8001403
STATISTICAL SIGNAL PROCESSING,
STATISTICAL SIGNAL PROCESSING, 3 ov
Lecturer info
Researcher ADRIANA VASILACHE
Lectures and exercises:
Lectures 28h, Exercises 28h.
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, estimators and their properties, estimation of deterministic and random parametres, optimal filtering, Wiener filter, Kalman filter, LMS, RLS, spectrum estimation.
Requirements
Final examination and two homeworks.
Literature
Kay S. M., "Fundamentals of Statistical Signal Processing - Estimation Theory", Prentice Hall, 1993..
Information on prerequisites
Either 7901510 or 8000253 is required.
Prerequisites
Number |
Name |
|
|
8000253 |
3 |
Obl. |
|
7901510 |
3 |
Obl. |
Notes
Replaces the course 80566. Accepted as a postgraduate course. This course suits well to be taken parallel with the course 73126 Stochastic proceses. Not offered during academic year 2003 - 2004.