Course10810505930 lectures
Estimation of Signals and Systems
Prof. S. Mukhopadhyay · IIT Kharagpur
Lectures
Estimation of Signals and Systems
- Introduction
- Probability Theory
- Random Variables
- Function of Random Variable Joint Density
- Mean and Variance
- Random Vectors Random Processes
- Random Processes and Linear Systems
- Some Numerical Problems
- Miscellaneous Topics on Random Process
- Linear Signal Models
- Linear Mean Sq.Error Estimation
- Auto Correlation and Power Spectrum Estimation
- Z-Transform Revisited Eigen Vectors/Values
- The Concept of Innovation
- Last Squares Estimation Optimal IIR Filters
- Introduction to Adaptive Filters
- State Estimation
- Kalman Filter-Model and Derivation
- Kalman Filter-Derivation (Contd...)
- Estimator Properties
- The Time-Invariant Kalman Filter
- Kalman Filter-Case Study
- System identification Introductory Concepts
- Linear Regression-Recursive Least Squares
- Variants of LSE
- Least Square Estimation
- Model Order Selection Residual Tests
- Practical Issues in Identification
- Estimation Problems in Instrumentation and Control
- Conclusion
Syllabus and materials
At NPTEL, as the course publishes them.
Credits and licence
- Institution
- IIT Kharagpur
- Department
- Electrical Engineering
- Teacher
- Prof. S. Mukhopadhyay
- 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
- NPTEL states: "Distributed under Creative Commons Attribution-ShareAlike / CC BY - NC - SA", beside a BY-NC-SA badge.
- Who can watch
- NPTEL gives no rating. Invisible Network shows it to Tweens profiles and older, judged from what the source says about it. How courses are placed
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