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Oct 25, 2024
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ECE 963 - Detection & Estimation Theory Credits: 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.
Repeat for Credit Y
Requisites Prerequisite: ECE 861.
Typically Offered Spring
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