Estimation - Detection
Lecture (3EN TSI and M2 SIP)ENSEEIHT, Toulouse
Fall 2018
This course is part of the final year of the Master level programs "Electronique et Traitement du Signal" (7 lectures, 2 exercise sessions, 2h units each).
Contents
Estimationquality of estimators, Cramer-Rao bounds, maximum likelihood estimation, method of moments, Bayesian estimation, confidence inetrvals
Detection
test principles, Neyman Pearson test, Bayesian tests for simple and composite hypoteses, generalized likelihood ratio test, goodness of fit tests (Chi2, Kolmogorov)
Material
No lecture notes are provided. Attendance of lectures and exercise sessions is highly recommended.
TD: exercises 1 exercises 2 solutions 1 solutions 2 Exam: exam '19 allowed material: one A4 page (recto-verso) of own hand-written notes solutions 22.10.2019 - 08:00-10:00