Eszg613 Course Handout
Eszg613 Course Handout
Course Description:
This course deals with introduction to random processes and spectral representation,
modeling of AR, ARMA time-series processes, spectrum estimation, spectrum analysis
and. design of optimum (Wiener and Kalman) filters for estimating signals in noise,
adaptive filters for estimating & predicting non-stationary signal and linear prediction.
Some applications based on algorithms for adaptive statistical signal processing would be
included.
To provide a strong background on most important advanced DSP topics. It will include
topics, which are used in different fields of signal processing applications, which include
linear prediction and optimal filter design using Wiener and Kalman filters. The focus is
on adaptive signal processing. It deals with signal modeling, optimal filtering, spectrum
estimation and adaptive filtering.
Text Book:
T
1 Monson H. Hayes, Statistical Digital Signal Processing and Modeling, Wiley-India, 2008.
Reference books:
Manolakis, D., Ingle, M., Kogon, S., Statistical and Adaptive Signal Processing, McGraw-Hill,
R1 2000.
R2 Simon Haykin, Adaptive Filter Theory, Pearson Education, Fourth Edition, 2002.
Content Structure
Important Information:
Syllabus for Mid-Semester Test (Closed Book): Topics in Lecture No. 1 to 8.
Syllabus for Comprehensive Exam (Open Book): All topics given in plan of study
Evaluation Guidelines:
1. For Closed Book tests: No books or reference material of any kind will be permitted.
Laptops/Mobiles of any kind are not allowed. Exchange of any material is not allowed.
2. For Open Book exams: Use of prescribed and reference text books, in original (not
photocopies) is permitted. Class notes/slides as reference material in filed or bound form
is permitted. However, loose sheets of paper will not be allowed. Use of calculators is
permitted in all exams. Laptops/Mobiles of any kind are not allowed. Exchange of any
material is not allowed.
3. If a student is unable to appear for the Regular Test/Exam due to genuine exigencies, the
student should follow the procedure to apply for the Make-Up Test/Exam. The
genuineness of the reason for absence in the Regular Exam shall be assessed prior to
giving permission to appear for the Make-up Exam. Make-Up Test/Exam will be
conducted only at selected exam centers on the dates to be announced later.
It shall be the responsibility of the individual student to be regular in maintaining the self-study
schedule as given in the course handout, attend the lectures, and take all the prescribed evaluation
components such as Assignment/Quiz, Mid-Semester Test and Comprehensive Exam according
to the evaluation scheme provided in the handout.