389.119 Parameter Estimation Methods
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2018S, VO, 2.0h, 3.0EC

Properties

Semester hours: 2.0
Credits: 3.0
Type: VO Lecture

Aim of course

Ability to recognize parameter estimation problems that occur in engineering and science, and to solve them by applying standard methods. Improvement of English language skills.

Subject of course

* Introduction: Motivation, applications, survey, history. * Deterministic parameter estimation methods: Least squares and variations. * Bayesian statistical estimation methods: General theory, Bayesian Cramér-Rao bound, MAP and minimum mean square; applications: linear prediction, Wiener filter and Kalman filter, system identification. * Classical statistical estimation methods: Method of moments, maximum likelihood, EM algorithm, MVU estimators, BLUE, Cramér-Rao bound.

Additional information

This course is an optional part of the "Wahlmodul Advanced Signal Processing."

First class:

date and time: Friday, 9 March 2018, 3.00 pm

place: seminar room SEM 389 (formerly 118), Institute of Telecommunications

Lecturers

Hlawatsch, Franz

Institute

E389 Institute of Telecommunications

Course dates

Day	Time	Date	Location	Description
Fri	15:00 - 17:00	09.03.2018 - 22.06.2018	Seminarraum 389 (vormals 118) @ Institute of Telecommunications	Parameter Estimation Methods

Show single appointments

Parameter Estimation Methods - Single appointments

Day	Date	Time	Location	Description
Fri	09.03.2018	15:00 - 17:00	Seminarraum 389 (vormals 118) @ Institute of Telecommunications	Parameter Estimation Methods
Fri	16.03.2018	15:00 - 17:00	Seminarraum 389 (vormals 118) @ Institute of Telecommunications	Parameter Estimation Methods
Fri	23.03.2018	15:00 - 17:00	Seminarraum 389 (vormals 118) @ Institute of Telecommunications	Parameter Estimation Methods
Fri	13.04.2018	15:00 - 17:00	Seminarraum 389 (vormals 118) @ Institute of Telecommunications	Parameter Estimation Methods
Fri	20.04.2018	15:00 - 17:00	Seminarraum 389 (vormals 118) @ Institute of Telecommunications	Parameter Estimation Methods
Fri	27.04.2018	15:00 - 17:00	Seminarraum 389 (vormals 118) @ Institute of Telecommunications	Parameter Estimation Methods
Fri	04.05.2018	15:00 - 17:00	Seminarraum 389 (vormals 118) @ Institute of Telecommunications	Parameter Estimation Methods
Fri	18.05.2018	15:00 - 17:00	Seminarraum 389 (vormals 118) @ Institute of Telecommunications	Parameter Estimation Methods
Fri	25.05.2018	15:00 - 17:00	Seminarraum 389 (vormals 118) @ Institute of Telecommunications	Parameter Estimation Methods
Fri	01.06.2018	15:00 - 17:00	Seminarraum 389 (vormals 118) @ Institute of Telecommunications	Parameter Estimation Methods
Fri	08.06.2018	15:00 - 17:00	Seminarraum 389 (vormals 118) @ Institute of Telecommunications	Parameter Estimation Methods
Fri	15.06.2018	15:00 - 17:00	Seminarraum 389 (vormals 118) @ Institute of Telecommunications	Parameter Estimation Methods
Fri	22.06.2018	15:00 - 17:00	Seminarraum 389 (vormals 118) @ Institute of Telecommunications	Parameter Estimation Methods

Examination modalities

Oral exam

Course registration

Not necessary

Curricula

Study Code	Obligation	Semester	Precon.	Info
066 507 Telecommunications	Not specified
710 FW Elective Courses - Electrical Engineering	Elective

Literature

Lecture notes for this course are available at the "Graphisches Zentrum" of Vienna University of Technology, Wiedner Hauptstraße 8-10, 1040 Vienna.

Recommended textbook: S.M. Kay, Fundamentals of Statistical Signal Processing: Estimation Theory, Prentice-Hall, 1993.

Previous knowledge

Working knowledge of random variables and linear algebra

Language

English