Estimation Theory
Estimeringsteori

EIT060F, 9 credits

Valid from: Spring 2015
Decided by: FN1/Anders Gustafsson
Date of establishment: 2015-03-15

General Information

Division: Electrical and Information Technology
Course type: Third-cycle course
Teaching language: English

Aim

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.

Goals

Knowledge and Understanding

For a passing grade the doctoral student must

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

Competences and Skills

For a passing grade the doctoral student must

• 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

Judgement and Approach

For a passing grade the doctoral student must have the ability to independently acquire important information from an extensive text, such as a textbook

Course Contents

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

Course Literature

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

Instruction Details

Types of instruction: Lectures, seminars

Examination Details

Examination format: Written assignments
Grading scale: Failed, pass
Examiner:

Admission Details

Further Information

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

Course Occasion Information

Contact and Other Information

Course coordinators: