This module introduces the active sonar problem for ambient noise that has constant power across the sonar receiver bandwidth. The result is a likelihood ratio of the ping history that includes a matched filter.
This module offers an introduction to Bayesian networks by means of a worked example of computing a bayesian network from a joint probability distribution (JPD).
You will investigate the effects of windowing and zero-padding on the Discrete Fourier Transform of a signal, as well as the effects of data-set quantities and weighting windows used in Power Spectral Density estimation.
Fundamentals of detection and estimation for signal processing, communications, and control. Vector spaces of random variables. Bayesian and Neyman-Pearson hypothesis testing. Bayesian and nonrandom parameter estimation. Minimum-variance unbiased estimators and the Cramer-Rao bounds. Representations for stochastic processes; shaping and whitening filters; Karhunen-Loeve expansions. Detection and estimation from waveform observations. Advanced topics: linear prediction and spectral estimation; Wiener and Kalman filters.
The course provides a survey of the theory and application of time series methods in econometrics. Topics covered will include univariate stationary and non-stationary models, vector autoregressions, frequency domain methods, models for estimation and inference in persistent time series, and structural breaks. We will cover different methods of estimation and inferences of modern dynamic stochastic general equilibrium models (DSGE): simulated method of moments, maximum likelihood and Bayesian approach. The empirical applications in the course will be drawn primarily from macroeconomics.
" The course provides a survey of the theory and application of time series methods in econometrics. Topics covered will include univariate stationary and non-stationary models, vector autoregressions, frequency domain methods, models for estimation and inference in persistent time series, and structural breaks. We will cover different methods of estimation and inferences of modern dynamic stochastic general equilibrium models (DSGE): simulated method of moments, maximum likelihood and Bayesian approach. The empirical applications in the course will be drawn primarily from macroeconomics."
