Statistical Signal Processing
1
2012-2013
03000177
Electrical and Computer Engineering
Portuguese
Face-to-face
6.0
Elective
3rd Cycle Studies
Recommended Prerequisites
Probability and Statistics; Digital Signal Processing
Teaching Methods
NA
Learning Outcomes
The goal is the acquisition of concepts, methods and algorithms used in statistical digital signal processing field.
Work Placement(s)
NoSyllabus
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 Methods
Assessment
Exam: 50.0%
Synthesis work: 50.0%
Bibliography
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.