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Estimation and Detection Theory

Maximum Likelihood Estimation (MLE): Exact and approximate methods (EM algorithm, alternating maximization, etc.)Cramer-Rao Lower Bound (CRLB) Minimum Variance Unbiased Estimation (MVUE) Sufficient Statistics Best Linear Unbiased Estimation (BLUE) Large and Small Sample Properties of Estimators: Understanding the behavior of estimators in both large and small sample sizes Bayesian Inference and Estimation: Minimum Mean Square Error (MMSE) estimation MAP Estimation (Maximum A Posteriori Estimation)Wiener and Kalman Filtering (Sequential Bayes) Detection Theory: Likelihood Ratio Testing Bayes

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