'Probability Theory' Video Lecture

Probability Theory

  • Course: Estimation of Signals and Systems
  • Discipline: Electrical Engineering
  • Faculty: Prof. S. Mukhopadhyay
  • Institute: IIT Kharagpur

    • Probability Theory - Click on the Video Link shown below to play the video on Youtube. Browse through Estimation of Signals and Systems (Electrical Engineering) Video Lectures by Prof. S. Mukhopadhyay from IIT Kharagpur through NPTEL.

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    Course Video Lectures Introduction Probability Theory Random Variables Function of Random Variable Joint Density Mean and Variance Random Vectors Random Processes Random Processes and Linear Systems Some Numerical Problems Miscellaneous Topics on Random Process Linear Signal Models Linear Mean Sq.Error Estimation Auto Correlation and Power Spectrum Estimatio.. Z-Transform Revisited Eigen Vectors/Values The Concept of Innovation Last Squares Estimation Optimal IIR Filters Introduction to Adaptive Filters State Estimation Kalman Filter-Model and Derivation Kalman Filter-Derivation (Contd...) Estimator Properties The Time-Invariant Kalman Filter Kalman Filter-Case Study System identification Introductory Concepts Linear Regression-Recursive Least Squares Variants of LSE Least Square Estimation Model Order Selection Residual Tests Practical Issues in Identification Estimation Problems in Instrumentation and Co.. Conclusion
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