General Information
Welcome to TSKS15 Detection and Estimation of Signals (HT 2025).
This course treats statistical signal processing, specifically parameter estimation and detection of signals. The purpose of the course is to provide a solid foundation in algorithms, models, methods and theory for the extraction of information from noisy signals. Applications are found for example within radar systems, communications systems, positioning systems and image analysis.
News
- Nov 07, 2025: The exams have been graded, and you should now be able to see your grade in Ladok. If you would like to take a look at your exam and ask specific questions, you can do so next Monday (November 10) between 11:00 and 12:30. Please schedule an appointment via email. You can also find the exam with solution sketches in Lisam.
- Oct 28, 2025: Don't forget to download and bring the latest version of the "Useful Formulas" sheet to the exam tomorrow. Good luck!
- Oct 20, 2025: The Evaliuate course evaluations are now available at www.liu.se/kursvardering. If you have a few minutes, I would appreciate it if you could complete it.
- Oct 10, 2025: I uploaded the slides from today's lecture to Lisam.
- Oct 08, 2025: An updated and corrected version of the "Useful Formulas" document can be found in Lisam.
- Oct 06, 2025: I updated the solution sketches for the "Additional Problems" document. It should now contain solutions for all six problems.
- Sep 29, 2025: An updated version of the "Useful Formulas" document can be found in Lisam.
- Sep 25, 2025: I uploaded the document with useful formulas to Lisam. This document may be brought to the exam.
- Sep 12, 2025: I uploaded the solutions to the problems from Kay's books to Lisam.
- Sep 10, 2025: An updated version of the "Additional Problems" document can be found in Lisam. The problems are the same, but now it is clear which tutorial session will address them. Additionally, I uploaded some solution sketches to Lisam (for the first two problems).
- Sep 10, 2025: I added a new notebook about Monte Carlo (MC) simulations. It illustrates the slides on this topic that you can find in Lisam. It is a good idea to review this material before the first lab.
- Sep 10, 2025: I added the old exams to Lisam. You can find them under "Course Documents".
Prerequisites
- Linear algebra
- Probability theory
- General mathematical maturity and understanding of electrical/systems engineering
- Programming skills (Python or Matlab)
As preparation for the course, all students should review the following concepts:
- Vectors, matrices, transpose, inverse, determinant, positive (semi-)definite forms, ...
- Vector-valued random variables, (multivariate) Gaussian distributions
- Mean and covariance, statistical independence
- Conditional and marginal probability, Bayes rule
Instructors
- Lectures: Karl-Ludwig Besser
- Tutorials: Jianan Bai
- Labs: Jianan Bai
Textbooks
- S. Kay, Fundamentals of Statistical Signal Processing: Estimation Theory (Volume I), Prentice-Hall
- S. Kay, Fundamentals of Statistical Signal Processing: Detection Theory (Volume II), Prentice-Hall
Exam
There will be a written exam on October 29, 2025 (8-12).