Course Description :

Lecture Series on Estimation of Signals and Systems by Prof.S. Mukhopadhyay, Department of Electrical Engineering, IIT Kharagpur. Introduction, Probability Theory, Random Processes and Linear Systems, Linear Signal Models, Linear Mean Square Error Estimation, Auto Correlation and Power Spectrum Estimation, Introduction to Adaptive Filters, Kalman Filter, Linear Regression-Recursive Least Squares.

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