Estimation, Filtering, and Detection (Winter 2015)
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.
TTh 9:00-10:30, 1200 EECS
Instructor: Alfred Hero
Methods for Signal Processing", A. O. Hero, Dec 2014 edition.
Dollar Bill Copying,
611 Church Street,
Ann Arbor, MI 48104,
Downloadable fragment (through ch 4): (.pdf) .
How to reach me:
4417 EECS -
Office Hours:4417 EECS, Tue. 1:00-2:30, Thur. 10:30-12:00.
Reserve list (available in media union):
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
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.
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
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.
Prof. Alfred O.
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