Scribd
Upload
543 views1 page

Ma3024: Statistical Digital Signal Processing

This document outlines the modules and topics covered in the course MA3024: Statistical Digital Signal Processing. The course consists of 4 modules covering discrete-time random processes, signal modeling and the Levinson recursion, lattice filters and Wiener filtering, and spectrum estimation. The course is worth 3 credits with 3 hours of lectures and 1 hour of tutorial per week over the span of one semester for a total of 56 contact hours.

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
543 views1 page

Ma3024: Statistical Digital Signal Processing

This document outlines the modules and topics covered in the course MA3024: Statistical Digital Signal Processing. The course consists of 4 modules covering discrete-time random processes, signal modeling and the Levinson recursion, lattice filters and Wiener filtering, and spectrum estimation. The course is worth 3 credits with 3 hours of lectures and 1 hour of tutorial per week over the span of one semester for a total of 56 contact hours.

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

MA3024: STATISTICAL DIGITAL SIGNAL PROCESSING

Pre-requisite: Nil

L T P C
3 1 0 3
Total Hours: 56 Hrs

Module1: Discrete-Time Random Processes (14 hours)


Introduction, Random Variables, Random Processes, Filtering Random Processes, Spectral Factorization,
Special Types of Random Processes.

Module 2: Signal Modeling & Levinson Recursion (14 hours)


Introduction, The Least Squares Method, The Pade Approximation, Prony’s Method, Iterative
Prefiltering, Finite Data Records.
The Levinson Recursion: Introduction, The Levinson-Durbin Recursion, The Levinson Recursion.

Module 3: Lattice Filters & Wiener Filtering (14 hours)


Introduction, The FIR Lattice Filter, Split Lattice Filter, IIR Lattice Filters, Lattice Methods for All-Pole
Signal Modeling.
Wiener Filtering: Introduction, The FIR Wiener Filter, The IIR Wiener Filter, Discrete Kalman Filter.

Module 4: Spectrum Estimation (14 hours)


Introduction, Nonparametric Methods, Minimum Variance Spectrum Estimation, The Maximum Entropy
Method, Parametric Methods.

References:
1. Monson H. Hayes, “Statistical Digital Signal Processing And Modeling”;
John Wiley & Sons, 2004.
2. Terrell, T. J. and Lik-Kwan Shark, “Digital Signal Processing”; Palgrave Macmillan, 1996.
3. Clements, M. A. and Miao, G. J., “Digital Signal Processing & Statistical Classification”; Artech
House, Inc, 2002.
4. Papoulis, A. and S. Unnikrishna Pillai, “Probability, Random Variables, And Stochastic
Processes, 4th Edition, Tata McGraw-Hill, 2002.

You might also like