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Course10810315841 lectures

Statistical Signal Processing

Prof. Prabin Kumar Bora · IIT Guwahati

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Lectures

Introduction to Stochastic Processes

  1. Lec 1 : Overview of Statistical Signal Processing Video
  2. Lec 2 : Probability and Random Variables Video
  3. Lec 3 : Linear Algebra of Random Variables Video

Introduction to Stochastic Processes - II

  1. Lec 4 : Random Processes Video
  2. Lec 5 : Linear Shift Invariant Systems with Random Inputs Video
  3. Lec 6 : White Noise and Spectral Factorization Theorem Video

Estimation Theory

  1. Lec 7 : Linear Models of Random Signals Video
  2. Lec 8 : Estimation Theory 1 Video
  3. Lec 9 : Estimation Theory 2: MVUE and Cramer Rao Lower Bound Video

Estimation Theory-II

  1. Lec 10 : Cramer Rao Lower Bound 2 Video
  2. Lec 11 : MVUE through Sufficient Statistic Video
  3. Lec 12 : MVUE through Sufficient Statistic 2 Video

Methods for Parameter Estimation

  1. Lec 13 : Method of Moments and Maximum Likelihood Estimators Video
  2. Lec 14 : Properties of Maximum Likelihood Estimator (MLE) Video
  3. Lec 15 : Bayesian Estimators Video
  4. Lec 16 : Bayesian Estimators 2 Video

Wiener filter

  1. Lec 17 : Optimal linear filters: Wiener Filter Video
  2. Lec 18 : FIR Wiener filter Video
  3. Lec 19 : Non-Causual IIR Wiener Filter Video
  4. Lec 20 : Causal IIR Wiener Filter Video

Linear Prediction of Signals

  1. Lec 21: Linear Prediction of Signals 1 Video
  2. Lec 22 : Linear Prediction of Signals 2 Video
  3. Lec 23 : Linear Prediction of Signals 3 Video
  4. Lec 24: Review Assignment 1 Video

Adaptive Filters

  1. Lec 25: Adaptive Filters 1 Video
  2. Lec 26: Adaptive Filters 2 Video
  3. Lec 27: Adaptive Filters 3 Video
  4. Lec 28: Review Assignment 2 Video

Adaptive Filters - II

  1. Lec 29: Adaptive Filters 4 Video
  2. Lec 30: Adaptive Filters 4(cont.) Video
  3. Lec 31: Review Assignment 3 Video

Recursive Least Squares (RLS) Adaptive Filter

  1. Lec 32: Recursive Least Squares (RLS) Adaptive Filter Video
  2. Lec 33: Recursive Least Squares (RLS) Adaptive Filter - 2 Video
  3. Lec 34: Review Assignment 4 Video

Kalman Filter

  1. Lec 35: Kalman Filter - 1 Video
  2. Lec 36: Vector Kalman Filter Video

Linear Models of Random Signals and Course Review

  1. Lec 37: Linear Models of Random Signals Video
  2. Lec 38: Review - 1 Video
  3. Lec 39: Review - 2 Video

Live Session

  1. Live Session 09-02-2021 Video
  2. Live Session 06-05-2020 Video

Syllabus and materials

At NPTEL, as the course publishes them.

Credits and licence

Institution
IIT Guwahati
Department
Electrical Engineering
Teacher
Prof. Prabin Kumar Bora
Level
Undergraduate
Language
English
Subjects
Engineering
Source
NPTEL
Licence
CC BY-NC-SA, as NPTEL states it. Non-commercial use only. NPTEL's terms
Attribution
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