INEL 6078. Estimation, Detection and
Stochastic Processes (FALL 2004)
Professor: Dr. Miguel Velez-Reyes
Electrical
and Computer Engineering Department
Course Description
Fundamentals
of detection, estimation, and random process theory for signal
processing, communications, and control. Random processes and
sequences. Linear systems driven by random processes. Bayesian and
nonrandom parameter estimation. Signal detection and estimation from
waveform observations.
Probabilities, Linear
Systems, and Matrix Algebra.
Pre-requisites
Textbook
Lonnie
C. Ludeman, Random Processes:
Filtering, Estimation and Detection , John Wiley & Sons, 2003.
Homeworks
Links of Interest
Miguel Velez-Reyes - 2005
