EE60052: Advanced Estimation Theory
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| EE60052 | |
|---|---|
| Course name | Advanced Estimation Theory |
| Offered by | Electrical Engineering |
| Credits | 3 |
| L-T-P | 3-0-0 |
| Previous Year Grade Distribution | |
| {{{grades}}} | |
| Semester | Spring |
Syllabus
Syllabus mentioned in ERP
Time series analysis, auto-correlation function (ACF) and partial ACF; Nonstationary time series models, ARIMA and SARIMA. Correlation and spectral analysis, Cepstrum; Higher order statistics, triple correlation and bi-spectrum, Non-Guassian signals; Small signal in noise, cross correlation. Transform Method of Signal Processing: Haar, Hadamard, Walsh; Wavelet transformation, sub-band coding, Compression. System identification in the continuous time domain, product moment functionals (PMFs). Adaptive Signal Processing: Echo cancellers, Equalizers; Multi-rate filters, QMF. Multivariate statistics, Principal component analysis (PCA) and partial least squares (PLS). Linear fractional transformation (LFT), non-linear system.