EENG 5620 - Statistical Signal Processing

3 hours

Introduction to detection and estimation theories. Includes hypothesis testing, Neyman-Pearson detection theory, Bayesian detection theory, maximum-likelihood estimation, Cramer-Rao bound, Bayesian and minimum mean-squared error estimators, Kalman filter, and least-squares estimation.

Prerequisite(s): EENG 2620 and MATH 3680 or equivalent.