Detection & Estimation Theory - 525.728

Both hypothesis testing and estimation theory are covered. The course starts with a review of probability distributions, multivariate Gaussians, and the central limit theorem. Hypothesis testing areas include simple and composite hypotheses and binary and multiple hypotheses. In estimation theory, maximum likelihood estimates and Bayes estimates are discussed. Practical problems in radar and communications are used as examples throughout the course.

Course Prerequisite(s)

EN.525.614 Probability and Stochastic Processes for Engineers or equivalent.