ECE 6540 - Estimation Theory
Electrical and Computer Engineering Department
Course Info
Lectures: WF 1:25 PM - 2:45 PM in WEB L120
Instructor: Tolga Tasdizen
Email: tolga@sci.utah.edu
Office: WEB 3887
Office Hours: noon - 1:20 pm Fridays. Also with appointment outside
regular office hours.
Required Textbook: Fundamentals of Statistical Signal Processing,
Volume I: Estimation Theory
Steven M. Kay
Prentice Hall, Upper Saddle
River, NJ 07458
ISBN: 0-13-345711-7
Prerequisite: ECE 5510 and 5530
Detailed course information and syllabus
Important Notices
Read Chapters 1 & 2 from textbook
Read Chapter 3
Read Chapter 4
Read Chapter 5
Read Chapters 6 and 7
Read Chapter 8
Read Chapter 9
Read Chapter 10
Read Chapter 11
Read Chapter 12
Lecture Notes
* Introduction
* Minimum Variance
Unbiased Estimation
* Cramer-Rao Lower Bound (scalar
case)
(New) Extra Examples for Chapter 3
* Cramer-Rao Lower Bound (vector
case)
* Linear Models
* Colored Noise
* Sufficient Statistics
* Best linear unbiased estimation
* Maximum
Likelihood Estimation
* Monte Carlo Matlab script
for class example
* Expectation
Maximization
* Least Squares Part I
* Least Squares Part II
* MATLAB examples: Least
squares model order, Sequential
Least Squares, Sequential Least
Squares with update rule
* Method of moments
* Bayesian Estimation
Introduction
* Gaussian Prior
* Bayesian MMSE
estimator continued
* Maximum a posteriori estimation
* LMMSE estimator and Sequential
LMMSE estimator
Exam material ends here
* Wiener Filtering MATLAB: AR-1 process, Wiener
Filter for AR-1 process, Wiener
Filter for image, Image Blurring
* Kalman Filtering
* MATLAB: Gauss-Markov
process, KalmanFilter
* Vector
state/observation Kalman Filter, MATLAB: demo1, demo2
Assignments
(8/26) Assignment 1 due 9/9
solutions
(9/9) Assignment 2 due 9/23
solutions
(10/21) Assignment 3 due
11/2 solutions
(11/1) Assignment 4 due
11/9 solutions
(11/17) Assignment 5 due
12/2 solutions
Exams and solutions
Practice exam midterm 1
Midterm 1 solution
Midterm 2 topics: Chapter 6 except 6.6, Chapter 7 except 7.10,
Chapter 8 except 8.8-8.10, Chapter 9 except 9.5-9.6
Practice exam midterm 2 and solution
Midterm 2 solution
Final exam topics: Chapter 10, Chapter 11 Sections 1-5, Chapter 12
Sections 1-4 and Section 6
Practice exam final and solution