Statistical Signal Processing

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:

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 estimation

Syllabus of tutorials:

Study Objective:

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

5. S. M. Kay: Fundamentals of statistical signal processing-detection theory, Prentice-Hall 1998

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:

• Aerospace Engineering (compulsory elective course)
• Medical electronics and bioinformatics (compulsory elective course)
• Electronics and Communications - Audiovisual Technology and Signal Processing (compulsory elective course)