2013-2014 Undergraduate and Graduate Bulletin (with addenda) 
    
    Jun 22, 2018  
2013-2014 Undergraduate and Graduate Bulletin (with addenda) [ARCHIVED CATALOG]

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EL-GY 6333 Detection and Estimation Theory

3 Credits
Binary hypothesis testing and Bayes’ criteria; Receiver operating characteristics; Composite hypothesis testing. Parameter estimation theory - Random parameter estimation; Minimum mean square error (MMSE) estimation; Maximum a-posteriori (MAP) estimation; Nonrandom parameter estimation; Minimum variance unbiased estimators; Cramer-Rao bound and Rao-Blackwell theorem; Multiple parameter estimation and Fisher information matrix. Series representation of stochastic processes; Karhunen Loeve (K-L) expansion of a stochastic process over a finite time. Stationary stochastic processes; Autocorrelation function and power spectrum; Spectrum extension problem from finite autocorrelations; Maximum entropy solution and auto regressive processes. Direction of arrival (DoA) estimation using multiple sensors; Detection of distinct signals in white noise and colored noise.

Prerequisite(s): EL-GY 6303 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0



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