Statistical Signal Processing

Subject: 
Electrical & Computer Engineering (ECE)
Catalog number: 
603
Unit weight: 
0.50
Meet type: 
LEC
Grading basis: 
NUM
Cross-listing(s): 
N/A
Requisites: 
N/A
Description: 
Optimum mininum mean-square error (MMSE) Wiener filtering. Parametric and non-parametric spectrum estimation. Eigenstructure-based frequency estimation. Statistical parameter estimation using maximum likelihood (ML), maximum a posteriori probability (MAP), minimum mean-square error (MMSE) and least squares (LS) methods. Adaptive signal processing using least-mean-squares (LMS) and recursive least-squares (RLS) approaches. Discrete-time Kalman filtering. Recommended background: ECE 316: Probability Theory/ECE 342: Signals and Systems/ECE413: Digital Signal Processing/ECE 604: Stochastic Processes.
Topic titles: 
N/A
Faculty: 
Engineering (ENG)
Academic level: 
GRD
Course ID: 
000765