Random Signal Processing (EE412)
Programme:
B.Tech (E&E)
Semester:
Seventh
Category:
Programme Specific Electives (PSE)
Credits (L-T-P):
04 (3-1-0)
Content:
Random signal processing: Review of probability and random variables, Mathematical description of random signals, response of linear systems to random inputs, Wiener filtering,. Basic estimation theory, Discrete Kalman filter, State-space modeling and simulation, Nonlinear estimation.
References:
1. Athanasios Papoulis, Probability, Random variables, and Stochastic Processes, McGraw-Hill, 1991.
2. R. G. Brown, P. Y. C. Hwang, Introduction to Random Signals and Applied Kalman Filtering, John Wiley and Sons, 1997.
3. A. P. Sage, James L. Melsa, Estimation Theory with Applications to Communications and Control, McGraw-Hill, 1971.
Department:
Electrical and Electronics Engineering