INFT 978/CSI 978 Statistical Analysis of Signals
(3:3:0).
Prerequisite: STAT 544 and 658 or equivalent. Advanced course in the analysis
of discrete- and continuous-time signals using methods of stochastic
differential equations and time series. Familiarity with the methods of
harmonic analysis and times series modeling is presumed. 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, array processing, and
target tracking. Relevant computational architectures such as systolic
arrays are also discussed.
Taught by E. Wegman, M. Habib