EE564 Lecture 19. Linear Transforms, Multivariate Gaussian pdfs, Intro to Estimation and Detection

EE564 Stochastic Systems, Fall 2020 at LUMS. Lecture 19
Linear Transformations, Multivariate Gaussian pdfs,
Introduction to Estimation and Detection (Initial Formulation)

Time Stamps
00:00 Review
03:43 Linear Transformations of (Multiple)RVs
19:46 Multi-variate Gaussian pdf
37:44 Introduction to Estimation and Detection
49:18 MAP Estimation/Detection
59:50 Maximum Likelihood Estimation
01:01:40 When is MAP and ML the same?
01:07:43 General Links between MAP and ML
01:11:00 Questions
01:14:12 Summary of MAP and ML