Advanced Digital Signal Processing a – Politecnico di Milano

Argomenti del programma: The course focuses on statistical signal processing and covers the following topics: Review of basics: matrix and linear algebra; quadratic and constrained optimization problems. Introduction to the estimation problem and models: definitions, performance, sufficient statistics, linear and non-linear models. Estimators: best linear unbiased estimation (BLUE), maximum likelihood estimation (MLE), least squares method.

Argomenti del programma: The course focuses on statistical signal processing and covers the following topics: Review of basics: matrix and linear algebra; quadratic and constrained optimization problems. Introduction to the estimation problem and models: definitions, performance, sufficient statistics, linear and non-linear models. Estimators: best linear unbiased estimation (BLUE), maximum likelihood estimation (MLE), least squares method.