Estimation, Filtering, and Detection

3 credits · College of Engineering catalogue

Advisory Prerequisite: ECE 501. Enforced Prerequisite: None. (3 credits) Principles of estimation, linear filtering and detection. Estimation: linear and nonlinear minimum mean squared error estimation, and other strategies. Linear filtering: Wiener and Kalman filtering. Detection: simple, composite, binary and multiple hypotheses. Neyman-Pearson and Bayesian approaches.