Statistical Signal Processing

Course guarantor:

Jan Sýkora

Lecturer:

Pavel Sovka, Jan Sýkora

Tutor:

Jan Sýkora

Supervisor:

Department of Radioelectronics

Synopsis:

Parameter estimation and detection theory. General properties and

fundamental limits. ML, LS, Bayes (MAP,MSE), NP, MM estimators and

detectors. Adaptive filter theory (Kalman, RLS). Iterative detection and

parameter estimation.

Requirements:

Syllabus of lectures:

Syllabus of tutorials:

Study Objective:

Study materials:

[1] S. M. Kay: Fundamentals of statistical signal processing, vol I+II, 1993, 1998, Prentice-Hall

[2] A. H. Sayed: Fundamentals of Adaptive filtering, Wiley-interscience, 2003

Note:

Time-table for winter semester 2024/2025:

Time-table is not available yet

Time-table for summer semester 2024/2025:

	06:00–08:0008:00–10:0010:00–12:0012:00–14:0014:00–16:0016:00–18:0018:00–20:0020:00–22:0022:00–24:00
Mon
Tue
Wed
Thu	roomT2:B2-817 Sýkora J. 13:30–17:00 (lecture parallel1) Dejvice
Fri

The course is a part of the following study plans:

• Doctoral studies, daily studies (compulsory elective course)
• Doctoral studies, combined studies (compulsory elective course)
• Doctoral studies, structured daily studies (compulsory elective course)
• Doctoral studies, structured combined studies (compulsory elective course)