ELEC 531 Statistical Signal Processing  -  Fall '02

Course Outline


I. Introduction

Statistical Signal Processing
Review of Linear Algebra
Review of Probability and Statistics
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II. Signal Detection and Classification

Hypothesis Testing
Detection of Signals in Noise
Detection in the Presence of Unknowns

III. Signal Estimation Theory

Estimation of Signal Parameters
Mean-Squared Error, Maximum-Likelihood, Bayesian, Minimax
Signal Waveform Estimation, Least Squares Estimation
Wiener and Kalman Filtering

IV. Adaptive Filtering

Iterative Minimization and Gradient Descent
LMS Algorithm