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

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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


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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

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Detection Theory

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Detection Theory Examples: Radar

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Detection Theory Examples: Digital Communication

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Detection Theory Examples: Speech Processing

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Detection Theory Examples: Tests in Medicine

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Statistical Detection Theory Neyman-Pearson Theorem

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Statistical Detection Theory Neyman-Pearson Theorem

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Statistical Detection Theory Neyman-Pearson Theorem

Neyman-Pearson Theorem

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Statistical Detection Theory Receiver Operating Characteristic (ROC)

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Statistical Detection Theory Receiver Operating Characteristic (ROC)

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Detection Theory

  • For -

Deterministic Signals

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Known Signal in Gaussian Noise >>> Matched Filter

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

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

The matched filter maximizes output SNR of the detector (over all linear filters):

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Performance of Matched Filter

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Generalized Matched Filter

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Generalized Matched Filter

  • - Prewhitening
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Performance of Generalized Matched Filters

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Signal Design of Generalized Matched Filters

Hint: Q (.) is a decreasing function …