Digital Signal Detection & Estimation
- 1. Bayesian Estimation,
2. Orthogonality Principle and MMSE
3. (Non)linear MMSE,
4. Sufficient Statistics
5. (Non)random Parameter Estimation,
6. CRB and its Properties
7. Estimation under AWGN,
8. Expectation-Maximization Algorithm and Theory
9. EM Algorithm for Gaussian Mixtures,
10. Kalman and Wiener Filtering
11. Detection Theory,
12. N-P Tests and Receiver Operating Characteristic
13. The Role of Information Theory in Detection Theory,
14. Chernoff Bound
15. UMP Test