Random Signal Analysis
4.0
creditsAverage Course Rating
The content for EN.520.651 has been revised with greater emphasis on graphical models, parameter estimation and posterior inference. Topics include probability theory, random variables/vectors, hypothesis testing, parameter estimation, directed and undirected graphical models, the EM algorithm, deterministic and stochastic approximations for EM, Markov chains and random sequences. Additional material may be covered as appropriate. The class is theoretical in nature; new concepts are presented via formula derivations and example problems. Homework assignments may require familiarity with Matlab (or an equivalent computational software). Audits not permitted.