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| Date | Topic | Assignment |
|---|---|---|
| 01/22/2013 | Lecture 1: course objective and review of probability | |
| 01/24/2013 | Lecture 2: review of vector space and matrix analysis | |
| 01/29/2013 | Lecture 3: introduction to statistical signal processing | |
| 01/31/2013 | Lecture 4: binary hypothesis testing | |
| 02/05/2013 | Lecture 5: Bayesian hypothesis testing and Neyman-Pearson hypothesis testing | Homework 1 is assigned. |
| 02/07/2013 | Lecture 6: minimum variance unbiased estimation | |
| 02/12/2013 | Lecture 7: Cramer-Rao lower bound (CRLB) | Homework 1 is due, Homework 2 is assigned. |
| 02/14/2013 | Lecture 8: general CRLB for singlas in white Gaussian noise | |
| 02/19/2013 | Lecture 9: linear models | Homework 2 is due, Homework 3 is assigned. |
| 02/28/2013 | Lecture 10: system identification problem | Homework 3 is due. |
| 03/05/2013 | Lecture 11: general minimum variance unbiased estimation | |
| 03/07/2013 | Lecture 12: best linear unbiased estimator (BLUE) | |
| 03/12/2013 | Lecture 13: maximum likelihood estimation (MLE) | |
| 03/14/2013 | Lecture 14: least square estimation (LSE) | |
| 03/26/2013 | Lecture 15: geometric intepretation, order-recursive and sequential LSE | Homework 4 is assigned. |
| 03/28/2013 | Lecture 16: constrained LSE and nonlinear LSE | |
| 04/02/2013 | Lecture 17: methods of moments | Homework 4 is due. |
| 04/04/2013 | Lecture 18: review of classic estimation | |
| 04/09/2013 | Mid-term exam. | |
| 04/11/2013 | Lecture 19: Bayesian estimation |