The fundamentals of statistical signal processing are presented in this course. Topics include matrix factorizations and least squares filtering, optimal linear filter theory, classical and modern spectral estimation, adaptive filters, and optimal processing of spatial arrays.

Course prerequisites: 

525.614 Probability and Stochastic Processes for Engineers, 525.627 Digital Signal Processing, linear algebra, and familiarity with a scientific programming language such as MATLAB.

Course instructor: 

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