EECE 562

Statistical Signal Processing

The course is aimed at graduate-level students in signal processing, control and telecommunications. The goal is to learn useful tools in the estimation and optimization of stochastic dynamical systems. In particular, we will focus on discrete-time Markov decision processes, and will study stochastic state space models and stochastic simulation; Bayesian state estimation; ML parameter estimation; and stochastic control.

3 credits

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