Statistical Signal Processing

Textbooks: 

• Fundamentals of Statistical Signal Processing: Estimation Theory (Volume I) - Steven M. Kay

• Fundamentals of Statistical Signal Processing: Detection Theory (Volume II) - Steven M. Kay

Estimation in Signal Processing

Introduction

• Lecture 01 

• Lecture 02

• Lecture 03

• Lecture 04

Cramer-Rao Lower Bound (CRLB) 

• Lecture 05

• Lecture 06

• Lecture 07

• Lecture 08

• Lecture 09

• Lecture 10

Linear Models

• Lecture 11

• Lecture 12

• Lecture 13

Sufficient Statistics

• Lecture 14

• Lecture 15

• Lecture 16

• Lecture 17

Maximum Likelyhood Estimation (MLE)

• Lecture 18

• Lecture 19

• Lecture 20

Detection in Signal Processing

Neyman-Pearson Theorem

• Lecture 21

• Lecture 22

• Lecture 23

• Lecture 24

• Lecture 25

Bayes Risk and Multi-Hypothesis Testing

• Lecture 26

• Lecture 27

Matched Filters

• Lecture 28

• Lecture 29

• Lecture 30

Test Problems and Solutions

• Test 1

• Test 2