ELEM022 Statistical Methods in Signal Processing

Objectives

This course will introduce the students to statistical modeling of signals. It will provide the relevant probability theory, statistics and information theory required in the programmes specialized modules

Syllabus

• Probability theory
• Random processes
• Ergodicity
• Expectation and moments
• Vector random variables
• Correlation
• Weiner filtering
• Parametric estimation and spectral estimation(AR etc.)
• Introduction to discrete random variables and Shannon information