Vector space concepts. Hypothesis testing. Signal detection in discrete time including performance evaluation methods and sequential detection. Parameter estimation, including Bayesian, maximum-likelihood and minimum-variance unbiased estimation. Signal estimation in discrete time, including Kalman filtering, linear estimation, and Wiener filtering. Applications include communications, sensor array, image processing, and target tracking. Three term-hours; lectures. S.D. Blostein.
Vector space concepts. Hypothesis testing. Signal detection in discrete time including performance evaluation methods and sequential detection. Parameter estimation, including Bayesian, maximum-likelihood and minimum-variance unbiased estimation. Signal estimation in discrete time, including Kalman filtering, linear estimation, and Wiener filtering. Applications include communications, sensor array, image processing, and target tracking. Three term-hours; lectures. S.D. Blostein.
