8001403
STATISTICAL SIGNAL PROCESSING,
STATISTICAL SIGNAL PROCESSING, 3 ov
Lecturer info
Senior researcher, ADRIANA VASILACHE
Lectures and exercises:
Lectures 28h, Exercises 28h.
Lecture room and time
WEDNESDAY 13 - 15, TB110,
Adriana Vasilache
Weekly teaching / period |
|
|
|
|
|
Lectures (h): |
- |
- |
2+ |
2 |
- |
Exercises (h): |
- |
- |
2+ |
2 |
- |
Content of the course
This course gives the basic knowledge of statistical signal processing and especially of estimation theory and linear algebra, estimators and their properties, estimation of deterministic parametres, optimal flitering, Wiener filter, Kalman filter, LMS, RLS, spectrum estimation.
Requirements
Final examination.
Literature
Kay S. M. (1993), Fundamentals of Statistical Signal Processing - Estimation Theory, Prentice Hall.
Information on prerequisites
Either 79120 or 8000253 is required.
Prerequisites
Number |
Name |
|
|
8000253 |
3 |
Obl. |
|
79120 |
2 |
Obl. |
Notes
Accepted as post graduate course. This course suits well to be taken parallel with the course 73126 Stochastic processes. Exercises Thu 13-15 at TB110.