Advanced Statistical Signal Processing

Course content

Minimum Variance Unbiased Estimator, Best Linear Unbiased Estimator (BLUE), Sufficient Statistics, Asymptotic Properties of Estimators, Deterministic Parameter Estimation, Maximum Likelihood, Expectation Maximization, Least Squares, Method of Moments, Higher Order Statistics, Bounds for Deterministic Parameter Estimation, Quadratic Bounds, Cramer-Rao Bound, Random Parameter Estimation, Bayesian Methods, Minimum Mean Square Error (MMSE) Estimator, MAximum a-posteriori (MAP) Estimator, Bayesian Bounds, Modified Cramer-Rao Bound, Wiener Filtering, Kalman filtering, Recursive Estimation.