ECE256: Statistical Signal Processing

Covers fundamental approaches to designing optimal estimators and detectors of deterministic and random parameters and processes in noise, and includes analysis of their performance. Binary hypothesis testing: the Neyman-Pearson Theorem. Receiver operating characteristics. Deterministic versus random signals. Detection with unknown parameters. Optimal estimation of the unknown parameters: least square, maximum likelihood, Bayesian estimation. Will review the fundamental mathematical and statistical techniques employed. Many applications of the techniques are presented throughout the course. Note: While a review of probability and statistics is provided, this is not a basic course on this material. (Formerly Statistical Signal Processing I.)

5 credits

Year Fall Winter Spring Summer
2021-22
2020-21
Comments

Formerly EE 0262

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