Lectures 17 Mojtaba Soltanalian- UIC msol@uic.edu - PowerPoint PPT Presentation

Detection and Estimation Theory Lectures 17 Mojtaba Soltanalian- UIC msol@uic.edu http://msol.people.uic.edu Based on ECE 531 Slides- 2011 (Prof. Natasha Devroye) & http://ens.ewi.tudelft.nl/Education/courses/et4386/Slides/09.detection.pdf

Detection Theory

Detection Theory Examples: Radar

Detection Theory Examples: Digital Communication

Detection Theory Examples: Speech Processing

Detection Theory Examples: Tests in Medicine

Statistical Detection Theory Neyman-Pearson Theorem

Statistical Detection Theory Neyman-Pearson Theorem

Statistical Detection Theory Neyman-Pearson Theorem Neyman-Pearson Theorem

Statistical Detection Theory Receiver Operating Characteristic (ROC)

Statistical Detection Theory Receiver Operating Characteristic (ROC)

Detection Theory - For - Deterministic Signals

Known Signal in Gaussian Noise >>> Matched Filter

>>> Matched Filter a.k.a. Correlator, or Replica-Correlator

>>> Matched Filter a.k.a. Correlator, or Replica-Correlator The matched filter maximizes output SNR of the detector (over all linear filters):

Performance of Matched Filter

Generalized Matched Filter

Generalized Matched Filter -- Prewhitening

Performance of Generalized Matched Filters

Signal Design of Generalized Matched Filters Hint: Q (.) is a decreasing function …