Estimation of Signals and Systems

IIT Kharagpur Course , Prof. S. Mukhopadhyay

325 students enrolled

Overview

Contents:
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 Square 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 I - Estimator Properties-The Time-Invariant Kalman Filter - Kalman Filte r- 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

Lecture 2: Probability Theory

Up Next
You can skip ad in
SKIP AD >
Advertisement
      • 2x
      • 1.5x
      • 1x
      • 0.5x
      • 0.25x
        EMBED LINK
        COPY
        DIRECT LINK
        PRIVATE CONTENT
        OK
        Enter password to view
        Please enter valid password!
        0:00
        4.3 (7 Ratings)

        LECTURES



        Review


        4.3

        7 Rates
        5
        71%
        5
        4
        14%
        1
        1
        14%
        1

        Comments Added Successfully!
        Please Enter Comments
        Please Enter CAPTCHA
        Invalid CAPTCHA
        Please Login and Submit Your Comment