ELL718
| ELL718 | |
|---|---|
| Statistical Signal processing | |
| Credits | 3 |
| Structure | 3-0-0 |
| Pre-requisites | ELL711 |
| Overlaps | |
ELL718 : Statistical Signal processing
[edit]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.