English

If sufficient demand

The course aims to provide a deep understanding of the subject Estimation Theory. Estimation theory can be applied to many different fields, and within communication theory it plays a central role. The department’s research is dominated by different aspects of communication. To have a solid basis and skills in estimation is of fundamental importance for a large fraction of LTH’s doctoral students. The course provides them with a solid scientific basis for communiation theory.

Minimum variance estimators, Cramer-Rao’s bound, optimal unbiased estimators, Maximum-likelihood estimation, least squares method, method of moments, Bayesian estimators, linear Bayesian estimators, Kalman filters

Understand in detail the most common estimation methods and their application areas
Understand in detail theoretical limitations of estimation theory

be able to analyze common estimation problems
select a suitable estimation method for a given problem description at hand
be able to derive theoretical limits for estimation accuracy
be able to communicate estimation problems and their solutions orally
have acquired sufficient knowledge for being able to discuss estimation problems and their solution with established researchers in the field

have the ability to independently acquire important information from an extensive text, such as a textbook

Lectures

Seminars

Written assignments

Failed, pass

Kay, Steven M.: Estimation Theory. Prentice Hall, 1993.

Course Coordinator: Fredrik Rusek fredrik.rusek@eit.lth.se

EIT060F

 -03-15

FN1/Anders Gustafsson