Academic Catalog

EE001 ADVANCED STATISTICAL SIGNAL PROCESSING

Course Code: 5677001
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: Prof.Dr. BUYURMAN BAYKAL
Offered Semester: Fall and 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 aposteriori (MAP) Estimator, Bayesian Bounds, Modified Cramer-Rao Bound, Wiener Filtering, Kalman filtering, Recursive Estimation.