Academic Catalog

EE503 STATISTICAL SIGNAL PROCESSING AND MODELING

Course Code: 5670503
METU Credit (Theoretical-Laboratory hours/week): 3(3-0)
ECTS Credit: 8.0
Department: Electrical And Electronics Engineering
Language of Instruction: English
Level of Study: Graduate
Course Coordinator: Assist.Prof.Dr SEVN FGEN KTEM
Offered Semester: Fall and Spring Semesters.

Course Content

Random processes. Power spectral density. Auto-regressive processes. Moving-average processes. Periodic processes. Spectral decomposition. Whitening filter. Innovations. Stochastic signal models. Yule-Walker equations. Linear-time invariant filtering of random processes. Estimation. Linear Estimators. Linear minimum mean square error estimator. Wiener filter. Optimal FIR filters. Optimal IIR filters. Filtering, prediction, smoothing applications. Reduced dimension stochastic signal representation. Karhunen-Loeve transform.