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Institution:
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George Mason University
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Subject:
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Description:
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Credits: 3 Cross-Listed with IT 978 Advanced course in analysis of discrete- and continuous-time signals using methods of stochastic differential equation and time series. Presumes familiarity with methods of harmonic analysis and times series modeling. 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, and array processing and target tracking. Prerequisites STAT 544 and 658, or equivalent. Hours of Lecture or Seminar per week 3 Hours of Lab or Studio per week 0
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Credits:
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3.00
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Credit Hours:
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Prerequisites:
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Corequisites:
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Exclusions:
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Level:
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Instructional Type:
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Lecture
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Notes:
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Additional Information:
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Historical Version(s):
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Institution Website:
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Phone Number:
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(703) 993-1000
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Regional Accreditation:
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Southern Association of Colleges and Schools
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Calendar System:
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Semester
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