Advanced Statistical and Distributed Signal Processing

The course is not on the list Without time-table
Code Completion Credits Range Language
A8M37ASD ZK 5 8+0
Department of Radioelectronics

Lecturer: prof. Umberto Spagnolini (Politecnico di Milano, Italy)

Scopes are: 1) provide advanced statistical methods in signal processing following a pragmatic approach with the minimum fundamental background on estimation theory, 2) illustrate the methodology to approach some broad-interest problems.

During the first part of the course the fundamentals of statistical signal processing are reviewed, and the second part is focused to selected advanced statistical and distributed signal processing areas where the methods are paired to some applications general enough to provide a useful background for many interdisciplinary context such as audio and digital communications, imaging and machine learning, navigation and estimation in networks. After fundamentals, selected topics will be agreed with attendees to guarantee that the majority of the students could broad their cultural know-how still being focused to the area of their interest.


After every lecture, there will be a written test on the topic covered. Top-grade (A) is obtained only by an in-depth discussion of one topic. Final grading/exam will be based on the homeworks/mini-projects using analytical tools from statistical signal processing to solve selected topic of student interest.

Syllabus of lectures:

1.Fundamentals of estimation theory (BLUE, MLE, CRB, MMSE, MAP)

2.Parameter tracking (Kalman and particle filtering)

3.Spectral analysis (AR, MA, periodogram) and high-resolution methods for line spectra.

4.Array signal processing and multichannel MIMO processing

5.Distributed signal processing

6.Selected topics from (a) Signal detection, data classification and clustering, (b) Equalization and deconvolution, (c) Delay estimation, positioning, and navigation.

Syllabus of tutorials:
Study Objective:
Study materials:

U.Spagnolini, Statistical Signal Processing in Engineering, Wiley Ed. 2018

Further information:
No time-table has been prepared for this course
The course is a part of the following study plans:
Data valid to 2019-05-20
For updated information see http://bilakniha.cvut.cz/en/predmet5457206.html