Syllabus

Linear Prediction and its application - Modelling Time Series Data, Sigma-Delta Modulation, LPC in Speech Processing, Wireless Channel Prediction for Feedback Communication. Applications of Kalman Filter: OFDM Channel estimation, tracking a moving/Flying object using Radar, Lidar data and optical images, alpha-beta and alpha-beta-gamma trackers, State of Charge estimation of a Li-Ion Battery. Sensor fusion.

Applications of Wiener and Adaptive Filters: Deconvolution problem, Noise cancellation, System Identification.

Applications of Monte Carlo methods: importance sampling, MCMC, particle filtering, applications in numerical integration (MMSE estimation or error probability computation) and in numerical optimization (e.g. Annealing).

Applications Power Spectrum Estimation ‐ Parametric and Maximum Entropy Methods, model order selection, MUSIC, ESPRIT algorithms. Applications of Wavelets-Preprocessing of Biomedical Signals, Images and Speech. Applications to Data Forecasting: Long term and short term forecasting.

Optimal Stopping Problems: Signal Modeling and its applications: Shank, Prony, Pisarenko Methods for estimating the parameters during transients. Application of Array Processing Algorithms to Radars and MIMO Communications: Beam Forming, MUSIC, ESPRIT, Matrix Pencil algorithms Time Delay estimation