ECTS - Statistical Signal Processing

Statistical Signal Processing (EE422) Course Detail

Course Name Course Code Season Lecture Hours Application Hours Lab Hours Credit ECTS
Statistical Signal Processing EE422 Area Elective 3 0 0 3 5
Pre-requisite Course(s)
EE303 ve EE213
Course Language English
Course Type Elective Courses
Course Level Bachelor’s Degree (First Cycle)
Mode of Delivery Face To Face
Learning and Teaching Strategies Lecture, Demonstration, Discussion, Question and Answer, Drill and Practice.
Course Coordinator
Course Lecturer(s)
Course Assistants
Course Objectives To present fundamental skills that target the analysis of signals with stochastic properties to electrical and electronic engineering students.
Course Learning Outcomes The students who succeeded in this course;
  • Ability to characterize an estimator
  • Ability to design statistical DSP algorithms to meet desired needs
  • Ability to apply vector space methods to statistical signal processing problems
  • Ability to understand Wiener filter theory and design discrete and continuous Wiener filters
  • Ability to understand Kalman Filter theory and design discrete Kalman filters
  • Ability to use computer tools (such as Matlab) in developing and testing stochastic DSP algorithms
  • Ability to complete a term project
Course Content Introduction to random process, detection and estimation theory, maximum variance unbiased estimation, Cramer-Rao lower bound, general minimum variance unbiased estimation, best linear unbiased estimation, maximum likelihood estimation, Least square methods of estimation, method of moments: second moments analysis, Bayesian philosophy and Bayesian

Weekly Subjects and Releated Preparation Studies

Week Subjects Preparation
1 Introduction,overview of history and applications of detection and estimation. Review of the requisite mathematical concepts, including concepts in matrix, probability, and statistical analysis. Glance this week’s topics from the lecture
2 Introduction and Review Review last week and glance this week’s topics from the lecture
3 Sufficiency and Minimum Variance Unbiased (MVUB) Estimators Glance this week’s topics from the lecture
4 Neyman-Pearson Detectors: Classifying Tests, The Testing Binary Hypothesis, Neyman-Pearson Lemma, Binary Communication, Matched Filters Glance this week’s topics from the lecture
5 Neyman-Pearson Detectors Review last week and glance this week’s topics from the lecture
6 Bayes Detectors: Bayes Risks for Hypothesis Testing, Minimax Tests, M-Orthogonal Signals, Likelihood Ratios Glance this week’s topics from the lecture
7 Bayes Detectors Review last week and glance this week’s topics from the lecture
8 Maximum Likelihood Estimators: Maximum Likelihood Principle, The Fisher Matrix and Cramer-Rao Bound, The Linear Statistical Model, Maximum Likelihood Identification of a Signal Subspace Glance this week’s topics from the lecture
9 Maximum Likelihood Estimators Review last week and glance this week’s topics from the lecture
10 Bayes Estimators: Bayes Risk for Parameter Estimation, Computing Bayes Risk Estimators, Sequential Bayes, The Kalman Filter, The Wiener Filter Glance this week’s topics from the lecture
11 Bayes Estimators Review last week and glance this week’s topics from the lecture
12 Minimum Mean-Squared Error (MMSE) Estimators: Conditional Expectation and Orthogonality, Linear MMSE Estimators, Linear Prediction, The Kalman Filter Glance this week’s topics from the lecture
13 Minimum Mean-Squared Error (MMSE) Estimators Review last week and glance this week’s topics from the lecture
14 Least Squares Glance this week’s topics from the lecture
15 Final examination period Review topics
16 Final examination period Review topics

Sources

Course Book 1. Statistical Signal Processing:Detection, Estimation and Time Series Analysis, Louis L. Scharf, Addison-Wesley, 1991.
Other Sources 2. Fundamentals of Statistical Signal Processing: Estimation Theory, S. M. Kay, Prentice Hall, 1993.

Evaluation System

Requirements Number Percentage of Grade
Attendance/Participation - -
Laboratory - -
Application - -
Field Work - -
Special Course Internship - -
Quizzes/Studio Critics - -
Homework Assignments 14 15
Presentation - -
Project - -
Report - -
Seminar - -
Midterms Exams/Midterms Jury 2 40
Final Exam/Final Jury 1 30
Toplam 17 85
Percentage of Semester Work 70
Percentage of Final Work 30
Total 100

Course Category

Core Courses X
Major Area Courses
Supportive Courses
Media and Managment Skills Courses
Transferable Skill Courses

The Relation Between Course Learning Competencies and Program Qualifications

# Program Qualifications / Competencies Level of Contribution
1 2 3 4 5
1 Possesses sufficient knowledge in mathematics, natural sciences, and discipline-specific topics in Electrical and Electronics Engineering; uses this theoretical and practical knowledge to solve complex engineering problems. X
2 Identifies, defines, formulates, and solves complex engineering problems; selects and applies appropriate analytical and modeling methods for this purpose. X
3 Designs complex systems, processes, devices, or products under realistic constraints and conditions to meet specific requirements; applies modern design methods for this purpose. (Realistic constraints and conditions may include factors such as economy, environmental issues, sustainability, manufacturability, ethics, health, safety, social and political issues, depending on the nature of the design.) X
4 Selects and uses modern techniques and tools necessary for the analysis and solution of complex problems encountered in engineering applications; effectively uses information technologies. X
5 Designs experiments, conducts tests, collects data, analyzes, and interprets results to investigate complex engineering problems or discipline-specific research topics. X
6 Works effectively in disciplinary and interdisciplinary teams; develops the ability to work independently. X
7 Communicates effectively in both written and verbal forms; possesses proficiency in at least one foreign language; writes effective reports, understands written reports, prepares design and production reports, delivers effective presentations, and gives and receives clear instructions. X
8 Recognizes the need for lifelong learning; accesses information, follows developments in science and technology, and continuously renews oneself. X
9 Acts in accordance with ethical principles, assumes professional and ethical responsibility, and possesses knowledge about the standards used in engineering practices. X
10 Possesses knowledge about professional practices such as project management, risk management, and change management; gains awareness of entrepreneurship and innovation; understands the principles of sustainable development. X
11 Understands the universal and societal impacts of engineering practices on health, environment, and safety; recognizes the contemporary issues reflected in the field of engineering and understands the legal implications of engineering solutions. X

ECTS/Workload Table

Activities Number Duration (Hours) Total Workload
Course Hours (Including Exam Week: 16 x Total Hours) 16 3 48
Laboratory
Application
Special Course Internship
Field Work
Study Hours Out of Class 14 3 42
Presentation/Seminar Prepration
Project
Report
Homework Assignments 2 2 4
Quizzes/Studio Critics
Prepration of Midterm Exams/Midterm Jury 2 10 20
Prepration of Final Exams/Final Jury 1 20 20
Total Workload 134