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.

2019S, 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, 8 March 2019, 3.00 pm

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

 

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Fri15:00 - 17:0008.03.2019 - 28.06.2019Sem 389 Parameter Estimation Methods
Parameter Estimation Methods - Single appointments
DayDateTimeLocationDescription
Fri08.03.201915:00 - 17:00Sem 389 Parameter Estimation Methods
Fri15.03.201915:00 - 17:00Sem 389 Parameter Estimation Methods
Fri22.03.201915:00 - 17:00Sem 389 Parameter Estimation Methods
Fri29.03.201915:00 - 17:00Sem 389 Parameter Estimation Methods
Fri05.04.201915:00 - 17:00Sem 389 Parameter Estimation Methods
Fri12.04.201915:00 - 17:00Sem 389 Parameter Estimation Methods
Fri03.05.201915:00 - 17:00Sem 389 Parameter Estimation Methods
Fri10.05.201915:00 - 17:00Sem 389 Parameter Estimation Methods
Fri17.05.201915:00 - 17:00Sem 389 Parameter Estimation Methods
Fri24.05.201915:00 - 17:00Sem 389 Parameter Estimation Methods
Fri07.06.201915:00 - 17:00Sem 389 Parameter Estimation Methods
Fri14.06.201915:00 - 17:00Sem 389 Parameter Estimation Methods
Fri21.06.201915:00 - 17:00Sem 389 Parameter Estimation Methods
Fri28.06.201915:00 - 17:00Sem 389 Parameter Estimation Methods

Examination modalities

Oral exam

Course registration

Not necessary

Curricula

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