| R1 |
Course Information; Review of Linear Algebra (PDF) |
| R2 |
Diagonalization of Symmetric Matrices; Symmetric Positive Definite and Semidefinite Matrices (PDF) |
| R3 |
More on Symmetric Positive Definite Matrices; Hypothesis Testing for Gaussian Random Vectors (PDF) |
| R4 |
Binary Hypothesis Tests: Receiver Operating Characteristic (ROC); Geometry of M-ary Hypothesis Tests (PDF) |
| R5 |
Bayes' Least Squares Estimation; Vector Spaces and Linear Least Squares (PDF) |
| R6 |
Nonrandom Parameter Estimation (PDF) |
| R7 |
Linear Systems Review (PDF) |
| R8 |
Examples of Stochastic Processes; Second Order Statistics and Stochastic Processes (PDF) |
| R9 |
Discrete Time Processes and Linear Systems; Discrete Time Karhunen–Loeve Expansion (PDF) |
| R10 |
Binary Detection in White Gaussian Noise; Detection and Estimation in Colored Gaussian Noise (PDF) |
| R11 |
Linear Detection from Continuous Time Processes; Karhunen–Loeve Expansions and Whitening Filters (PDF) |
| R12 |
Discrete–Time Wiener Filtering; Prediction and Smoothing (PDF) |
| R13 |
State Space Models and Kalman Filtering (PDF) |
| R14 |
Estimation and Detection Using Periodograms (PDF) |
