MIT OpenCourseWare
Stochastic Processes, Detection, and Estimation
Art: Palmer, Edward, 1803-1872, Figures 113-123. Plate Electrical Machines, 1840 · Public domain
- Instructors
- Prof. Gregory Wornell, Prof. Alan Willsky
- Term
- Spring 2004
- Level
- Graduate
- What's inside
- 1 reading · 25 other files · 4 web pages
- Materials open
- MIT OCW
About this course
Source: MIT OpenCourseWare 6.432 Stochastic Processes, Detection, and Estimation, Spring 2004, Prof. Gregory Wornell, Prof. Alan Willsky — original course page on ocw.mit.edu ↗. License: CC BY-NC-SA 4.0. Study order: none is claimed; materials are grouped by MIT's own sections. Taken from MIT's published course files, downloaded from ocw.mit.edu on September 23, 2026. How RedLectern is built.
Materials are grouped the way MIT organized them. A verified, course-wide order has not been established here.
Before you start
Prerequisites are not listed here. Check MIT's own syllabus for this course.
How this course was organized
What's here, and what isn't
- MIT lists a session calendar for this course, but it could not be verified well enough to build a sequence from it — materials are grouped by section instead.
Materials by section
Grouped by section, as MIT organized them. Not sequenced or ordered.
Recitations
14 files
- Course Information; Review of Linear Algebra Download
- Diagonalization of Symmetric Matrices; Symmetric Positive Definite and Semidefinite Matrices Download
- More on Symmetric Positive Definite Matrices; Hypothesis Testing for Gaussian Random Vectors Download
- Binary Hypothesis Tests: Receiver Operating Characteristic (ROC); Geometry of M-ary Hypothesis Tests Download
- Bayes’ Least Squares Estimation; Vector Spaces and Linear Least Squares Download
- Nonrandom Parameter Estimation Download
- Linear Systems Review Download
- Examples of Stochastic Processes; Second Order Statistics and Stochastic Processes Download
- Discrete Time Processes and Linear Systems; Discrete Time Karhunen–Loeve Expansion Download
- Binary Detection in White Gaussian Noise; Detection and Estimation in Colored Gaussian Noise Download
- Linear Detection from Continuous Time Processes; Karhunen–Loeve Expansions and Whitening Filters Download
- Discrete–Time Wiener Filtering; Prediction and Smoothing Download
- State Space Models and Kalman Filtering Download
- Estimation and Detection Using Periodograms Download
Assignments
MIT OpenCourseWare, Prof. Gregory Wornell, Prof. Alan Willsky, 6.432 Stochastic Processes, Detection, and Estimation, Spring 2004.
License: CC BY-NC-SA 4.0 · Edition: Spring 2004 · Open the original course on OCW ↗
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