MIT has put the materials for 6.432 online. This is a BRILLIANT course. It covers the application of Bayes' theorem to a wide variety of problems in engineering and communication. It explains a lot of the math behind radar, and those wierd noises that modems make. I really want to say more about this but presently I don't have the time to do justice to just how cool this stuff is.
Hmm, as I quickly review the notes they've posted, it looks like they didn't actually put up the real contents of the course. I've started assembling some notes in a user page on Wikipedia, and I hope they will eventually address the pieces that are missing.