图 书 馆
6.432 随机过程、检测与估计6.432 Stochastic Processes, Detection, and Estimation |
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| 课程网址: | http://ocw.mit.edu/courses/electrical-engineering-and-computer-sc... |
| 主讲教师: | Gregory Wornell; Alan Willsky |
| 开课单位: | 麻省理工学院 |
| 开课时间: | 信息不详。欢迎您在右侧留言补充。 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | This course examines the fundamentals of detection and estimation for signal processing, communications, and control. Topics covered include: vector spaces of random variables; Bayesian and Neyman-Pearson hypothesis testing; Bayesian and nonrandom parameter estimation; minimum-variance unbiased estimators and the Cramer-Rao bounds; representations for stochastic processes, shaping and whitening filters, and Karhunen-Loeve expansions; and detection and estimation from waveform observations. Advanced topics include: linear prediction and spectral estimation, and Wiener and Kalman filters. |
| 关 键 词: | 随机过程; 检测; 估计; 信号处理; 通信; 控制; 向量空间; 贝叶斯; 奈曼-皮尔逊; 最小方差无偏估计量 |
| 课程来源: | 麻省理工学院公开课 |
| 最后编审: | 2018-07-11：cmh |
| 阅读次数: | 29 |