Description: Credit 4. Bayes, Neyman-Pearson and minimax detection for discrete and continuous time random processes; estimation of random and non-random signal parameters; estimation of signals.

Prerequisites: ECE 418 or consent of instructor.

Topics:

1. Detection

a. Bayes, Neyman-Pearson and minimax schema
b. Detection of signals in discrete time
c. Detector performance measures
d. Detection of signals in continuous time

2. Estimation

a. Random parameter estimation
b. Non-random parameter estimation
i. Minimum variance unbiased estimation
ii. Maximum likelihood estimation
c. Signal Estimation