NPTEL : Estimation of Signals and Systems (Electrical Engineering)

Co-ordinators : Prof. S. Mukhopadhyay


Lecture 1 - Introduction

Lecture 2 - Probability Theory

Lecture 3 - Random Variables

Lecture 4 - Function of Random Variable Joint Density

Lecture 5 - Mean and Variance

Lecture 6 - Random Vectors Random Processes

Lecture 7 - Random Processes and Linear Systems

Lecture 8 - Some Numerical Problems

Lecture 9 - Miscellaneous Topics on Random Process

Lecture 10 - Linear Signal Models

Lecture 11 - Linear Mean Sq.Error Estimation

Lecture 12 - Auto Correlation and Power Spectrum Estimation

Lecture 13 - Z-Transform Revisited Eigen Vectors/Values

Lecture 14 - The Concept of Innovation

Lecture 15 - Last 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 (Continued...)

Lecture 20 - Estimator Properties

Lecture 21 - The Time-Invariant Kalman Filter

Lecture 22 - Kalman Filter-Case Study

Lecture 23 - System identification Introductory Concepts

Lecture 24 - Linear Regression-Recursive Least Squares

Lecture 25 - Variants of LSE

Lecture 26 - Least Square 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