IKT721 - Statistical Signal Processing

The video lectures below are intended to complement the live lectures. The video format is especially useful because it enables the student to pause and watch again the content at will. To make the most of the course, the student should attempt to perform the mathematical derivations on paper before watching them. Even if she/he does not manage, these attempts will greatly boost understanding and persistence in memory of the learned concepts. Note that math cannot be learned without pen and paper!

Video Lectures

Review on Probability Theory

Before delving into the course, it is strongly recommended to watch this review video on probability theory. The quality of the recording and edition is not high as this was my first video, but it shows up well when displayed in a small window. Typos are indicated on YouTube, in the description below.

IKT721 - Statistical Signal Processing

Video Lectures

Review on Probability Theory

Introduction

Classical (non-Bayesian) Estimation Theory

Bayesian Estimation Theory

Hypothesis Testing Theory