2010-2011 University Catalog 
  
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2010-2011 University Catalog

CSI 978 - Statistical Analysis of Signals

Credits: 3
Advanced course in analysis of discrete- and continuous-time signals using methods of stochastic differential equation and time series. Presumes familiarity with methods of harmonic analysis and times series modeling. Topics include state-space modeling and eigen-value processing, nonlinear modeling of signals, non-Gaussian stochastic process structure, detection and estimation of vector-valued signals, robust signal detection, and array processing and target tracking.

Equivalent to IT 978

Prerequisites
STAT 544 and 658, or equivalent.

Hours of Lecture or Seminar per week: 3
Hours of Lab or Studio per week: 0