12 units
Decision theory: Binary hypothesis testing, M-ary testing, Bayes, Neyman-Pearson, Min-Max. Performance. Probability of error, ROC. Estimation theory: linear and nonlinear estimation, parameter estimation. Bayes, MAP, maximum likelihood, Cramér-Rao bounds. Bias, efficiency, consistency. Asymptotic properties of estimators. Orthogonal decomposition of random processes and harmonic representation. Waveform detection and estimation. Wiener filtering and Kalman-Bucy filtering. Elements of identification. Recursive algorithms. Spectral estimation. Topics may vary.
4 hrs. lec.
Prerequisites: 18-751 and senior or graduate standing.
Last updated on March 21, 2007
Signal Processing and Communications
Signals and Systems
S09
S08, S07, S06, S05, S04, S03, S02, S01, S00, S98, S97
Please note that the course history information is incomplete and/or may reflect different courses offered under the same course number.