18-752: Estimation, Detection and Identification

Units: 12

Decision theory: Binary hypothesis testing, M-ary testing, Bayes, Neyman-Pearson, Min-Max. Performance. Probability of error, ROC. Estimation theory: linear and nonlinear estimation, parameter estimation. Bayes, MAP, maximum likelihood, Cramér-Rao bounds. Bias, efficiency, consistency. Asymptotic properties of estimators. Orthogonal decomposition of random processes and harmonic representation. Waveform detection and estimation. Wiener filtering and Kalman-Bucy filtering. Elements of identification. Recursive algorithms. Spectral estimation. Topics may vary.

4 hrs. lec.

Prerequisites: 18-751 and senior or graduate standing.


Areas:

Signals and Systems, Signal Processing and Communications

Last modified on 2006-03-27

Past semesters:

S14, S13, S11, S10, S09, S08, S07, S06, S05, S04, S03, S02, S01, S00, S98, S97