May 25, 2024  
2022-2023 Graduate Academic Calendar (replaced eff. Sept 16, 2022) 
    
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2022-2023 Graduate Academic Calendar (replaced eff. Sept 16, 2022) [ARCHIVED CALENDAR]

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ENGR 5631G - Advanced Estimation Theory

Mathematics of estimation theory. Bayesian estimation and Minimum Mean Squared Error (MMSE) estimation. Minimum variance unbiased estimation. Cramer-Rao lower bound. Linear models. General minimum variance unbiased estimation. Best linear unbiased estimators. Maximum Likelihood (ML) estimation. General Bayesian estimators. Linear Bayesian estimator. Kalman filtering. Extension to complex data and parameters. Robust estimation. Distributed estimation. Decentralized signal processing. Real-world applications.
Credit hours: 3
Credit restriction(s): ENGR 5630G 


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