18-752 Estimation, Detection and Identification

Units: 12.0 Department: Electrical & Comp. Eng. Prerequisites: 18-751 Related URLs: http://www.ece.cmu.edu/ Decision theory: Binary hypothesis testing, M-ary testing, Bayes, Neyman-Pearson, Min-Max. Performance. Probability of error, ROC. Estimation theory: linear and nonlinear estimation, parameter estimation. Bayes, MAP, maximum likelihood, Cramir-Rao bounds. Bias, efficiency, consistency. Asymptotic properties of estimators. Orthogonal decomposition of random processes and harmonic representation. Waveform detection and estimation. Wiener filtering and Kalman-Bucy filtering. Elements of identification. Recursive algorithms. Spectral estimation. Topics may vary. 4 hrs. lec. Prerequisite: 18-751.

Popularity index Rank for this semester: #799 Rank in this department: #40   Students also scheduled 18-700 Technology Entrepreneurship 18-879 Special Topics in Systems & Control 18-799 Special Topics in Signal Processing 24-776 Non Linear Control 18-794 Pattern Recognition Theory 18-796 Multimedia Communications, Coding S... 18-432 Senior Projects 18-496 Bioimaging 39-500 Honors Research Project 57-120 Elective Studio (Voice)

Spring 2005 times

Sec	Time	Day	Instructor	Location
A	12:30 - 2:20 pm	M	Moura	TBD TBD
		W	Moura	TBD TBD