3480 University Street, Montreal, Quebec, CANADA

McGill University

Department of Electrical and Computer Engineering


Academic Integrity

 McGill University values academic integrity. Therefore, all students must understand the meaning and consequences of cheating, plagiarism and other academic offences under the code of students conduct and disciplinary procedures (see academic integrity for more information).



Winter 2013


General Information:



Prof. H. Leib, Tel. 398-8938,   room MC757 

email : harry.leib@mcgill.ca

office hours :  Thursday 15:00 -16:30

Teaching Assistant








Text book:

H. Vincent Poor, An Introduction to Signal Detection and Estimation, 2'nd edition, Springer-Verlag 1994


Harry L. Van Trees, Detection, Estimation, and Modulation Theory, Part 1, Wiley 1968 (reprinted version)

Papers from technical journals

Final mark composition:

Assignments (20%), one midterm (2h, open books, 30%), term project (50%)


Tuesday and Thursday, 11:35-12:55,  room ENGTR2120

First Class:

Tuesday, Jan. 8, 2013

Term project:

The term projects are done by each student individually. The subject can be selected by the students ; however it requires the agreement of the instructor. The deliverable is a project report of 20-25 pages excluding figures and tables.  Project Guidelines :

Milestones for term project:

Submission of title and 300 words abstract - Feb. 5, 2013
Submission of final paper - April 9, 2013 after the lecture.


Course Outline

The subject of Statistical Detection and Estimation lies at the intersection of telecommunication systems engineering, signal processing,
and mathematical statistics. It provides analytical tools for the analysis and synthesis of telecommunication and signal processing systems.
This subject has many applications in other areas too, such as : control, computer science, and bioengineering. The main objective of this
course is to provide a solid foundation, enabling students to apply such statistical tools in their own research. This course covers the
following main topics:

1) Classical detection and estimation theory:

2) Applications for discrete time signals in noise:

3) Estimation of discrete time signals:

4) Discrete representation of continuous-time signals:

5) Detection and estimation of continuous time signals in noise:



Type of exam :

Open books, open notes, all calculators allowed
Portable computers are not allowed  Documents containing solutions to problems in the text book are not allowed.

Date and Time :

Monday, March 25, 2013, 14:35-16:25

Location :

EDUC 433 (Education building room 433)

Material :

1) Class lectures from the beginning of the term and until March 19, 2013
2) Text book (Poor): pp. 1-97, p.141, pp. 157-158, pp. 169-181


Useful Links

 Virtual lab on probability and statistics

 Probability tutorials