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STATISTICAL METHODS FOR SIGNAL PROCESSING Alfred O. Hero December 16, 2006 This set of notes is the primary source material for the course EECS564 “Estimation, filtering and detection” used over the period 1999-2006 at the University of Michigan Ann Arbor. The author can be reached at Dept. EECS, University of Michigan, Ann Arbor, MI 48109-2122 Tel: 734-763-0564. email [email protected]; http://www.eecs.umich.edu/~hero/. 1

STATISTICAL METHODS FOR SIGNAL PROCESSINGweb.eecs.umich.edu/~hero/Preprints/main_564_07.pdf · STATISTICAL METHODS FOR SIGNAL PROCESSING Alfred O. Hero December 16, 2006 This set

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