ECE 5640: Detection and Estimation

In this course, we consider some fundamental problems in statistical signal processing---detection, estimation, learning---and some of their applications. The first part of the course introduces statistical decision theory, techniques in hypothesis testing, and performance analysis. The second part of the course deals with parameter estimation theory. For both deterministic and random parameters, we present various optimal estimators and investigate their properties. The third part is an introduction to advanced topics and applications.