Statistical Signal Processing

Year
1

Academic year
2017-2018

Code
03000177

Subject Area
Biomedical Engineering

Language of Instruction
Portuguese

Mode of Delivery
Face-to-face

Duration
SEMESTRIAL

ECTS Credits
6.0

Type
Elective

Level
3rd Cycle Studies

Recommended Prerequisites

Probability and Statistics; Digital Signal Processing

The goal is the acquisition of concepts, methods and algorithms used in statistical digital signal processing field.

1. Signal modeling: Least square method; the Padé approximation; Prony´s method; linear prediction; and stochastic models.

2. Wiener filtering: FIR and IIR filter solutions; and discrete Kalman filter.

3. Spectrum estimation: Modern estimation methods.

4. Adaptive filtering: FIR and IIR filter solutions.

Assessment
Synthesis work: 50.0%
Exam: 50.0%

Monson H. Hayes (1996) - Statistical Digital Signal Processing and Modeling, John Wiley.

Charles W. Therrien (1992) - Discrete Random Signals and Statistical Signal Processing, Prentice-Hall.