Course Description
ΥΠΙ5 - Statistical Signal Processing
Code: ΥΠΙ5
Title Course: Statistical Signal Processing
Semester: 1st
Category: REQUIRED (Medical Informatics), ELECTIVE (Bioinformatics)
Lecture hours: 3
Instructor: Theodoridis (NKUA)
Course web page: -
Course Description:

Stochastic processes, autocorrelation and cross correlation sequences, autocorrelation matrix and its properties. Optimal eigenvalue filters. AR, MA, ARMA processes. Wiener filters, the orthogonality principle, Wiener-Hopf equations, Levinson’s algorithm and lattice structures.  Adaptive systems, stochastic gradient descent algorithm, the LMS algorithm. Least squares filters, properties of the least squares estimator. Recursive least squares algorithm (RLS). Kalman filters. Applications for denoising and equalization.

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National and Kapodistrian University of Athens Department of Informatics and Telecommunications