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Schedule/Downloads (Fall 13)

 http://www.postech.ac.kr/lab/ee/cisl/orange-ball.gif The schedule is tentative and subject to change. (Last update: 09/07/17)

* References

P: H. V. Poor, An introduction to signal detection and estimation 2nd ed, New York : Springer-Verlag, 1994
Sc: L. L. Scharf, Statistical Signal Processing. Reading, MA: Addition-Wesley, 1991
V: H. L. Van Trees, Detection, Estimation, and Modulation Theory, Wiley, 1971
Sr: M.D. Srinath, R.K. Rajasekaran, and R. Viswanathan, Introduction to Statistical Signal Processing with Applications, Prentice Hall
K1: S. M. Kay, Fundamentals of Statistical Signal Processing: Estimation Theory, Prentice Hall, 1993
K2: S. M. Kay, Modern spectral estimation: theory and application, Prentice Hall, 1988   

 

* Schedule for Fall 2017

Week Date Topic 한국어 강의 Lecture in English Meeting Date  
1 9/4 ~ 9/10 Introduction, Maximum A Posteriori Probability (MAP) detector Lec1, Lec2 Lec3 Lec1, Lec2 Lec3 9/5 Tue.  
2 9/11 ~ 9/17 General Bayesian Hypothesis Testing Lec4, Lec5, Lec6 Lec4, Lec5 9/12 Tue.  
3 9/18 ~ 9/24 Minimax Hypothesis Testing Lec7, Lec8, Lec9 Lec6 9/19 Tue.  
4 9/25 ~ 10/1 Neyman-Pearson Hypothesis Testing Lec10, Lec11, Lec12 Lec7, Lec8    
5 10/2 ~ 10/8 휴강        
6 10/9 ~ 10/15 Composite Hypothesis Testing, General Bayesian Estimators, MMAE Estimator, MAP Estimator Lec13, Lec14, Lec15 Lec9, Lec10 10/10 Tue. 10/13 1st Midterm
7 10/16 ~ 10/22 MMSE Estimator, LMMSE Estimator, AMMSE Estimator, BLUE Lec16, Lec17, Lec18 Lec11, Lec12, Lec13 10/17 Tue.  
8 10/23 ~ 10/29 BLUE, Sufficient Statistic  Lec19, Lec20, Lec21 Lec14, Lec15, Lec16    
9 10/30 ~ 11/5 UMVU Estimatior, Cramer-Rao Lower Bound Lec22, Lec23, Lec24 Lec17, Lec18, Lec19 10/31 Tue.  
10 11/6 ~ 11/12 MUVE, Maximum Likelihood Estimator  Lec25, Lec26, Lec27 Lec20, Lec21 11/7 Tue.  
11 11/13 ~ 11/19 EM Algorithm, SRRT Lec28, Lec29, Lec30 Lec22, Lec23 11/14 Tue. 11/17 2nd Midterm
12 11/20 ~ 11/26 Estimation of Stationary Process: Wiener Filter, Estimation of Nonstationary Process: Kalman Filter Lec31, Lec32 Lec24, Lec25, Lec26 11/21 Tue.  
13 11/27 ~ 12/3 MLE revisited, Smapling Theorem, Irrelevant observation, Gram-Schmidt Orthogonalization Lec33, Lec34, Lec35 Lec27, Lec28, Lec29 11/28 Tue.  
14 12/4 ~ 12/10 Karhunen-Loeve (KL) Expansion, Whitening Lec36, Lec37, Lec38 Lec30, Korean Lec38 12/5 Tue.  
15 12/11 ~ 12/17 Study Week     12/12 Tue. 12/15 Final Exam

                                                                                                                                                                                        

Week

Date

Lecture

Topics

Key Words

Reading Assignments*

Handouts

강의노트/

Homeworks

F15 Quiz, Exam, etc. F14 Quiz, Exam, etc.

F13 Quiz, Exam, etc.

F12 Quiz, Exam,

한국어강의 asx(mp4) /판서

F10 Quiz, Exam, etc.

F09 HW, Exam, etc.

F07 Review,  Exam, etc.

F06 Quiz & Exam

Sp 05  HW, EXAM

Sp04 HW & Exam

1

9/2

1

Introduction 

Detection and Estimation

1st chapters

Handout 1

   

 

판서 1, 2, 3, 4, 5

한국어 강의 1-1 (1-1)

Note 1,2,3 Video 1,2

Review 1 Video, Note 

Review1

HW#1 Sol

9/4.

2

Vector Observation

 

Simple Hypothesis Testing

Bayesian Detection

Maximum A Posteriori Probability (MAP) detector

P II.B, Sc Ch. 5, Sr 3.3.1.

Handout 2,

   

 

판서 1, 2 , 3, 4, 5, 6

한국어 강의 2-1, 2-2 (2-1, 2-2)

Quiz

Note 1,2,3,4,5 Video 1,2

Review 2  Video, Note 1,2,3

Review2

HW#1, HW#1 solutions

9/5 Fri.

3

 

 

판서 1, 2, 3, 4, 5, 6, 7, 8, 9

한국어 강의 3-1 (3-1)

Quiz

Note 1, 2, 3,  Video 1, 2, 3

Review 3 Video, Note

Quiz #1

 Lec. #1 ~ #3

Quiz

HW#2

2

9/9

4

General Bayesian Hypothesis Testing

Handout 3

Example

   

 

판서 1, 2, 3, 4, 5, 6, 7, 8

한국어 강의 4-1 (4-1)

Quiz

Note 1, 2, 3, 4, 5, 6, 7, 8, 9 Video 1,2,,3

Review 4 Video, Note 1, 2

Review3

Quiz#1

Quiz#1 solutions

HW#1, HW#1 solutions

9/11

 

 Quiz

판서 1, 2, 3, 4

한국어 강의 5-1 (5-1)

 

 

 

9/12

6

 

 

판서 1, 2, 3, 4

한국어 강의 6-1, 6-2 (6-1, 6-2)

Quiz

Video 1,2, Note 1,2,3,4,5,6 

Review 5 Video, Note 1,2,3

3

9/16

7

Non-Bayesian Detection

Minimax Hypothesis Testing

P II.C, Sc 5.3, Sr 3.3.2

Preview

Handout 4 Supplementary Note

   

 

판서 1, 2, 3, 4

한국어 강의 7-1 (7-1)

Quiz

Video 1,2 Note 1,2,3,4,5,6,7,8,9

Review 6 Video 1,2  Note 1,2,3

Review4

9/18

8

 

 Quiz

판서 1, 2, 3, 4, 5, 6, 7

한국어 강의 8-1 (8-1)

 

9/19

Quiz #2

 Lec. #4 ~ #8

Quiz

 

Quiz

4

9/23

9

 

 

판서 1, 2, 3, 4, 5, 6

한국어 강의 9-1 (9-1)

 

HW#3

9/25

10

Neyman-Pearson Hypothesis Testing

P II.D, Sr 3.3.3 3, Sc Ch 4,

Handout 5

   

 

 판서 1, 2, 3, 4, 5, 6

한국어 강의 10-1 (10-1)

Quiz

Video 1,2,3 Note 1,2,3,4,5,6,7,8,9

Review 7 Video Note 1,2

Review5

Quiz#2

Quiz#2 solutions

 

HW#2, HW#2 solutions

     

 

 

 

9/26

Quiz #3

Lec. #9 ~ #10

Quiz

  Quiz

 

Quiz

Video 1,2,3, Note  1,2,3,4,5,6

Review Video Note 1,2

5

9/30

11

 

 

판서 1, 2, 3, 4, 5, 6, 7

 

한국어 강의 11-1 (11-1)

Exam#1 solutions

#2

Exam#1, Exam#1 solutions

Exam#1, Exam#1 solutions

Exam#1, Exam#1 solutions

Exam#1, Exam#1 solutions

Exam#1, Exam#1 solutions

10/2

12

 

 

판서 1, 2, 3, 4, 5, 6

한국어 강의 12-1 (12-1)

10/2

1st Midterm Exam (Covers Lec. #1--#12)

   

 

Exam#1, Exam#1 solutions

6

10/7

13

Composite Hypothesis Testing

Bayesian, Non-Bayesian

Composite Hypothesis Testing

Handout 6

Exam#1  

 

판서 1, 2, 3

한국어 강의 13-1 (13-1)

Quiz

Video 1,2,3 Note

Review Video Note  1,2,3,4

HW#3, HW#3 solutions

 

10/9

14

Point Estimation

Bayesian Estimation

General Bayesian Estimators

K1 Ch 10, Sc Ch 7

Handout 7

   

 

판서 1, 2, 3, 4, 5, 6

한국어 강의 14-1 (14-1)

Quiz

Video 1,2,3 Note 1,2,3,4,5,6

Review Video Note 1,2

Review7

HW#4, HW#4 solutions

10/10

Quiz #4

Lec. #13~ #14

Minimum Mean Absolute Error (MMAE) Estimator

K1 Ch 11, Sr Ch 5, Sc Ch 8

 

 Quiz

7

10/14

15

Maximum A posteriori Probability (MAP) Estimator

 

 

판서 1, 2, 3, 4

한국어 강의 15-1, 15-2 (15-1, 15-2)

HW#4

10/16

16

Minimum Mean-Squared Error (MMSE) Estimator

Handout 8

   

 

판서 1, 2, 3, 4, 5, 6

한국어 강의 16-1, 16-2 (16-1, 16-2)

Quiz

Video 1,2,3 Note 1,2,3,4,5,6,7,8,9,10

Review Video 1,2 Note 1,2

Quiz#3 Quiz#3 solutions

 

10/17

Quiz #5

Lec. #15~ #16

Linear Minimum Mean-Squared Error (LMMSE) Estimator

K1 Ch 12

Handout 9

   

 

  Quiz

 

Quiz

Video 1,2 Note 1,2,3,4

Review Video Note 1,2,3

Quiz#4 Quiz#4 solutions Supplementary Note

HW#5, HW#5 solutions

HW#5

Affine Minimum Mean-Squared Error (AMMSE) Estimator

Quiz

Video 1,2,3 Note 1,2,3,4,5,6 Review
Video Note 1,2,3

8

10/21

17 

Non-Bayesian Estimation

Best Linear Unbiased Estimator (BLUE)  

K1 Ch 6,

Handout 10

   

 

판서 1, 2, 3, 4, 5

한국어 강의 17-1 (17-1)

Quiz

Video 1,2,3 Note 1,2,3,4,5,6,7,8,9

Review Video Note 1,2,3,4,5

HW#6, HW#6 solutions

 

 

Quiz

10/23

18

 

 

  판서 1, 2, 3, 4, 5

한국어 강의 18-1, 18-2  (18-1, 18-2)

HW#6

10/24

10/24

19

Sufficient Statistic

K1 5.3,-5.4, P IV.C, Sr 2.6.3, Sc Ch.3

Handout 11

   

 

 판서 1, 2, 3, 4, 5, 6, 7 

한국어 강의 19-1 (19-1)

Quiz

Video 1,2,3 Note 1,2,3,4,5

Review Video Note 1,2

 

 

HW#7, HW#7 solutions

Quiz #6

Lec. #17~ #19

 

 Quiz

 

9

10/28

20

 

 

 판서 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12

한국어 강의 20-1, 20-2, 20-3 (20-1, 20-2, 20-3)

Quiz

Video 1,2,3 Note 1

Review Video Note 1,2

10/30

21

 

 

판서 1, 2, 3, 4

한국어 강의 21-1 (21-1)

10/31

11/1

22

Completeness and Uniformly Minimum Variance Unbiased (UMVU) Estimator

K1 Ch 2-5, Sc Ch 3,

Handout 12a

   

 

판서 1, 2, 3, 4, 5, 6, 7, 8

한국어 강의 22-1, 22-2 (22-1, 22-2)

Quiz

Video 1,2,3  Note 1,2,3,4,5,6 

Review Video Note 1,2,3

Quiz#5

Quiz#5 solutions

HW#8, HW#8 solutions

Quiz #7

Lec. #20~ #22

 

  Quiz

HW#7

10

11/4

23

Handout 12b

   

 

판서 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11

한국어 강의 23-1, 23-2 (23-1, 23-2)

Quiz

Video 1,2 Note 1,2,3,4,5,6

Review  Video Note  1,2

11/6

24

Cramer-Rao Lower Bound and MVUE

Handout 13a

   

 

판서 1, 2, 3, 4, 5, 6, 7

 

한국어 강의 24-1  (24-1)

Quiz

Video 1, 2,3  Note  1,2,3,4,5,6,7

Review Video Note 1,2

HW#9, HW#9 solutions

HW#8

11/7

25

Handout 13b

   

 

판서 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11

 

한국어 강의 25-1, 25-2 (25-1, 25-2)

Quiz

Video 1,2  Note 1,2,3,4,5,6,7,8,9,10

Review Video Note 1,2

Quiz #8

Lec. #23~ #25

 

   Quiz

HW#9

11

11/11

26

Maximum Likelihood Estimator (MLE)

Sc Ch 6, P IV.D, K1 Ch 7

Handout 14

   

 

판서 1, 2, 3, 4, 5, 6, 7, 8 

한국어 강의 26-1 (26-1)

Quiz

Video 1,2,3 Note  1,2,3,4,5,6 

Review Video Note

11/13

27

판서 1, 2, 3, 4, 5, 6, 7  

한국어 강의 27-1 (27-1)

11/14

11/14

11/14

28

Expectation Maximization (EM) Algorithm

Sr 5.4.2

Handout 15

   

 

   판서 1, 2, 3, 4, 5, 6, 7, 8

 

한국어 강의 28-1, 28-2, 28-3, 28-4 (28-1, 28-2, 28-3, 28-4)

Quiz

Video 1,2 Note 1,2,3,4,5,6,7,8,9

Review Video Note

Supplementary Handout

HW#10

2nd Midterm Exam (Covers Lec. #1--#28)

Exam#2

Exam#2 solutions

 

Exam#2, Exam#2 solutions

Exam#2 solutions

Exam#2, Exam#2 solutions

Exam#2, Exam#2 solutions

Exam#2, Exam#2 solutions

Exam#2, Exam#2 solutions

Exam#2, Exam#2 solutions

 

Quiz #9

Lec. #26~ #28

   

 Quiz

Quiz

12

11/18

29

Sequence Observation

Detection

Bayesian Sequential Detection

SPRT(A,B)

P III.D

Handout 16

   

 

 판서 1, 2, 3, 4, 5, 6, 7, 8, 9

한국어 강의 29-1  (29-1 )

Quiz

Video 1,2,3  Note 1,2,3,4,5,6,7,8,9

Review Video Note

 

11/20

30

Non-Bayesian Sequential Detection

Handout 17

   

 

  판서 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13

 

한국어 강의 30-1 (30-1)

11/21

Quiz #10

Lec. #29~ #30

 

  Quiz

 

13

11/25

31

Estimation

Bayesian Estimation

Estimation of Stationary Process: Wiener Filter

Sr 6.3

Handout 18

   

 

  판서 1, 2, 3, 4, 5, 6, 7, 8, 9

한국어 강의 31-1 (31-1)

Video 1,2,3  Note 1,2,3,4,5,6,7,8

Review  Video Note 1,2

 

 

 

 

 

 

Quiz

Video 1,2,3 Note  1,2,3,4,5,6,7,8,9 

Review Video Note 1,2,3

HW#11

11/27

32

Estimation of Nonstationary Process: Kalman Filter

K1 Ch 13, Sr 6.4

Handout 19

   

 

판서 1, 2, 3, 4, 5, 6

 한국어 강의 32-1 (32-1)

Quiz

Video 1,2,3 Note 1,2,3,4,5,6,7,8

Review  Video Note  1,2,3

 Quiz#6

Quiz#6 solutions

  Quiz

 

 

11/28

11/28

33

Non-Bayesian Estimation

MLE revisited

P IV.D IV.E

Handout 21

   

 

판서 1, 2, 3, 4, 5, 6

한국어 강의 33-1 (33-1)

Quiz

Video 1,2,3   

Note 1,2,3,4,5,6

Handout 20

Quiz #11

Lec. #31~ #33

 

  Quiz

HW#12 ECE746HW#4 ECE746HW#4 solutions

14

12/2

34

Waveform Observation

Discretization Methods

Sampling Theorem

V Ch 3

Handout 22

   

 

판서 1, 2, 3, 4, 5, 6

한국어 강의 34-1 (34-1)

Video Note 1,2  Review Video  Note 1,2

Review22

AWGN noise

 Detection

Irrelevant observation, Gram-Schmidt Orthogonalization

 

P VI.B VI.C VI.D, Sr Ch 4

 

Handout 23

 

 

 

 

 

 

 

12/4

35

 

 

판서 1, 2, 3, 4, 5, 6, 7, 8

 

한국어 강의 35-1 (35-1)

Video 1,2,3 Note 1,2,3,4,5,6,7,8,9, 10,11,12, 

12/5

12/5

Estimation

P V VI

Handout 24

   

 

 Quiz

Video 1,2,3 Note 1,2,3,4,5,6,7,8,9,10, 11,12,13,14

36

AGN noise

Detection,  Estimation

Karhunen-Loeve (KL) Expansion, Whitening

V Ch 4-5

Handout 25

   

 

판서 1, 2, 3, 4, 5, 6

 

한국어 강의 36-1 (36-1)

Video 1,2,3 Note  1,2,3,4,5,6,7,8,9, 10,11,12

Quiz#7

Quiz#7 solutions

Quiz #12

Lec. #34~ #36

 

  Quiz

15

12/9

37

 

 

판서 1, 2, 3, 4, 5, 6, 7

 

한국어 강의 37-1 (37-1)

12/11

38

Other Estimation Techniques

Least Square

K1 Ch 8, Sc Ch 9

Handout 26

   

 

 판서 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 

한국어 강의 38-1, 38-2, 38-3 (38-1, 38-2, 38-3) 

                 

Method of Moments

K1 Ch 9

Handout 27

 

HW#XX Solve Exam#1 of 2009

Spectral Estimation

K2

Handout 28

 

HW#XX Solve Exam#2 of 2009

12/12

Quiz #13

Lec. #37~ #38

 

 

16

12/19

Final Exam

Covers Lec. #1--#38

  Final Exam

 

Final Exam,  solutions

Final Exam solutions

Final Exam, Final Exam solutions

Final Exam, Final Exam solutions

Final Exam, Final Exam solutions

Final Exam, Final Exam solutions

Final Exam, Final Exam solutions