Detection and estimation theory as it is applied in communication systems, as well as measurement systems in radar, biomedical engineering, geomatics, etc. The specific topics covered are: Sufficient statistics, Hypothesis testing, Neyman-Person Detectors, Bayesian Detectors, Minimum Variance Unbiased Estimators, Maximum Likelihood Estimators, Cramer-Rao Lower Bounds, Bayesian Estimators, Minimum Mean Squared Error Estimators, Least Squares Estimators, Linear Prediction. Applications in communications and measurement systems. An emphasis will be put upon modern methods in detection and estimation, in particular subspace methods.
This course may not be repeated for credit.

Sections

This course will be offered next in Fall 2008.