Summer 2019 - ENSC 810 G100
Statistical Signal Processing (3)
Class Number: 3054
Delivery Method: In Person
Course Times + Location:
Mo, We 7:30 PM – 8:50 PM
AQ 5015, Burnaby
Prerequisites:ENSC 802 and 429 or their equivalents.
Processing techniques for continuous and discrete signals with initially unknown or time-varying characteristics. Parameter estimation; Bayes, MAP, maximum likelihood, least squares the Cramer-Rao bound. Linear estimation, prediction, power spectrum estimation, lattice filters. Adaptive filtering by LMS and recursive least squares. Kalman filtering. Eigenmethods for spectral estimation. Implementation issues and numerical methods of computation are considered throughout.
Graduate Studies Notes:
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