ELEC E-5440
Statistical Signal Processing
5 cp
prof. Visa Koivunen
Organization of the course
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Organization of the course
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Outline
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Statistical Signal Processing applications
Statistical Signal Processing applications
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Statistical Signal Processing applications
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Statistical Signal Processing Applications
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Statistical Signal Processing Applications
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Statistical Signal Processing Applications
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Statistical Signal Processing Applications
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Statistical Signal Processing Applications
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Statistical Signal Processing Applications
MIMO communications in LTE, WiFi, 5G, WiMAX
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Statistical Signal Processing Applications
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Statistical Signal Processing Applications
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Statistical Signal Processing Applications
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Statistical Signal Processing Applications
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Statistical Signal Processing Applications
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Statistical Signal Processing Applications
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Statistical Signal Processing Applications
Speech recognition, analysis and synthesis
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Statistical Signal Processing Applications
Revealing periodicities,
harmonic analysis
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Statistical Signal Processing Applications
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Statistical Signal Processing Applications
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Statistical Signal Processing Applications
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Statistical Signal Processing Applications
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Statistical Signal Processing Applications
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Statistical Signal Processing Applications
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Statistical Signal Processing Applications
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Statistical Signal Processing Applications
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Statistical Signal Processing Applications
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Statistical Signal Processing Applications
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Statistical Signal Processing Applications
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Statistical Signal Processing Applications
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Statistical Signal Processing Applications
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Basic concepts
Basic concepts of statistical signal processing
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Basic concepts of statistical signal processing
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Basic concepts of statistical signal processing
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Estimator is a random variable
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Basic concepts of statistical signal processing
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Basic concepts of statistical signal processing
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Common probability models - Gaussian
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Common probability models – Rayleigh and Rice
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Common probability models – Chi-squared
Sum of squares of
k independent
standard normal
Random variables,
k denotes the
degrees of freedom
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Common probability models – Laplace
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Common probability models – some members of
exponential family
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Basic concepts of statistical signal processing
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Basic concepts of statistical signal processing
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Modeling estimation problems – linear model
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Modeling estimation problems – linear model
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Modeling estimation problems – linear model
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Modeling estimation problems – linear model
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Modeling estimation problems – linear model
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Modeling estimation problems – linear model: system
identification
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Modeling estimation problems – linear model: system
identification
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Modeling estimation problems – linear model
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Modeling estimation problems – linear model: finite difference equation
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Modeling estimation problems – linear model: finite difference equation
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Modeling estimation problems – linear model: finite difference equation
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Modeling estimation problems – EX: AR model estimation for EEG data
EEG spectrum estimation
based on estimated
AR-coefficients (right) of
measured time series (above)
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Modeling estimation problems – linear model: deconvolution
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Modeling estimation problems – linear model: deconvolution
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Modeling estimation problems – transformations to linearity
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Modeling estimation problems – transformations to linearity
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Modeling estimation problems – transformations to linearity
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Basic properties of an estimator
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Basic properties of an estimator
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Basic properties of an estimator
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Unbiasedness
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Unbiasedness
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Unbiasedness
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Bias and variance
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Ex: Bias and variance
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Ex: bias in estimating direction of arrival
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Ex: unbiased estimator
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Efficiency of an estimator
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Efficiency of an estimator
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Efficiency of an estimator
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Efficiency of an estimator
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Ex: efficiency and the exponential family
Efficient estimators exist for the
exponential family of distributions
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Estimation of deterministic
parameter
Estimation of deterministic parameter
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Maximum Likelihood method
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Maximum Likelihood method
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Maximum Likelihood method
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Maximum Likelihood method
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Maximum Likelihood method
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Maximum Likelihood method
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Maximum Likelihood method
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Maximum Likelihood method
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Maximum Likelihood method
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EX: Maximum Likelihood
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EX: Maximum Likelihood
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EX: Maximum Likelihood
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Maximum Likelihood Method
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