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Python notebooks for my graduate class on Detection, Estimation, and Learning. Intended for in-class demonstration. Notebooks illustrate a variety of concepts, from hypothesis testing to estimation to image denoising to Kalman filtering. Feel free to use or modify for your instruction or self-study.
This tutorial demonstrates how to compute maximum likelihood estimates of the parameters of a Gaussian distribution both analytically and using gradient descent.
StochasticA is a textbook / website for an “Introduction to Stochastic Signal Processing”. Materials for this website can be found here. Be sure to read the README.md document if you want to know more about the implementation.