Scribd
Upload
66 views1 page

13-Ec 535 Statistical Signal Processing

This document outlines the syllabus for a statistical signal processing course. It covers topics such as random variables, random processes, parameter estimation theory, linear minimum mean-square error filtering, adaptive filtering, Kalman filtering, and spectral analysis. The course reviews concepts like distribution and density functions, the central limit theorem, and properties of power spectral density. It also examines techniques like maximum likelihood estimation, Bayesian estimation, Wiener filtering, Levinson-Durbin algorithm, LMS adaptation, and MUSIC algorithm. Five textbooks are listed as references for the course material.

Uploaded by

Sadagopan Raja
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
66 views1 page

13-Ec 535 Statistical Signal Processing

This document outlines the syllabus for a statistical signal processing course. It covers topics such as random variables, random processes, parameter estimation theory, linear minimum mean-square error filtering, adaptive filtering, Kalman filtering, and spectral analysis. The course reviews concepts like distribution and density functions, the central limit theorem, and properties of power spectral density. It also examines techniques like maximum likelihood estimation, Bayesian estimation, Wiener filtering, Levinson-Durbin algorithm, LMS adaptation, and MUSIC algorithm. Five textbooks are listed as references for the course material.

Uploaded by

Sadagopan Raja
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 1

13-EC 535 STATISTICAL SIGNAL PROCESSING

SYLLABUS

Review of random variables Distribution and density functions, moments, independent,


uncorrelated and orthogonal random variables; Vector-space representation of Random
variables, Schwarz Inequality Orthogonalit principle in estimation, Central Limit theorem,
Random processes, wide-sense stationary processes, autocorrelation and autocovariance
functions, Spectral representation of random signals, Wiener Khinchin theorem Properties
of power spectral density, Gaussian Process and White noise process. Random signal
modelling: MA(q), AR(p) , ARMA(p,q) models. Parameter Estimation Theory Principle of
estimation and applications, Properties of estimates, unbiased and consistent estimators,
Minimum Variance Unbiased Estimates (MVUE), Cramer Rao bound, Efficient estimators;
Criteria of estimation: the methods of maximum likelihood and its properties ; Baysean
estimation : Mean square error and MMSE, Mean Absolute error, Hit and Miss cost function
and MAP estimation. Estimation of signal in presence of white Gaussian Noise Linear
Minimum Mean-Square Error (LMMSE) Filtering: Wiener Hoff Equation, FIR Wiener filter,
Causal IIR Wiener filter, Noncausal IIR Wiener filter, Linear Prediction of Signals, Forward
and Backward Predictions, Levinson Durbin Algorithm, Lattice filter realization of prediction
error filters. Adaptive Filtering: Principle and Application, Steepest Descent Algorithm
Convergence characteristics; LMS algorithm, convergence, excess mean square error, Leaky
LMS algorithm;Application of Adaptive filters ;RLS algorithm, derivation, Matrix inversion
Lemma, Intialization, tracking of nonstationarity. Kalman filtering: State-space model and
the optimal state estimation problem, discrete Kalman filter, continuous-time Kalman filter,
extended Kalman filter. Spectral analysis: Estimated autocorrelation function,
periodogram, Averaging the periodogram (Bartlett Method), Welch modification, Blackman
and Tukey method of smoothing periodogram, Prametric method, AR(p) spectral estimation
and detection of Harmonic signals, MUSIC algorithm.

TEXT BOOKS
1.Discrete Random Signals and Statistical Signal Processing, By Charles W. Therrien,
Prentice Hall Signal Processing Series

REFERENCE TEXT BOOK


1.M. H. Hayes, Statistical Digital Signal Processing and Modeling, John Wiley & Sons, Inc.,
2.D.G. Manolakis, V.K. Ingle and S.M. Kogon: Statistical and Adaptive Signal Processing,
McGraw Hill, 2000.
3.Monson H. Hayes, ‘Statistical Digital Signal Processing and Modeling”, John Wiley and
Sons, Inc, Singapore, 2002
4.J. G. Proakis et. al., Algorithms for Statistical Signal Processing, Pearson Education,
2002.
5.Simon Haykin: Adaptive Filter Theory, Prentice Hall, 1996.

SIMULATION TEXT BOOKS


1.Statistical Digital Signal Processing and Modeling by Monson Hayes, John Wiley & Sons,
Inc.,
2.Statistical Signal Processing Modelling and ESTIMATION BY Chonavel, T., Springer 2001

You might also like