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

Introduces detection, estimation, and related algorithms. Topics in detection include simple/composite hypothesis testing, repeated observations and asymptotic performance and sequential detection. Topics in estimation include Bayesian estimation including minimum mean-square estimation and non-random parameter estimation. Topics in algorithms vary. Examples include algorithms for state estimation and smoothing in Hidden Gauss-Markov models and the expectation-maximization algorithm. Applications include communications, radar/sonar/geophysical signal processing, image analysis, authentication, etc. Requisites: Restricted to any graduate students or Electrical/Computer Engineering or Electrical Engineering Concurrent Degree majors only.