Massachusetts Institute of Technology
Department of Electrical Engineering and Computer Science
6.432 Stochastic Processes, Detection and Estimation
Recitation 10 Outline
April 14, 2004
Binary Detection in White Gaussian Noise
1. Discrete time binary dete
Massachusetts Institute of Technology
Department of Electrical Engineering and Computer Science
6.432 Stochastic Processes, Detection and Estimation
Recitation 9 Outline
April 7, 2004
Discrete Time Processes and Linear Systems
1. Discrete time power spect
Massachusetts Institute of Technology
Department of Electrical Engineering and Computer Science
6.432 Stochastic Processes, Detection and Estimation
Recitation 8 Outline
March 31, 2004
Examples of Stochastic Processes
1. Review of homogeneous Poisson coun
Massachusetts Institute of Technology
Department of Electrical Engineering and Computer Science
6.432 Stochastic Processes, Detection and Estimation
Recitation 7 Outline
March 17, 2004
Linear Systems Review
1. Linear systems in continuous and discrete tim
Massachusetts Institute of Technology
Department of Electrical Engineering and Computer Science
6.432 Stochastic Processes, Detection and Estimation
Recitation 6 Outline
March 10, 2004
Nonrandom Parameter Estimation
1. Review of important concepts
Estima
Massachusetts Institute of Technology
Department of Electrical Engineering and Computer Science
6.432 Stochastic Processes, Detection and Estimation
Recitation 5 Outline
March 3, 2004
Bayes Least Squares Estimation
1. Iterated expectation: E [x] = E [E [x
Massachusetts Institute of Technology
Department of Electrical Engineering and Computer Science
6.432 Stochastic Processes, Detection and Estimation
Recitation 4 Outline
February 25, 2004
Binary Hypothesis Tests: Receiver Operating Characteristic (ROC)
1.
Massachusetts Institute of Technology
Department of Electrical Engineering and Computer Science
6.432 Stochastic Processes, Detection and Estimation
Recitation 3 Outline
February 18, 2004
More on Symmetric Positive Denite Matrices
1. Matrix square roots
Massachusetts Institute of Technology
Department of Electrical Engineering and Computer Science
6.432 Stochastic Processes, Detection and Estimation
Recitation 2 Outline
February 11, 2004
Diagonalization of Symmetric Matrices
1. Review: eigenvalues, eigen
Massachusetts Institute of Technology
Department of Electrical Engineering and Computer Science
6.432 Stochastic Processes, Detection and Estimation
Recitation 1 Outline
February 4, 2004
Contact Information
Erik Sudderth
Course Information
1. 6.432 is an