Jan 23, 2022  
2020-2021 Graduate Catalog 
2020-2021 Graduate Catalog [ARCHIVED CATALOG]

ELEG 636 - Statistical Signal Processing

Credit(s): 3
Component: Lecture
Introduction to random vectors and random processes and second-order moment and spectral characterizations. Linear transformations of stationary processes. Parameter estimation. Orthogonality principle and optimal linear filtering. Levison recursion and lattice prediction filters. AR and ARMA models and their Yule-Walker characterizations. Classical and modern spectrum estimation.
Repeatable for Credit: N Allowed Units: 3 Multiple Term Enrollment: N Grading Basis: Student Option
PREREQ: Undergraduate courses in probability and signals and linear systems
Course Typically Offered: Spring