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.