workload: 152 Total Workload / 30: 152 / 30 5.07 ECTS Credits of the Course: 5 Type of Course: Lecture - Project Course Material: PC - Written Teaching Methods: Lecture - Exercises - Assignment