Advanced Concepts in Stochastic Processes, Detection, and Estimation Theory



The aim of this course is to cover some advanced and important topics in stochastic processes, signal detection, and estimation. The course includes topics such as Detection of Random Signals with Unknown Parameters, Unknown Noise Parameters, Model Change Detection, Complex/Vector Extension, Bayesian Estimation, General Bayesian Estimators, Linear Bayesian Estimators, Estimation for Complex Data and Parameters.

Course period12/01/20 → …