Statistical Signal Processing

Statistical Signal Processing

17 episodes

Covers fundamental approaches to designing optimal estimators and detectors of deterministic and random parameters and processes in noise, and includes analysis of their performance. Binary hypothesis testing: the Neyman-Pearson Theorem. Receiver operating characteristics. Deterministic versus random signals. Detection with unknown parameters. Optimal estimation of the unknown parameters: least square, maximum likelihood, Bayesian estimation. Will review the fundamental mathematical and statistical techniques employed. Many applications of the techniques are presented throughout the course.

Podcasts

Composite Hypothesis Testing

Published: July 31, 2012, 8:16 a.m.
Duration: N/A

Listed in: Technology

Estimation

Published: July 23, 2012, 10:26 a.m.
Duration: 1 hour 28 minutes 28 seconds

Listed in: Technology

Detection

Published: July 23, 2012, 10:26 a.m.
Duration: 1 hour 30 minutes 53 seconds

Listed in: Technology

Regression

Published: July 23, 2012, 10:26 a.m.
Duration: 1 hour 27 minutes 32 seconds

Listed in: Technology

Bayes LMMSE

Published: July 23, 2012, 10:26 a.m.
Duration: 1 hour 25 minutes 6 seconds

Listed in: Technology

Maximum Likelihood 2

Published: July 23, 2012, 10:25 a.m.
Duration: 1 hour 25 minutes 51 seconds

Listed in: Technology

Review, Detection Theory

Published: July 23, 2012, 10:25 a.m.
Duration: 1 hour 28 minutes 29 seconds

Listed in: Technology

Maximum Likelihood

Published: July 23, 2012, 10:24 a.m.
Duration: 1 hour 23 minutes 47 seconds

Listed in: Technology

Estimation in Linear Models

Published: July 23, 2012, 10:24 a.m.
Duration: 1 hour 26 minutes 48 seconds

Listed in: Technology

Perimeter Estimation

Published: July 23, 2012, 10:24 a.m.
Duration: 1 hour 28 minutes 3 seconds

Listed in: Technology

Cramer Rao Lower

Published: July 23, 2012, 10:24 a.m.
Duration: 1 hour 27 minutes 9 seconds

Listed in: Technology

Matched Filter

Published: July 23, 2012, 10:23 a.m.
Duration: 1 hour 24 minutes 23 seconds

Listed in: Technology

Binary Hypothesis Testing

Published: July 23, 2012, 10:23 a.m.
Duration: 1 hour 37 minutes 43 seconds

Listed in: Technology

Bayes Risk

Published: July 23, 2012, 10:23 a.m.
Duration: 1 hour 24 minutes 59 seconds

Listed in: Technology

Random Processes

Published: July 23, 2012, 10:22 a.m.
Duration: 1 hour 31 minutes 41 seconds

Listed in: Technology

Overview and Review

Published: July 23, 2012, 10:22 a.m.
Duration: 1 hour 22 minutes 21 seconds

Listed in: Technology

Chi-squared distribution

Published: July 23, 2012, 10:22 a.m.
Duration: 1 hour 42 seconds

Listed in: Technology