KEMBAR78
Estimation and Detection Theory Lab Manual v2 | PDF | Estimation Theory | Bayesian Inference
Scribd
Upload
15 views5 pages

Estimation and Detection Theory Lab Manual v2

The lab manual introduces postgraduate students to Estimation and Detection Theory through hands-on experiments, including Maximum Likelihood Estimation, Bayesian Estimation, Binary Hypothesis Testing, and Matched Filter Detection. Each experiment outlines objectives, theoretical backgrounds, procedures, and expected outcomes, utilizing software like Python and MATLAB. The manual emphasizes practical applications and visualizations of statistical concepts in signal processing and hypothesis testing.

Uploaded by

chetandongarsane
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
15 views5 pages

Estimation and Detection Theory Lab Manual v2

The lab manual introduces postgraduate students to Estimation and Detection Theory through hands-on experiments, including Maximum Likelihood Estimation, Bayesian Estimation, Binary Hypothesis Testing, and Matched Filter Detection. Each experiment outlines objectives, theoretical backgrounds, procedures, and expected outcomes, utilizing software like Python and MATLAB. The manual emphasizes practical applications and visualizations of statistical concepts in signal processing and hypothesis testing.

Uploaded by

chetandongarsane
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
You are on page 1/ 5

Estimation and Detection Theory - Lab

Manual
This lab manual is designed to introduce postgraduate students to key concepts in
Estimation and Detection Theory through hands-on experiments. The manual contains
structured lab exercises with theoretical background, objectives, procedures, and expected
outcomes.
Experiment 1: Parameter Estimation using Maximum Likelihood
Estimation (MLE)

Objective:
To estimate unknown parameters of a distribution using the MLE technique.

Software/Equipment Required:
Python with NumPy and Matplotlib, Jupyter Notebook or MATLAB

Theoretical Background:
MLE provides parameter estimates by maximizing the likelihood that the observed data
occurred.

Experimental Procedure:
1. Select a known distribution (e.g., Gaussian).
2. Derive its likelihood function.
3. Implement MLE in Python or MATLAB.
4. Run simulations to validate estimation accuracy.

Expected Output:
Graphical and numerical comparison of estimated vs true parameters.

Conclusion:
Successfully applied MLE to estimate parameters and verified accuracy.
Experiment 2: Bayesian Estimation using Prior Distributions

Objective:
To apply Bayesian estimation using prior and posterior distributions.

Software/Equipment Required:
Python with PyMC3/NumPyro, or MATLAB

Theoretical Background:
Bayesian estimation incorporates prior knowledge about a parameter and updates it with
observed data using Bayes' theorem.

Experimental Procedure:
1. Define prior for parameter (e.g., uniform or Gaussian).
2. Obtain posterior using observed data.
3. Implement using Python Bayesian libraries.
4. Compare posterior mean and variance.

Expected Output:
Plots showing prior, likelihood, and posterior distributions.

Conclusion:
Implemented Bayesian estimation and visualized posterior updates with data.
Experiment 3: Binary Hypothesis Testing with Likelihood Ratio Test (LRT)

Objective:
To design and test a binary decision system using LRT.

Software/Equipment Required:
Python or MATLAB, ROC plotting tools

Theoretical Background:
LRT is used to choose between two hypotheses by comparing likelihood ratios to a
threshold.

Experimental Procedure:
1. Define null (H0) and alternate (H1) hypotheses.
2. Derive LRT and decision rule.
3. Simulate test data under both hypotheses.
4. Plot ROC curve and evaluate performance.

Expected Output:
ROC curve, probability of detection vs. probability of false alarm.

Conclusion:
Designed a binary detector and evaluated its performance using LRT.
Experiment 4: Matched Filter Detection of Known Signals in Noise

Objective:
To implement matched filter for detecting known signals in additive white Gaussian noise.

Software/Equipment Required:
Python/MATLAB, Signal Generator (for real-time setup)

Theoretical Background:
A matched filter maximizes the SNR for detecting a known deterministic signal in Gaussian
noise.

Experimental Procedure:
1. Generate a known signal and add white Gaussian noise.
2. Design and apply matched filter.
3. Observe output and calculate SNR improvement.
4. Test detection for various noise levels.

Expected Output:
Matched filter output waveform showing peak at signal location.

Conclusion:
Successfully implemented matched filter and demonstrated detection of known signal in
noise.

You might also like