EE 772 Detection and Estimation Theory II
Provides a rigorous foundation in detection and estimation theory. Binary hypothesis tests. Receiver Operating Characteristic (ROC). M hypotheses. Bayes estimation. Multiple parameter estimation. Maximum likelihood estimation. Composite hypotheses. Representation of random processes. Karhunen-Loeve transformation. Detection and estimation of signals. Computer projects. 772: Estimation of continuous waveforms. No-memory modulation system and modulation systems with memory. Multidimensional waveform estimation. Estimation of signals in colored noise. Linear estimation. Wiener and Kalman filters. Computer projects. Prerequisite: EE 561.
Prerequisite
EE 561 (C or better)