EC EN 672
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Detection and Estimation Theory
Course Description
Sufficiency, completeness; Neyman-Pearson and Bayes detector; maximum likelihood, Bayes, minimum mean square, and linear estimation; Kalman filters; selected topics.
When Taught
Winter
Min
3
Fixed/Max
3
Fixed
3
Fixed
0
Other Prerequisites
EC En 370 or equivalent; EC En 670; graduate standing or instructor's consent
Title
2.
Learning Outcome
Apply these concepts to selected problems.
Title
1.
Learning Outcome
Understand fundamental concepts in modern Detection and Estimation theory including sufficiency, completeness; Neyman-Pearson and Bayes detector; maximum likelihood, Bayes, minimum mean square, and linear estimation; Kalman filters.