Graduate-level Courses
Graduate-level Courses
Estimation Theory
A core course on the problem of parameter estimation. Topics that are covered include minimum variance unbiased estimation, the Cramér–Rao bound and maximum likelihood estimation; linear models, linear regression, least squares; regularization, LASSO; Stein's paradox, James–Stein estimators, Hodges–Le Cam's estimators; sufficient statistics; isotonic regression; Bayesian estimation: MMSE and MAP estimation; conjugate and Jeffreys' priors.
Teaching
Undergraduate-level Courses
Random Signals & Noise
A basic course on stochastic processes that covers basic probability, random vectors, Gaussian vectors, estimation, basic stochastic processes, stationarity, ergodicity, power spectral density, (non-causal) Wiener filtering, Markov chains, Lévy processes, Poisson processes, Wiener processes, Kalman filtering (time permitting).
Introduction to Control Theory
A basic course in control theory that covers
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Classical control techniques: steady-state error, PID & PR controllers, lead–lag compensators, Routh–Hurwitz criterion, root locus, Nyquist criterion, sensitivity, phase & gain margins.
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State-space representation: State-space realizations, minimality of a system, controllability, stabilizability, observability, detectability, Kalman & PBH tests, observers & observer-based control.