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Detection and Estimation Theory
Lectures 17
Mojtaba Soltanalian- [email protected]
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 …