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CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2023/2024

Statistical Signal Processing

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Code Completion Credits Range Language
A8B37SSP Z,ZK 6 4P+0C Czech
Garant předmětu:
Jan Sýkora
Lecturer:
Pavel Sovka, Jan Sýkora
Tutor:
Jan Sýkora
Supervisor:
Department of Radioelectronics
Synopsis:

The course provides fundamentals in three main domains of the statistical signal processing: 1) estimation theory, 2) detection theory, 3) optimal and adaptive filtering. The statistical signal processing is a core theory with many applications ranging from digital communications, audio and video processing, radar and radio navigation, measurement and experiment evaluation, etc.

Requirements:

None

Syllabus of lectures:

1. Estimation

1a. MVU estimator, Cramer-Rao lower bound, composite hypothesis, performance criteria

1b. Sufficient statistics

1c. Maximum Likelihood estimator, EM algorithm

1d. Bayesian estimators (MMSE, MAP)

2. Detection

2a. Hypothesis testing (binary, multiple, composite)

2b. Deterministic signals

2c. Random signals

3. Optimal and adaptive filtration

3a. Signal modeling (ARMA, Padé approximation, ...)

3b. Toeplitz equation, Levinson-Durbin recursion

3c. MMSE filters, Wiener filter

3d. Kalman filter

3e. Least Squares, RLS

3f. Steepest descent and stochastic gradient algorithms

3g. Spectrum analysis and estimation

Syllabus of tutorials:

The course has only lectures

Study Objective:

The course provides theoretical foundations in the three main areas of stochatical signal processing and offers a unifying view of seemingly different approaches.

Study materials:

1. Steven Kay: Fundamentals of Statistical Signal Processing - Estimation theory

2. Steven Kay: Fundamentals of Statistical Signal Processing - Detection theory

3. Monson Hayes: Statistical digital signal processing and modeling

4. Ali Sayed: Fundamentals of Adaptive Filtering

Note:
Time-table for winter semester 2023/2024:
Time-table is not available yet
Time-table for summer semester 2023/2024:
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:C3-434
Sýkora J.
Sovka P.

13:30–17:00
(lecture parallel1)
Dejvice
Laboratoř
Fri
The course is a part of the following study plans:
Data valid to 2024-06-24
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