Statistical Signal Processing, Lecture and Problem Class

Information

Additional lecture material  and homeworks are provided on the server.

Course Dates

01: March  8, 2019: Introduction

02: March  15, 2019: Fundamentals, no problem class

03: March  22, 2019: Fundamentals, Stochastic Processes, no problem class

04: March  29, 2019: Propagation of Uncertainty, problem class

05: April  5, 2019: Introduction to numerical optimization,mixed lecture problem class

06: April 12, 2019: Ingredients for Estimation, problem class, first homework

07: May 3, 2019: Bayesian Inference and MCMC Methods, problem class

08: May 10, 2019: Properties of Estimators, problem class

09: May 17, 2019: Estimation Examples 1, mixed lecture problem class

10: May 24, 2019: Estimation Examples 2, mixed lecture problem class, second homework

11: June 7, 2019: Data fusion and the Kalman Filter, problem class

12: June 14, 2019: Application of the Kalman Filter, mixed lecture problem class

13: June 21, 2019: Nonlinear Kalman Filtering, mixed lecture problem class

14: June 28, 2019: Particle Filtering, third homework