| KTH / Electrical Engineering / S3
EQ2810 Estimation theory, Accelerated Program Course
F2E5321 Fundamentals of statistical signal processing: estimation theory
EQ2810 -
Estimeringsteori, forskarförberedande kurs
F2E5321 Grundläggande statistisk signalbehandling: estimeringsteori
Period 1, 2009 - ECTS credits 6 or 12
Given every second year
This is an introductory course to statistical estimation theory
given from a signal processing perspective.
The course covers fundamental concepts such as sufficient statistics,
the Rao-Blackwell theorem and the Cramer-Rao lower bound on estimation
accuracy. Furthermore, the most common estimation methods are treated,
including maximum likelihood, least-squares, minimum variance
and Bayesian estimation.
This is a graduate level course that can be taken by undergraduate students
who are admitted. There are two versions of the course,
6 and 12 ECTS.
General information
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This year's course: Fall 2009
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Responsible for the course: Peter Händel (peter.handel@ee.kth.se)
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