EECS 564

Estimation, Filtering, and Detection (Winter 2015) 
TTh 9:00-10:30, 1200 EECS

Principles of estimation, linear filtering and detection. Estimation: linear and nonlinear minimum mean squared error estimation, and other strategies. Linear filtering: Wiener and Kalman filtering. Detection: simple, composite, binary and multiple hypotheses. Neyman-Pearson and Bayesian approaches.

Instructor: Alfred Hero 
Coursepack: "Statistical Methods for Signal Processing", A. O. Hero, Dec 2014 edition. Available from Dollar Bill Copying, 611 Church Street, Ann Arbor, MI 48104, 734-260-3425. Downloadable fragment (through ch 4): (.pdf) .
How to reach me:

4417 EECS - 763-0564 
Office Hours:4417 EECS, Tue. 1:00-2:30, Thur. 10:30-12:00.

Reserve list (available in media union): (.pdf) .

There will be two exams. The midterm will be an in-class 2 hour exam and will start at 6PM Tue Mar. 10 in a room TBA. The final will be a takehome exam that can be picked up anytime between Mon April 20 at 8AM and Wed April 22 at 5PM. You will have 48 hours to complete the final exam. It will be comprehensive in coverage except that it will focus on the material covered after the first exam. All exams will be open book and open notes. If you have any conflicts with the date of the midterm you must so inform me before Jan. 22. Biweekly homework will be assigned. Some assignments may require use of the computer, e.g. using Matlab or Mathematica. Homework must be returned at the end of class on the due date. No late homework will be accepted.
Your course grade will be computed from the results of the midterm exam (1/3), the final exam (1/3), and the biweekly homework assignments (1/3).

Homework Assignments

Homework 1, due Thurs. Jan. 22 2015: Ex. 3.2, 3.4, 3.5, 3.6, 4.3, 4.6, 4.7, 4.19.

Some important information

I may need to communicate with the class by email from time to time. This will be done through C-tools so please make sure that you have access to C-tools and can receive email during the semester.

Grader: TBD

Useful links:
  • UM Academic Calendar
  • Policies and Guidelines

    All Undergraduate and Graduate students are expected to abide by the College of Engineering Honor Code as stated in the Student Handbook and the Honor Code Pamphlet. This applies to inclass exams, to takehome exams, and to all assigned homeworks. Violation of the Honor Code and the following policies is grounds for me to initiate an action that would be filed with the Dean's office and would come before the College of Engineering's Honor Council. If you have any questions about this policy, please do not hesitate to contact me.

    Exam Policies

    For all exams the work must be entirely your own, you are not allowed to consult with anyone else on these problems. For take home exams you will be allowed to use materials from library and computer facilties but no discussion of the exam with other individuals is permitted during the exam period. In particular you are prohibited from discussing or exchanging information concerning methods of solution, overall solution strategies, computer code, or technical references that you located which can help solve the problem.

    Contact Information:

    Prof. Alfred O. Hero III
    Dept. of Electrical Engineering and Computer Science
    The College of Engineering
    The University of Michigan
    1301 Beal Avenue
    Ann Arbor,MI 48109-2122
    Tel. (734) 763-0564
    FAX: (734) 763-8041