Subject description - XP37SZS

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XP37SZS Statistical Signal Processing
Roles:S Extent of teaching:4P+0S
Department:13137 Language of teaching:CS
Guarantors:Sýkora J. Completion:Z,ZK
Lecturers:Sovka P., Sýkora J. Credits:4
Tutors:Sýkora J. Semester:L


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.

Course outlines:

Exercises outline:


[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


Subject is included into these academic programs:

Program Branch Role Recommended semester
DOKP Common courses S
DOKK Common courses S

Page updated 16.6.2024 17:52:04, semester: Z,L/2023-4, Z/2024-5, Send comments about the content to the Administrators of the Academic Programs Proposal and Realization: I. Halaška (K336), J. Novák (K336)