ECE 830 Estimation and Decision Theory  -  Fall '08

Course Outline


I. Introduction

Statistical Signal Processing
Review of Linear Algebra
Review of Probability and Statistics


II. Signal Detection and Classification

Hypothesis Testing
Detection of Signals in Noise
Detection in the Presence of Unknowns

III. Signal Estimation Theory

Estimation of Signal Parameters
Mean-Squared Error, Maximum-Likelihood, Bayesian, Minimax
Signal Waveform Estimation, Least Squares Estimation
Wiener and Kalman Filtering

IV. Adaptive Filtering

Iterative Minimization and Gradient Descent
LMS Algorithm