Feb 05, 2025

2023-2024 Graduate Calendar

2023-2024 Graduate Calendar [ARCHIVED CALENDAR]

ENGR 5630G - Statistical Signal Processing

This course covers two fundamental areas of statistical signal processing. Detection Theory: fundamentals of detection theory, Neyman-Pearson theorem, receiver operating characteristics, minimum probability of error, Bayes risk, binary multiple hypothesis testing, minimum Bayes risk detector, Maximum Likelihood detector, Chernoff bound, detection of deterministic and random signals. Estimation Theory: mathematics of estimation theory, minimum variance unbiased estimation, Cramer-Rao lower bund, linear models, general minimum variance unbiased estimation, best linear unbiased estimators and Maximum Likelihood estimation.
Credit hours: 3
Credit restriction(s): ENGR 5631G and ENGR 5632G