Subject description - B2M37SSPA

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B2M37SSPA Statistical Signal Processing
Roles:PV Extent of teaching:4P+0C
Department:13137 Language of teaching:CS
Guarantors:Sýkora J. Completion:Z,ZK
Lecturers:Sovka P., Sýkora J. Credits:6
Tutors:Sýkora J. Semester:L


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.

Course outlines:

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

Exercises outline:


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


Subject is included into these academic programs:

Program Branch Role Recommended semester
MPLAK_2016 Avionics PV 2
MPEK2_2018 Audiovisual and Signal Processing PV 2
MPBIO1_2018 Bioinformatics PV

Page updated 26.2.2024 17:56:33, semester: Z/2023-4, Z/2024-5, L/2023-4, Send comments about the content to the Administrators of the Academic Programs Proposal and Realization: I. Halaška (K336), J. Novák (K336)