Courses:

Stochastic Processes, Detection, and Estimation >> Content Detail



Calendar / Schedule



Calendar

The calendar below provides the lecture (L) and recitation (R) sessions for the course.

SES #TOPICSKEY DATES
L1Overview; Problem Review; Random VectorsPS 1 Out
R1Course Information; Review of Linear Algebra
L2Covariance Matrices; Gaussian Variables
L3Gaussian Vectors; Bayesian Hypothesis TestingPS 1 Due
PS 2 Out
R2Diagonalization of Symmetric Matrices; Symmetric Positive Definite and Semidefinite Matrices
L4Binary Hypothesis Testing; ROCs
R3More on Symmetric Positive Definite Matrices; Hypothesis Testing for Gaussian Random Vectors
L5ROCs; M-ary Hypothesis TestingPS 2 Due
PS 3 Out
L6Bayesian Estimation; LS; MAP
R4Binary Hypothesis Tests: Receiver Operating Characteristic (ROC); Geometry of M-ary Hypothesis Tests
L7Bayes and Linear LSPS 3 Due
PS 4 Out
L8Vector Spaces
R5Bayes' Least Squares Estimation; Vector Spaces and Linear Least Squares
L9Nonrandom Parameter Estimation CRBPS 4 Due
PS 5 Out
L10ML Estimation
R6Nonrandom Parameter Estimation
L11QUIZ #1 (through Lecture 8, PS# 1-4)
L12Stochastic ProcessesPS 5 Due
PS 6 Out
R7Linear Systems Review
L13Second-Order Descriptions
L14PSD'sPS 6 Due
PS 7 Out
R8Examples of Stochastic Processes; Second Order Statistics and Stochastic Processes
L15Whitening, Shaping; K-L
L16K-L; Freq, Domain RepresentationPS 7 Due
PS 8 Out
R9Discrete Time Processes and Linear Systems; Discrete Time Karhunen–Loeve Expansion
L17Detection and Estimation in White Noise
L18Nonlinear EstimationPS 8 Due
PS 9 Out
R10Binary Detection in White Gaussian Noise; Detection and Estimation in Colored Gaussian Noise
L19Det/estimation in Colored Noise; LLSE of Processes
R11Linear Detection from Continuous Time Processes; Karhunen–Loeve Expansions and Whitening Filters
L20QUIZ #2 (through Lecture 16, PS# 5-8)
L21Wiener Filtering
R12Discrete–Time Wiener Filtering; Prediction and Smoothing
L22Innovations, State ModelsPS 9 Due
PS 10 Out
L23Kalman Filtering
R13State Space Models and Kalman Filtering
L24KF; Estimation of StatisticsPS 10 Due
PS 11 Out
L25Estimation of Statistics; Modeling
R14Estimation and Detection Using Periodograms
L26Modeling
Final Exam

 








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