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.

2014S, 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., 7 March 2014, 3.00 pm

place: seminar room SEM 389 (formerly 118), Institute of Telecommunications (formerly Institut für Nachrichtentechnik und Hochfrequenztechnik)

 

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Fri15:00 - 17:0007.03.2014 - 27.06.2014 Seminarraum 389 (vormals 118) @ Institute of TelecommunicationsParameter Estimation Methods
Parameter Estimation Methods - Single appointments
DayDateTimeLocationDescription
Fri07.03.201415:00 - 17:00 Seminarraum 389 (vormals 118) @ Institute of TelecommunicationsParameter Estimation Methods
Fri14.03.201415:00 - 17:00 Seminarraum 389 (vormals 118) @ Institute of TelecommunicationsParameter Estimation Methods
Fri21.03.201415:00 - 17:00 Seminarraum 389 (vormals 118) @ Institute of TelecommunicationsParameter Estimation Methods
Fri28.03.201415:00 - 17:00 Seminarraum 389 (vormals 118) @ Institute of TelecommunicationsParameter Estimation Methods
Fri04.04.201415:00 - 17:00 Seminarraum 389 (vormals 118) @ Institute of TelecommunicationsParameter Estimation Methods
Fri11.04.201415:00 - 17:00 Seminarraum 389 (vormals 118) @ Institute of TelecommunicationsParameter Estimation Methods
Fri02.05.201415:00 - 17:00 Seminarraum 389 (vormals 118) @ Institute of TelecommunicationsParameter Estimation Methods
Fri09.05.201415:00 - 17:00 Seminarraum 389 (vormals 118) @ Institute of TelecommunicationsParameter Estimation Methods
Fri16.05.201415:00 - 17:00 Seminarraum 389 (vormals 118) @ Institute of TelecommunicationsParameter Estimation Methods
Fri23.05.201415:00 - 17:00 Seminarraum 389 (vormals 118) @ Institute of TelecommunicationsParameter Estimation Methods
Fri06.06.201415:00 - 17:00 Seminarraum 389 (vormals 118) @ Institute of TelecommunicationsParameter Estimation Methods
Fri13.06.201415:00 - 17:00 Seminarraum 389 (vormals 118) @ Institute of TelecommunicationsParameter Estimation Methods
Fri20.06.201415:00 - 17:00 Seminarraum 389 (vormals 118) @ Institute of TelecommunicationsParameter Estimation Methods
Fri27.06.201415:00 - 17:00 Seminarraum 389 (vormals 118) @ Institute of TelecommunicationsParameter Estimation Methods

Course registration

Not necessary

Curricula

Literature

Lecture notes for this course are availabl, im graphischen Zentrum der TU Wien, Wiedner Hauptstraße 8-10, 1040 Vienna. 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