EE5506 ADVANCED STATISTICAL SIGNAL PROCESSING
| Course Code: |
5675506 |
| 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: |
|
| Offered Semester: |
Spring Semesters. |
Course Content
Minimum Variance Unbiased Estimator, Best Linear Unbiased Estimator (BLUE), Sufficient Statistics, Asymptotic Properties of Estimators, Deterministic Parameter Estimation, Maximum Likelihood, Expectation Maximization, Least Squares, Method of Moments, Higher Order Statistics, Bounds for Deterministic Parameter Estimation, Quadratic Bounds, Cramer-Rao Bound, Random Parameter Estimation, Bayesian Methods, Minimum Mean Square Error (MMSE) Estimator, MAximum a-posteriori (MAP) Estimator, Bayesian Bounds, Modified Cramer-Rao Bound, Wiener Filtering, Kalman filtering, Recursive Estimation.
