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521484A Statistical Signal Processing, 5 ECTS cr 
Code 521484A  Validity 01.08.2012 -
Name Statistical Signal Processing  Abbreviation Statistical Sig 
Scope5 ECTS cr   
Type Intermediate Studies Discipline4307 Information Engineering 
TypeCourse   
  Grading1 - 5, pass, fail 
 
   
Unit Computer Science and Engineering DP 

Description
ECTS Credits 

5

 
Language of instruction 

Finnish, Course can be passed in English.

 
Timing 

Spring, periods 4.

 
Learning outcomes 

1. is able to utilize the generic linear model as a representation for parameter estimation

2. can apply typical deterministic and random parameter estimation methods for different estimation problems

3. is able to determine statistical properties of estimators and make comparisons between them

4. can form a basic state-variable model and utilize Kalman filtering for state estimation

5. is able to apply basic methods of detection theory for solving simple detection problems

6. can implement the learned methods and assess their statistical properties with the Matlab software

 
Contents 

This course provides basic knowledge of statistical signal processing, in particular, estimation theory and its applications in signal processing. Topics: 1. Introduction, 2. Modeling of estimation problems, 3. Least Squares estimation, 4. BLUE-estimation, 5. Signal detection, 6. ML estimation, 7. MS estimation, 8. MAP estimation, 9. Kalman Filter.

 
Mode of delivery 

Face-to-face teaching and homework assignments.

 
Learning activities and teaching methods 

Lectures (24 h), exercises (24 h) and Matlab homework assignments (20 h).

 
Target group 

Computer Science and Engineering students and other Students of the University of Oulu.

 
Prerequisites and co-requisites 

031078P Matrix Algebra, 031021P Probability and Mathematical Statistics

 
Recommended optional programme components 

521337A Digital Filters, 031050A Signal Analysis. These courses provide complementary information on digital signal processing and stochastic signals. The courses are recommended to be studied either in advance or simultaneously.

 
Recommended or required reading 

J. Mendel: Lectures in estimation theory for signal processing, communications and control, Prentice-Hall, 1995. M.D. Srinath, P.K. Rajasekaran, R. Viswanathan: Introduction to Statistical Signal Processing with Applications, Prentice-Hall, 1996, Chapter 3. Lecture notes and exercise material.

 
Assessment methods and criteria 

The course is passed with intermediate exams or final exam and accepted Matlab exercise.

Read more about assessment criteria at the University of Oulu webpage.

 
Grading 

The course unit utilizes a numerical grading scale 1-5. In the numerical scale zero stands for a fail.

 
Person responsible 

Janne Heikkilä

 
Working life cooperation 

No.

 


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