Signals, Systems, and Inference

3 credits

Review of signals and systems basics; LTI state-space methods; probabilistic models and estimation of random variable; hypothesis testing rules; random processes and power spectral density; signal estimation based on linear minimum mean square error principle; signal detection in i.i.d. Gaussian noise and coloured noise. Credit will be granted for only one of ENGR 412 or ENGR 512. [3-0-0] Prerequisite: All of ENGR 360, ENGR 361, ENGR 362. Fourth-year standing in Electrical Engineering