|
|
|||||||||||||||||
Course Catalog 2011-2012
SGN-2607 Statistical Signal Processing, 6 cr |
Additional information
Course website: http://www.cs.tut.fi/courses/SGN-2607/
Suitable for postgraduate studies
Will not be lectured year 2011-2012
Person responsible
Heikki Huttunen
Requirements
Final examination, weekly exercises and an assignment.
Completion parts must belong to the same implementation
Learning outcomes
After passing this course the student will understand what statistical parameter estimation means, and how the methods can be applied in signal processing. Additionally, the basics of statistical detection theory will be covered.
Content
| Content | Core content | Complementary knowledge | Specialist knowledge |
| 1. | Basic concepts of estimation. What is an estimator and how to compare their performance. Cramer-Rao lower bound for estimator variance. | ||
| 2. | Classical tools for estimation of a deterministic parameter: minimum variance unbiased estimator (MVUE), sufficient statistic, best linear unbiased estimator (BLUE), least squares estimator. | ||
| 3. | Estimation of nondeterministic parameters: the Bayesian approach. | ||
| 4. | Practical signal processing applications will also be considered in each section. | ||
| 5. | Basic principles of detection theory: Likelihood ratio test, ROC curve. |
Evaluation criteria for the course
The final grade comes from the final exam. The grade is incremented by one if at least 50% of weekly exercises are done.
Assessment scale:
Numerical evaluation scale (1-5) will be used on the course
Partial passing:
Study material
| Type | Name | Author | ISBN | URL | Edition, availability, ... | Examination material | Language |
| Book | Fundamentals of Statistical Signal Processing - Estimation Theory | Kay, S.M. | 0-13-042268-1 | English | |||
| Lecture slides | Statistical Signal Processing | Heikki Huttunen | English |
Prerequisites
| Course | Mandatory/Advisable | Description |
| SGN-1201 Signaalinkäsittelyn menetelmät | Advisable | 1 |
| MAT-33311 Tilastomatematiikka 1 | Advisable | 2 |
| MAT-33317 Statistics 1 | Advisable | 2 |
1 . The contents of the two courses are equivalent.
2 . The contents of the two courses are equivalent.
Prerequisite relations (Requires logging in to POP)
Correspondence of content
| Course | Corresponds course | Description |
|
|
|