### LECTURE-BY-LECTURE TOPICS COVERED IN EECS 564

WEEK DATES MONDAY WEDNESDAY FRIDAY
Jan 04,06,08 No class Detection and Derivation of
Rstimation Bayesian LRT
Jan 11,13,15 ROC and its Neyman-Pearson M-ary LRT
properties criterion Minimax test
Jan 18,20,22 No class-MLK Randomized tests Cramer-Rao
MAP,MLE,LS estimators bounds
Jan 25,27,29 Multichannel Uniformly Most Multichannel
Cramer-Rao, Powerful (UMP), Gaussian
efficiency Gen. LRT (GLRT) detection
Feb 01,03,05 Antipodal Karhunen-Loeve Karhunen-Loeve
signaling expansion of RPs properties
Feb 08,10,12 Integral Karhunen-Loeve of Detection in WGN:
equations rational spectra orthogonal signals
Feb 15,17,19 Detection WGN: m-ary detection Channel capacity
general case of signals in WGN using m-ary detection
Feb 22,24,26 Estimation Time delay in WGN Prewhitening for
in WGN and other applics detection in NWGN
Mar 01,03,05 NO CLASS--SPRING BREAK
Mar 08,10,12 Detection in NWGN: Estimation Nonparametric
Non-White Gaussian in NWGN detection
Mar 15,17,19 Sequential detection NO CLASS--I am at ICASSP
Mar 22,24,26 Orthogonality prin. Causal Wiener Wiener examples
Mar 29,31,02 Kalman filter I Kalman filter II Kalman-Bucy,
Example Augmenting state
Apr 05,07,09 Divergence of KF Information form Square-Root form
Apr 12,14,16 NO CLASS--NAC Kalman smoothing I: Kalman Smoothing:
Complementary model Hamiltonian eqns.
Apr 19,21,23 Kalman Smoothing:
Mayne-Fraser eqns.