ELE 530: Theory of Detection and EstimationProf. Paul Cuff, Princeton University, Spring Semester 201516.
Course DescriptionIn this course we investigate how to use the tools of probability and signal processing to estimate signals and parameters and detect events from data. In many cases we can identify the optimal estimator/detector or at least bound the performance of any estimator/detector. InstructorsProf. Paul Cuff TextWe will be covering topics found in a variety of sources. If you do not wish to buy the entire library of books listed below, the main text (Kay Vol. 1) will be a useful one to have on hand. Main textFundamentals of Statistical Signal Processing  Estimation Theory (Vol. 1) Steven M. Kay, Prentice Hall, 1993. Other text
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