Signal Detection and Estimation: 3 semester hours

Catalog description

Statistical detection theory; signal and parameter estimation theory; likelihood-ratio decision rules; Bayesian probability, maximum-likelihood, maximum-a-posterior, Neyman-Pearson, and minimum-error criteria; Cramer-Rao Bound; unbiased estimators; Kalman and Wiener filters, estimators; simple and composite hypothesis testing, optimum linear filtering, smoothing and prediction, nonlinear estimation. Prerequisites: ELEG 6313.