ELEC E-5440

Statistical Signal Processing

5 cp
prof. Visa Koivunen

Organization of the course

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Organization of the course

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Outline

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Statistical Signal Processing applications

Statistical Signal Processing applications

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Statistical Signal Processing applications

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Statistical Signal Processing Applications

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Statistical Signal Processing Applications

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Statistical Signal Processing Applications

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Statistical Signal Processing Applications

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Statistical Signal Processing Applications

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Statistical Signal Processing Applications

MIMO communications in LTE, WiFi, 5G, WiMAX

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Statistical Signal Processing Applications

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Statistical Signal Processing Applications

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Statistical Signal Processing Applications

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Statistical Signal Processing Applications

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Statistical Signal Processing Applications

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Statistical Signal Processing Applications

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Statistical Signal Processing Applications

Speech recognition, analysis and synthesis

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Statistical Signal Processing Applications

Revealing periodicities,
harmonic analysis

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Statistical Signal Processing Applications

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Statistical Signal Processing Applications

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Statistical Signal Processing Applications

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Statistical Signal Processing Applications

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Statistical Signal Processing Applications

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Statistical Signal Processing Applications

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Statistical Signal Processing Applications

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Statistical Signal Processing Applications

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Statistical Signal Processing Applications

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Statistical Signal Processing Applications

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Statistical Signal Processing Applications

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Statistical Signal Processing Applications

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Statistical Signal Processing Applications

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Basic concepts

Basic concepts of statistical signal processing

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Basic concepts of statistical signal processing

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Basic concepts of statistical signal processing

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Estimator is a random variable

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Basic concepts of statistical signal processing

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Basic concepts of statistical signal processing

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Common probability models - Gaussian

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Common probability models – Rayleigh and Rice

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Common probability models – Chi-squared

Sum of squares of
k independent
standard normal
Random variables,

k denotes the
degrees of freedom

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Common probability models – Laplace

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Common probability models – some members of

exponential family

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Basic concepts of statistical signal processing

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Basic concepts of statistical signal processing

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Modeling estimation problems – linear model

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Modeling estimation problems – linear model

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Modeling estimation problems – linear model

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Modeling estimation problems – linear model

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Modeling estimation problems – linear model

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Modeling estimation problems – linear model: system

identification

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Modeling estimation problems – linear model: system
identification

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Modeling estimation problems – linear model

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Modeling estimation problems – linear model: finite difference equation

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Modeling estimation problems – linear model: finite difference equation

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Modeling estimation problems – linear model: finite difference equation

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Modeling estimation problems – EX: AR model estimation for EEG data

EEG spectrum estimation

based on estimated
AR-coefficients (right) of
measured time series (above)

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Modeling estimation problems – linear model: deconvolution

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Modeling estimation problems – linear model: deconvolution

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Modeling estimation problems – transformations to linearity

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Modeling estimation problems – transformations to linearity

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Modeling estimation problems – transformations to linearity

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Basic properties of an estimator

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Basic properties of an estimator

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Basic properties of an estimator

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Unbiasedness

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Unbiasedness

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Unbiasedness

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Bias and variance

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Ex: Bias and variance

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Ex: bias in estimating direction of arrival

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Ex: unbiased estimator

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Efficiency of an estimator

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Efficiency of an estimator

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Efficiency of an estimator

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Efficiency of an estimator

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Ex: efficiency and the exponential family

Efficient estimators exist for the

exponential family of distributions

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Estimation of deterministic
parameter

Estimation of deterministic parameter

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Maximum Likelihood method

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Maximum Likelihood method

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Maximum Likelihood method

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Maximum Likelihood method

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Maximum Likelihood method

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Maximum Likelihood method

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Maximum Likelihood method

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Maximum Likelihood method

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Maximum Likelihood method

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EX: Maximum Likelihood

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EX: Maximum Likelihood

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EX: Maximum Likelihood

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Maximum Likelihood Method

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