Week 13 (Apr 17 - Apr 23)
The focus this week is on detection of deterministic signals in additive white Gaussian noise when the noise variance is unknown. The assigned reading is Kay vII:9.1-9.4 (skipping 9.4.2). You are encouraged to skim 9.5 and 9.6 for some details on detection in correlated noise with unknown correlation parameters. The following screencasts and pdf slides may also be instructive.