Teoria da Estimação (EST-0751)
Ementa: Revisão de Processos Estocásticos. Estimação Clássica (Parâmetro Determinístico): Limite Inferior de Cramer-Rao (CRLB), Estimador de Variância Mínima e Não-Tendencioso (MVU), Mínimos Quadrados (LS), Máxima Verosimilhança (ML). Estimação Bayesiana (Parâmetro Aleatório): Erro Médio Quadrático Mínimo (MMSE), Máximo A Posteriori (MAP). Aplicações e tópicos avançados
Syllabus: Review of Random Processes. Classical Estimation (Deterministic Parameter): Cramer-Rao Lower Bound, Minimum Variance Unbiased (MVU) Estimation, Least Squares (LS) Estimation, Maximum Likelihood (ML) Estimation. Bayesian Estimation (Random Parameter): Minimum Mean Square Estimation (MMSE), Maximum A Posteriori (MAP) Estimation. Applications and advanced topics.
Bibliografia/Bibliography:
Syllabus: Review of Random Processes. Classical Estimation (Deterministic Parameter): Cramer-Rao Lower Bound, Minimum Variance Unbiased (MVU) Estimation, Least Squares (LS) Estimation, Maximum Likelihood (ML) Estimation. Bayesian Estimation (Random Parameter): Minimum Mean Square Estimation (MMSE), Maximum A Posteriori (MAP) Estimation. Applications and advanced topics.
Bibliografia/Bibliography:
S. M. Kay, Fundamentals of statistical signal processing: Estimation theory. Prentice-Hall, 1993.
C. W. Therrien, Discrete Random Signals and Statistical Signal Processing. Prentice-Hall, 1992.
J. M. Mendel, Lessons in Estimation Theory for Signal Processing, Communications, and Control. Prentice-Hall, 1995.
B. C. Levy, Principles of signal detection and parameter estimation. Springer, 2008.
D. S. Sivia and J. Skilling, Data Analysis. Oxford University Press, 2006.
H. V. Trees and K. L. Bell, Detection, Estimation, And Modulation Theory. Wiley, 2011.
C. W. Therrien, Discrete Random Signals and Statistical Signal Processing. Prentice-Hall, 1992.
J. M. Mendel, Lessons in Estimation Theory for Signal Processing, Communications, and Control. Prentice-Hall, 1995.
B. C. Levy, Principles of signal detection and parameter estimation. Springer, 2008.
D. S. Sivia and J. Skilling, Data Analysis. Oxford University Press, 2006.
H. V. Trees and K. L. Bell, Detection, Estimation, And Modulation Theory. Wiley, 2011.