EC61207 Statistical Signal Processing

This graduate-level course at IIT Kharagpur focuses on fundamental concepts of statistical estimation and hypothesis testing encountered in numerous signal-processing applications.

Key references

• An Introduction to Signal Detection and Estimation (2nd edition), H. Vincent Poor
• Fundamentals of Statistical Signal Processing, Steven M. Kay (two volumes: Estimation Theory and Detection Theory)

Fall 2025-26

Grading: Quiz (20%), mid-semester exam (25%), class performance and assignments (15%), final exam (40%)

Problem sets:

• Problem set 1
• Problem set 2
• Problem set 3
• Problem set 4

Fall 2024-25

Grading: Quiz (25%), mid-semester exam (25%), scribing and class performance (10%), final exam (40%)

Problem sets:

• Problem set 1
• Problem set 2
• Problem set 3
• Problem set 4
• Problem set 5

Fall 2023-24

Grading: Quiz and project (20%), mid-semester exam (30%), final exam (50%)

Syllabus topics:

• Module 1: Probability review
• Module 2: Bayesian estimation (MMSE, MMAE, MAP estimators, Wiener-Kolmogorov filtering, Kalman filters)
• Module 3: Non-random parameter estimation (UMVUE, ML estimators, information bounds)
• Module 4: Hypothesis testing (Bayes testing, Neyman-Pearson lemma)

Problem sets:

• Problem set 1
• Problem set 2
• Problem set 3
• Problem set 4
• Problem set 5
• Problem set 6
• Problem set 7