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FEKT-MPA-SDEAcad. year: 2025/2026
The compulsory elective course "Signal detection and estimation theory" is focused primarily on the detection of signals and estimation of their parameters. In the first part of the course, students will be familiarized with the mathematical and statistical apparatus needed for the above areas. Selected areas of linear algebra and the theory of random processes will be discussed. The second part is devoted to statistical decision theory, parameter estimation and detection, and also the basic theory of reliability is mentioned. The third part contains general information about LTI systems, filtering, Kalman filtering and Hilbert transforms.
Language of instruction
Number of ECTS credits
Mode of study
Guarantor
Department
Entry knowledge
It is required knowledge of the related mathematical basis, including the statistics and signal processing fundamentals.
Rules for evaluation and completion of the course
Aims
The graduate of the course is able to: (a) apply mathematical techniques related to selected areas of the field of study, (b) apply decision and detection theory, (c) estimate signal parameters and examine an estimation quality, (d) use general and Kalman filtering techniques in relevant areas signal processing, (e) apply the Hilbert transform to determine complex functions.
Study aids
Prerequisites and corequisites
Basic literature
Recommended reading
Classification of course in study plans
Lecture
Teacher / Lecturer
Syllabus
1. Course introduction.
2. Decomposition methods
3. Signal processing – statistical approach
4. Signal detection and estimation theory
4.1 Statistical Decision Theory.
4.2 Parameter Estimation I and II
4.3 Filtering.
4.4 Detection theory
4.5 Detectors and its evaluation
5. Hilbert transform
Exercise in computer lab