TEL 502E - Detection and Estimation Theo.

Course Objectives

The purpose of this course is to introduce to the students to the basic theory of statistical inference and teach them how to make use of this theory to develop methods of signal detection and estimation.

Course Description

Statistical decision theory, hypothesis testing, detection of known signals and signals with unknown parameters in noise, receiver performance and error probability, applications to radar and communications. Composite and nonparametric decision theory. Statistical estimation theory, performance measures and bounds, efficient estimators. Estimation of unknown signal parameters,
applications. Linear estimation, Wiener filtering, Kalman filtering.