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ECE 567 - Statistical Signal Processing

Course Title: 

Statistical Signal Processing

Course Description: 

Detection theory and hypothesis testing. Introduction to estimation theory. Properties of estimators, Gauss-Markov theorem. Estimation of random variables: conditional mean estimates, linear minimum mean-square estimation, orthogonality principle, Wiener and Kalman filters. Adaptive filtering. LMS algorithm: properties and applications.

Credit: 

(3-0-3)

Prerequisite: 

[(ECE 511 and MATH 333)]

Corequisite: 

None