Statistical Signal Processing
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.
[(ECE 511 with min. grade of C and MATH 333 with min. grade of C)]