ECEN-5652 (3) Detection and Extraction of Signals from Noise

Introduces detection, estimation, and time series analysis. Topics include hypothesis testing, detection of known form and random signals, least squares parameter estimation, maximum likelihood theory, minimum mean-squared error estimation, Kalman-Wiener filtering, prediction in stationary time series, and modal analysis. Applications include studies incommunications, control, and experimental modeling. Prereq., ECEN 5612.