2011-2012 University Catalog 
  
  Catalog Home
  About George Mason University
  Admission
  Tuition, Expenses, and Financial Aid
  School of Law
  Academic Policies
  Student Rights and Responsibilities
  General Policies
  Schedule of Classes
  University Academic Programs and Resources
  Transcript Key
  University General Education
  School for Conflict Analysis and Resolution
  College of Education and Human Development
  College of Health and Human Services
  College of Humanities and Social Sciences
  Krasnow Institute for Advanced Study
  School of Management
  School of Public Policy
  College of Science
  College of Visual and Performing Arts
  Volgenau School of Engineering
  Programs of Study
  Programs by Department
  Bachelor's/Accelerated Master's Programs
  Courses
  Administration and Faculty
HELP
2011-2012 University Catalog

CSI 978 - Statistical Analysis of Signals

Credits: 3 (NR)
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 eigenvalue 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

Prerequisite(s): STAT 544 and 658, or equivalent.

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