MIT Department of Electrical Engineering and Computer Science
6.432: Stochastic Processes, Detection and Estimation (Spring 2004)
Instructor: Alan Willsky
This is a graduate-level introduction to the fundamentals of detection
and estimation theory involving signal and system models in which
there is some inherent randomness. The concepts that we'll develop
are extraordinarily rich, interesting, and powerful, and form the
basis for an enormous range of algorithms used in diverse
applications.
|
|
|