STATISTICAL METHODS FOR SIGNAL...

354
STATISTICAL METHODS FOR SIGNAL PROCESSING Alfred O. Hero December 20, 2005 This set of notes is the primary source material for the course “Estimation, filtering and detection” taught by Prof. Alfred Hero over the period 1999-2005 at the University of Michigan Ann Arbor. The course pack is the property of Alfred O. Hero III and is copyright protected. Author can be reached at Dept. EECS, University of Michigan, Ann Arbor, MI 48109-2122 Tel: 734-763-0564. email [email protected]; http://www.eecs.umich.edu/~hero/. 1