University at Buffalo 3 credits Electrical Engineering
This course focuses on the following topics: Introduction to detection and estimation, classical decision theory M-ary and binary hypothesis, receiver operating characteristic, Bayes estimation, real parameter estimation, multiple parameter estimation, composite hypotheses, the general Gaussian problem, performance bounds, Orthogonal representations, Karkunen-Loeve expansion and integral equations, optimum linear time-varying filters, eigenvalues and eigenfunctions, spectral decomposition, communications system models, detection in AWGN, linear estimation, detection in NWGN, performance and solution techniques, and signals with unwanted parameters.
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