Statistical Signal Processing
Lecturer: Wolfgang Utschick, Dominik Semmler
Target Audience: Master EI and MSCE
Language: English
Next Exam: 2022-08-16 17:15 (no responsibility is taken for the correctness of this information)
Lectures/Tutorials in Summer Semester 2022
Contents
Probability and stochastic processes: fundamentals revisited Parameter estimation: statistical modeling, maximum likelihood estimation, Bayesian estimation, asymptotic optimality Minimum mean squared error estimation: conditional mean estimation and MMSE, linear MMSE estimation, orthogonality principle, Wiener filtering Recursive estimation of stochastic processes: Kalman filtering, particle filtering Hypotheses testing: statistical model, Neyman-Pearson test, maximum-likelihood test, maximum-a-posteriori test, Bayesian test, risk functionals, sufficient statistics, asymptotic optimality Selected topics and applications: confindence analysis, kernel methods, neural networks, etc. |