Advanced Estimation Theory
Advanced Estimation Theory

This is a graduate level compulsory subject offered to graduate students and senior undergraduate students during Spring Semester (JAN-MAY). The syllabus is available here.


Knowledge of Digital Signal Processing (EE41013) or Computational Methods and Algorithms in Signal Processing (EE60031) is desirable.


Modern Spectral Estimation by S. M. Kay, Prentice-Hall.

Digital Spectral Analysis with Applications S. L. Marple Jr., Prentice-Hall.

Spectral Analysis of Signals by Stoica Petre, and Moses Randolph, Prentice-Hall.

Statistical Digital Signal Processing and Modeling by Monson H. Hayes, Wiley.


Assignments + Class Test 20%, Mid-Term 30%, End-Term 50%