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Statistical Signal Processing

Academic Year: ( 2020 / 2021 ) Review date: 08-07-2020

Department assigned to the subject: Department of Signal and Communications Theory


Coordinating teacher: RAMIREZ GARCIA, DAVID
Type: Compulsory ECTS Credits : 6.0
Year : 2 Semester : 2

REQUIREMENTS (SUBJECTS THAT ARE ASSUMED TO BE KNOWN)


Probability and Data Analysis
Introduction to Statistical Modeling
Signals and Systems
Linear Algebra

OBJECTIVES
CB1: Students have demonstrated to possess and understand knowledge in an area of study that starts from the base
of general secondary education, and is usually found at a level that, although supported by advanced textbooks, also
includes some aspects that they imply knowledge coming from the vanguard of their field of study.
CB2: Students know how to apply their knowledge to their work or vocation in a professional manner and have the
skills that are usually demonstrated through the elaboration and defense of arguments and the resolution of problems
within their area of ¿¿study
CE1: Ability to solve mathematical problems that may arise in engineering and data science. Ability to apply
knowledge about: algebra; geometry; differential and integral calculation; numerical methods; numerical algorithm;
statistics and optimization.
CE12: Ability to model, predict, filter and smooth random signals and noise processes
CG1: Adequate knowledge and skills to analyze and synthesize basic problems related to engineering and data
science, solve them and communicate them efficiently.
CG2: Knowledge of basic scientific and technical subjects that enable the learning of new methods and technologies,
as well as providing a great versatility to adapt to new situations.
CG4: Ability to solve technological, computer, mathematical and statistical problems that may arise in engineering and
data science.
CG5: Ability to solve mathematically formulated problems applied to diverse subjects, using numerical algorithms and
computational techniques.

RA1 Have acquired advanced knowledge and demonstrated an understanding of the theoretical and practical aspects
and the methodology of work in the field of science and data engineering with a depth that reaches the forefront of
knowledge

DESCRIPTION OF CONTENTS: PROGRAMME


This course introduces the fundamental tools for the estimation, detection, and prediction of discrete-time random
signals

INTRODUCTION and FOUNDATIONS:


· Detection and estimation
· Calculus, probability, and linear systems

PART 1: Stochastic processes


· Introduction and examples
· First and second order statistics
· Stationarity and ergodicity
· Power spectral density

PART 2: Estimation theory


· Parameter estimation
· Bayesian estimation
· Time series
· Filtering, prediction and smoothing

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· Power spectral density estimation

PART 3: Detection theory


· Introduction and examples
· Performance metrics for detectors
· Detector design
· Sequential detection

LEARNING ACTIVITIES AND METHODOLOGY


AF1: THEORETICAL-PRACTICAL CLASSES. They will present the knowledge that students should acquire. They will
receive the class notes and will have basic texts of reference to facilitate the follow-up of the classes and the
development of the subsequent work. Exercises, practical problems on the part of the student will be solved and
workshops and evaluation test will be held to acquire the necessary skills.
AF2: Updated to allegation
AF3: INDIVIDUAL OR GROUP WORK OF THE STUDENT.
AF9: FINAL EXAM. In which the knowledge, skills and abilities acquired throughout the course will be assessed
globally.
MD1: CLASS THEORY. Exhibitions in the teacher's class with support of computer and audiovisual media, in which
the main concepts of the subject are developed and the materials and bibliography are provided to complement the
students' learning.
MD2: PRACTICES. Resolution of practical cases, problems, etc. raised by the teacher individually or in groups.
MD3: TUTORIALS. Individualized assistance (individual tutorials) or group (collective tutorials) to students by the
teacher.

ASSESSMENT SYSTEM
SE1: FINAL EXAMINATION In which the knowledge, skills and abilities acquired throughout the course will be
assessed globally.
SE2: CONTINUOUS ASSESSMENT. At the end of some course chapters, there will be one partial exam with one or
several exercises that will be solved in class.

% end-of-term-examination: 60
% of continuous assessment (assigments, laboratory, practicals…): 40
BASIC BIBLIOGRAPHY
- H. L. Van Trees Detection, Estimation and Modulation Theory (vol. 1), Wiley, 1968
- Louis L. Scharf Statistical signal processing, Addison-Wesley.
- R. O. Duda, P. E. Hart, D. G. Stork Pattern Classification, Wiley , 2001
- S. Haykin Adaptive Filter Theory, Prentice-Hall, 2002
- Steven M. Kay Fundamentals of Statistical Signal Processing (vols. 1 and 2), Prentice Hall.

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