## EECS 564 "Estimation, Filtering and Detection" Winter 1999

**LECTURES:** Mon., Wed., Fri., 10:40-11:30 AM, 1010 Dow

**LECTURER:** Professor Andrew E. Yagle, 4114 EECS, 763-9810

**OFFICE HOURS:** Wednesday 2:00-4:00 PM in 4114 EECS.

**WEB PAGE:** http://www.eecs.umich.edu/~aey

**TEXT:** M.D. Srinath, P.K. Rajasekaran, R. Viswanathan, "Introduction

to Statistical Signal Processing with Applications," Prentice-Hall, 1996.

**ON RESERVE IN MEDIA UNION (NORTH ENGINEERING LIBRARY):**

- H.L. Van Trees, "Detection, Estimation, and Modulation Theory, Part I,"
Wiley, 1968.
*THE classic text on this subject. Difficult but rewarding.*
- T. Kailath, "Lectures on Wiener and Kalman Filtering," Springer-Verlag, 1981.
*An excellent text on the basics of linear least-squares estimation.*
- C.K. Chui and G. Chen, "Kalman Filtering with Real-Time Applications,"
Springer-Verlag, 1987.
*A very readable book on Kalman filtering applications.*
- H. Vincent Poor, "An Introduction to Signal Detection and Estimation,"
Springer-Verlag, 1988.
*Another text similar to the one we are using.*
- J.M. Mendel, "Lessons in Estimation Theory for Signal Processing, Commnications,
and Control," Prentice-Hall, 1995.
*Another daunting but rewarding text.*

**PROBLEM SETS:**

Weekly problem sets assigned on FRIDAYS, due IN CLASS one week later.

After Spring break, "FRIDAYS" will become "MONDAYS" for the rest of the term.

No problem sets during exam weeks. No late problem sets can be accepted.

**EXAMS:** 3 2-hour open-book exams. **ROOM:**1005 EECS

EXAM DATE | TIME | REVIEW SESSION | TIME |

Thur. Feb. 18 | 6-8 PM | Mon. Feb. 15 | 6-8 PM |

Thur. Mar. 25 | 6-8 PM | Mon. Mar. 22 | 6-8 PM |

Thur. Apr. 15 | 6-8 PM | Mon. Apr. 12 | 6-8 PM |

**FINAL:** There will be NO final exam on April 28!

**GRADING:**

Problem Sets: 10% (enough to ensure that you do them)

3 Exams 30%: 90% (see above)

Total Points: 100%

**HONOR CODE:** All problem sets and exams are given

under the Honor Code of the College of Engineering.

**COLLABORATION POLICY:**

You may work with other students in the class on problem sets.
Engineering is a collaborative

discipline, and learning to work in teams is an important part of your education.

HOWEVER, you must write up the final form of your problem set entirely on your own.

Welcome aboard! "This is definitely an `E' ticket"-Sally Ride