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Created by:
Last updated:
September 25, 2023
Duration:
Unlimited Duration
FREE
This course includes:
Unlimited Duration
Badge on Completion
Certificate of completion
Unlimited Duration
Description
Estimation of Signals and Systems. Instructor: Prof. S. Mukhopadhyay, Department of Electrical Engineering, IIT Kharagpur.
This course covers lessons on probability theory, random variables, mean and variance, linear signal models, z-transform, Kalman filter, variants of least squares estimation, and estimation problems in instrumentation and control. (from nptel.ac.in)
Course Curriculum
- Lecture 01 – Introduction Unlimited
- Lecture 02 – Probability Theory Unlimited
- Lecture 03 – Random Variables Unlimited
- Lecture 04 – Function of Random Variable Joint Density Unlimited
- Lecture 05 – Mean and Variance Unlimited
- Lecture 06 – Random Vectors, Random Processes Unlimited
- Lecture 07 – Random Processes and Linear Systems Unlimited
- Lecture 08 – Some Numerical Problems Unlimited
- Lecture 09 – Miscellaneous Topics on Random Process Unlimited
- Lecture 10 – Linear Signal Models Unlimited
- Lecture 11 – Linear Mean Square Error Estimation Unlimited
- Lecture 12 – Autocorrelation and Power Spectrum Estimation Unlimited
- Lecture 13 – z-Transform Revisited, Eigenvectors and Eigenvalues Unlimited
- Lecture 14 – The Concept of Innovation, Linear Minimum Mean Square Estimation Unlimited
- Lecture 15 – Least Squares Estimation, Optimal IIR Filters Unlimited
- Lecture 16 – Introduction to Adaptive Filters Unlimited
- Lecture 17 – State Estimation Unlimited
- Lecture 18 – Kalman Filter Model and Derivation Unlimited
- Lecture 19 – Kalman Filter Derivation (cont.) Unlimited
- Lecture 20 – Estimator Properties – Algebraic and Probabilistic Unlimited
- Lecture 21 – The Time Invariant Kalman Filter, Kalman Filter Coloured Noise Unlimited
- Lecture 22 – Kalman Filter – Case Study Unlimited
- Lecture 24 – Linear Regression Recursive Least Squares Unlimited
- Lecture 25 – Variants of Least Squares Estimation Unlimited
- Lecture 26 – Least Squares Estimation Unlimited
- Lecture 27 – Model Order Selection Residual Tests Unlimited
- Lecture 28 – Practical Issues in Identification Unlimited
- Lecture 29 – Estimation Problems in Instrumentation and Control Unlimited
- Lecture 30 – Conclusion Unlimited
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