Statistical Signal Processing

ID : 
ΕΠ07
Semester : 
6
Credit hours (lecture): 
3
Credit hours (discussion): 
1
Track: 
Telecommunications and Signal Processing

Random processes (basic definitions), description of random processes in time and frequency, autocorrelation, cross-correlation, power spectral density. Parametric models AR, MA, ARMA, filtering, prediction, smoothing. Optimal filters, theWiener filter.