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Model-based signal processing

  • Kurskod: FSSY065
  • ECTS-poäng: 7,5
  • Institution: ELEKTROTEKNIK
  • Forskarskola: Signaler och system
  • Periodicitet: Every second year, next time in SP2 in 2018
  • Undervisningsspråk: Kursen kommer att ges på engelska

"Model-based signal processing is given in master¿s programme Communication Engineering. Course information is available in Studieportalen. See Model-based signal processing

This course offers an introduction to  detection and estimation theory
with emphasis on applications in signal processing and commmunications.
It provides an overview of the main tools to extract desided information
from measured signals under a statistical signal processing framework. 
Fundamental limitations on the estimation performance is discussed. A
brief introduction to detection theory and classification is presented.


Content

Minimum Variance Unbiased Estimation and the Cramer-Rao Lower Bound,
Best Linear Unbiased Estimators, Maximum Likelihood Estimation, Least
Squares, Method of Moments, Bayesian Estimation, Wiener and Kalman
Filters, Introduction to Detection Theory, Likelihood Ratio Tests, Model
Order Selection.


Learning Outcomes

-Understand how to model experimental data in simple situations and make
suitable assumptions on the random components in the data
-Understand the fundamental limitations of statistical data models and
how these can be used to design experiments
-Understand the trade-offs involved in parameter estimation
-Know how to choose a suitable estimation approach for a given data
model and derive the resulting equations
-Know how to implement a variety of estimators on computer
-Know how to evaluate the performance of estimators and compare
different approaches
-Have a brief knowledge about detection techniques and selection of a
suitable model order


Main Text

Steven M. Kay, “Fundamentals of Statistical Signal Processing,
Estimation Theory”. Prentice-Hall, Englewood Cliffs, N.J., 1993.


Prerequisite

Basic knowledge of probability theory and stochastic processes.

Litteratur
Föreläsare
Tomas McKelvey
Mer information
Tomas McKelvey
Telephone: 031-772 8061
E-mail: tomas.mckelvey@chalmers.se

Publicerad: to 14 okt 2010. Ändrad: on 23 aug 2017