# InfoCoBuild

## Estimation of Signals and Systems

Estimation of Signals and Systems. Instructor: Prof. S. Mukhopadhyay, Department of Electrical Engineering, IIT Kharagpur. This course covers lessons on probability theory, random variables, mean and variance, linear signal models, z-transform, Kalman filter, variants of least squares estimation, and estimation problems in instrumentation and control. (from nptel.ac.in)

 Introduction

 Lecture 01 - Introduction Lecture 02 - Probability Theory Lecture 03 - Random Variables Lecture 04 - Function of Random Variable Joint Density Lecture 05 - Mean and Variance Lecture 06 - Random Vectors, Random Processes Lecture 07 - Random Processes and Linear Systems Lecture 08 - Some Numerical Problems Lecture 09 - Miscellaneous Topics on Random Process Lecture 10 - Linear Signal Models Lecture 11 - Linear Mean Square Error Estimation Lecture 12 - Autocorrelation and Power Spectrum Estimation Lecture 13 - z-Transform Revisited, Eigenvectors and Eigenvalues Lecture 14 - The Concept of Innovation, Linear Minimum Mean Square Estimation Lecture 15 - Least Squares Estimation, Optimal IIR Filters Lecture 16 - Introduction to Adaptive Filters Lecture 17 - State Estimation Lecture 18 - Kalman Filter Model and Derivation Lecture 19 - Kalman Filter Derivation (cont.) Lecture 20 - Estimator Properties - Algebraic and Probabilistic Lecture 21 - The Time Invariant Kalman Filter, Kalman Filter Coloured Noise Lecture 22 - Kalman Filter - Case Study Lecture 23 - System Identification: Introductory Concepts Lecture 24 - Linear Regression Recursive Least Squares Lecture 25 - Variants of Least Squares Estimation Lecture 26 - Least Squares Estimation Lecture 27 - Model Order Selection Residual Tests Lecture 28 - Practical Issues in Identification Lecture 29 - Estimation Problems in Instrumentation and Control Lecture 30 - Conclusion

 References Estimation of Signals and Systems Instructor: Prof. S. Mukhopadhyay, Department of Electrical Engineering, IIT Kharagpur. This course talks about estimation of signals and systems.