![[100% Off] STOCHASTIC PROCESSES, DETECTION, AND ESTIMATION Free Course Coupon [100% Off] STOCHASTIC PROCESSES, DETECTION, AND ESTIMATION Free Course Coupon](https://ocw.mit.edu/courses/6-432-stochastic-processes-detection-and-estimation-spring-2004/47903e1c28a3865162b3c477757c56fb_6-432s04.jpg)
Description
This course examines the fundamentals of detection and estimation for signal processing, communications, and control. Topics covered include: vector spaces of random variables; Bayesian and Neyman-Pearson hypothesis testing; Bayesian and nonrandom parameter estimation; minimum-variance unbiased estimators and the Cramer-Rao bounds; representations for stochastic processes, shaping and whitening filters, and Karhunen-Loeve expansions; and detection and estimation from waveform observations. Advanced topics include: linear prediction and spectral estimation, and Wiener and Kalman filters.
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