EEE 539 Detection and Estimation Theory
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Graduate course on the theory of detection and estimation. Hypothesis testing: Bayesian, minimax and Neyman-Pearson approaches. Signal detection in discrete time: Detector structures and performance evaluation. Parameter estimation: Bayesian estimation, nonrandom parameter estimation, maximum likelihood estimation. Signal estimation in discrete time: Linear estimation theory and Kalman-Bucy filtering.
Credit units: 3 ECTS Credit units: 5.
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