Introduction to Signal Detection and Estimation

Module nameIntroduction to Signal Detection and Estimation
Type of moduleSelectable mandatory module
Learning results,
competencies, qualification goals
The student is able to:
  • derive optimal and suboptimal statistic estimation techniques and to evaluate their quality
  • create a qualification procedure

Learning results with regard to the objectives of the course of study:
  • Gaining deeper insight into the mathematical and natural science areas
  • Gaining a deeper knowledge about the specific electrical fundamentals
  • Acquiring enhanced and applied subject-specific basics
  • Identifying and classifying complex electro-technical and interdisciplinary tasks
  • Being confident in the ability to apply and evaluate analytical methods
  • Being able to create and evaluate solving methods independently
  • Familiarising oneself with new areas of knowledge, running searches and assessing the results
  • Gaining important and profound experience in the area of practical technical skills and engineering activities
  • Working and researching in national and international contexts
Types of courses3 SWS (semester periods per week):       2 SWS lecture
                                                                 1 SWS exercise
Course contentsElements of hypothesis testing; mean-squared estimation covering the principle of orthogonality, normal equations, Wiener filters, related efficient numerical methods like Levinson-Durbin recursion, Kalman filters, adaptive filters; classification methods based on linear discriminants, kernel methods, support vector machines; maximum-likelihood parameter estimation, Cramer-Rao bound, EM algorithm
Teaching and learning methods
(forms of teaching and learning)
Lecture, presentation, learning by teaching, self-regulated learning, problem-based learning
Frequency of the module offeringSummer term
Language English
Recommended (substantive) requirements for the participation in the moduleKnowledge on basic principles about random variables
Requirements for the
participation in the module
Prerequisites according to examination regulations
Student  workload180 h:   45h attendance studies
             135 h personal studies
Academic performancesNone
Precondition for the
admission to the
examination performance
Examination performanceExamination performance: oral examination (30 min.)
Number of credits
of the module
6 credits and 2 credits of them apply to the integrated key competencies
In charge of the moduleProf. Dr.Dahlhaus
Teacher of the moduleProf. Dr. Dahlhaus and co-workers
Forms of mediaProjector, black board, piece of paper
Literature references
  • H. Vincent Poor, An Introduction to Signal Detection and Estimation, Springer, 2nd ed., ISBN 0-387-94173-8 or ISBN 3-540-94173-8.
  • Papoulis, S. U. Pillai, Probability, Random Variables, and Stochastic Processes, McGraw-Hill, 4th ed., ISBN 0071226613.
  • H.L. van Trees, Detection, Estimation and Modulation Theory, vol. I, New York, NY: John Wiley & Sons, 1968.

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