Statistical Decision Theory in Communications. 3 credits, 3 contact hours

Catalog description

Prerequisite: ECE 642 or equivalent. Relation between detection theory and statistical hypothesis testing problem. Use of Bayes decision criteria, Neyman-Pearson, and mini-max tests; receiver operating characteristics. Representation of signals in signal space, probability of error calculations. Estimation of random and non-random signal parameters, Cramer-Rao Inequality. The general Gaussian problem and the use of covariance matrices.