ECE 5640 - Statistical Inference and Decision

Spring (not offered every year). 4 credits. Letter grades only.

Prerequisite: ECE 3100, ECE 4110, or permission of instructor.

Q. Zhao.

Graduate level introduction to fundamentals of detection and statistical decision theory. Specific topics include simple and composite hypothesis testing, sequential detection and decision theory, nonparametric and robust detection, and change detection. Basic elements of game theory and its connections with statistical decision theory will be covered if time permits. Emphasis will be placed on discrete-time models and results.