ELL718
| ELL718 | |
|---|---|
| Statistical Signal processing | |
| Credits | 3 |
| Structure | 3-0-0 |
| Pre-requisites | ELL711 |
| Overlaps | |
ELL718 : Statistical Signal processing
Review of random variables, GS orthogonalization, geometric concepts, notions of projection, random processes, WSS processes, properties of autocorrelation and power spectral densities, properties of autocorrelation matrices, Cholesky decomposition, eigen-analysis, optimum Linear filtering, LMS and its performance, variants, Least-squares, QR decomposition and SVD, RLS and its performance, square-root RLS, Kalman Filters, spectrum modelling.