EE503 STATISTICAL SIGNAL PROCESSING AND MODELING
| Course Code: | 5670503 |
| METU Credit (Theoretical-Laboratory hours/week): | 3 (3.00 - 0.00) |
| ECTS Credit: | 8.0 |
| Department: | Electrical and Electronics Engineering |
| Language of Instruction: | English |
| Level of Study: | Graduate |
| Course Coordinator: | Assoc.Prof.Dr. SEVİNÇ FİGEN ÖKTEM |
| Offered Semester: | Fall and Spring Semesters. |
Course Objectives
The course objectives are to provide the understanding of:
1. Stochastic signal models and their use in signal processing applications
2. Optimal linear-time invariant (LTI) filtering of stochastic processes
3. Estimation theory using classical and Bayesian approaches
Course Content
Random processes. Power spectral density. Auto-regressive processes. Moving-average processes. Periodic processes. Spectral decomposition. Whitening filter. Innovations. Stochastic signal models. Yule-Walker equations. Linear-time invariant filtering of random processes. Estimation. Linear Estimators. Linear minimum mean square error estimator. Wiener filter. Optimal FIR filters. Optimal IIR filters. Filtering, prediction, smoothing applications. Reduced dimension stochastic signal representation. Karhunen-Loeve transform.
Course Learning Outcomes
1. The student shall be able to analyze WSS stochastic processes using first and second moments
2. The student shall be able to analyze WSS stochastic processes that are processed by LTI systems
3. The student shall be able to analyze estimators
4. The student shall be able to derive optimal linear filters for signal processing applications such as prediction, smoothing, and denoising
5. The student shall be able to use linear models to analyze WSS stochastic signals
Program Outcomes Matrix
| Contribution | |||||
| # | Program Outcomes | No | Yes | ||
| 1 | Depth: Our graduates acquire in depth knowledge in one of the various specialization areas of Electrical and Electronics Engineering, they are informed about current scientific research topics and they implement innovative methods. | ✔ | |||
| 2 | Breadth: Our graduates get familiarized in other subspecialty areas related to their specialization in Electrical and Electronics engineering and/or relevant areas in other disciplines. | ✔ | |||
| 3 | Research: Our graduates acquire the skills to conduct and to complete scientific research by accessing contemporary knowledge in their specialty areas. | ✔ | |||
| 4 | Life-long learning: Our graduates develop their life-long learning habits. | ✔ | |||
| 5 | Communication skills: Our graduates concisely communicate their ideas and work related results in written and oral form. | ✔ | |||
| 6 | Ethics: Our graduates internalize rules of research and publication ethics as well as professional ethics. | ✔ | |||