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Jan 15, 2025
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ECE 963 - Detection & Estimation TheoryCredits: 3
Theoretical foundations of detection and estimation theories. Bayesian decision theory with applications to signal detection in discrete time; concept of sufficient statistic and minimum variance unbiased estimation; Bayesian estimation; best linear unbiased estimation; Kalman filtering and its variants; filtering, smoothing and prediction applications across various engineering fields.
Note: Three hours lecture a week.
Requisites: Prerequisite: ECE 861.
Typically Offered Spring
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