JAWAHARLAL NEHRU TECHNOLOGICAL UNIVERSITY HYDERABAD

UNIT - I

Random Processes: Discrete Linear Models, Markov Sequences and Processes, Point Processes, and Gaussian Processes.

UNIT - II

Detection Theory: Basic Detection Problem, Maximum A posteriori Decision Rule, Minimum Probability of Error Classifier, Bayes Decision Rule, Multiple-Class Problem (Bayes)- minimum probability error with and without equal a priori probabilities, Neyman-Pearson Classifier, General Calculation of Probability of Error, General Gaussian Problem, Composite Hypotheses.

UNIT - III

Linear Minimum Mean-Square Error Filtering: Linear Minimum Mean Squared Error Estimators, Nonlinear Minimum Mean Squared Error Estimators. Innovations, Digital Wiener Filters with Stored Data, Real-time Digital Wiener Filters, Kalman Filters.

UNIT - IV

Statistics: Measurements, Nonparametric Estimators of Probability Distribution and Density Functions, Point Estimators of Parameters, Measures of the Quality of Estimators, Introduction to Interval Estimates, Distribution of Estimators, Tests of Hypotheses, Simple Linear Regression, Multiple Linear Regression.

UNIT - V

Estimating the Parameters of Random Processes from Data: Tests for Stationarity and Ergodicity, Model-free Estimation, Model-based Estimation of Autocorrelation Functions, Power Special Density Functions.

TEXT BOOKS:

• 1. K. Sam Shanmugan & A.M. Breipohl, “Random Signals: Detection, Estimation and Data Analysis”, Wiley India Pvt. Ltd, 2011.
• 2. Lonnie C. Ludeman, “Random Processes: Filtering, Estimation and Detection”, Wiley India Pvt. Ltd., 2010.

REFERENCE BOOKS:

• 1. Steven.M.Kay, “Fundamentals of Statistical Signal Processing: Volume I Estimation Theory”, Prentice Hall, USA, 1998.
• 2. Steven.M.Kay, “Fundamentals of Statistical Signal Processing: Volume I Detection Theory”, Prentice Hall, USA, 1998.
• 3. Srinath, Rajasekaran, Viswanathan, “Introduction to Statistical Signal Processing with Applications”, 2003, PHI.
• 4. Louis L.Scharf, “Statistical Signal Processing: Detection, Estimation and Time Series Analysis”, 1991, Addison Wesley.
• 5. Harry L. Van Trees, “Detection, Estimation and Modulation Theory: Part – I”, 2001, John Wiley & Sons, USA.
• 6. Mischa Schwartz, Leonard Shaw, “Signal Processing: Discrete Spectral Analysis – Detection & Estimation”, 1975, Mc Graw Hill.