MA3024: STATISTICAL DIGITAL SIGNAL PROCESSING

Pre-requisite: Nil

L T P C
3 1 0 3
Total Hours: 56 Hrs

Module1: Discrete-Time Random Processes (14 hours)

Introduction, Random Variables, Random Processes, Filtering Random Processes, Spectral Factorization,
Special Types of Random Processes.

Module 2: Signal Modeling & Levinson Recursion (14 hours)

Introduction, The Least Squares Method, The Pade Approximation, Prony’s Method, Iterative
Prefiltering, Finite Data Records.
The Levinson Recursion: Introduction, The Levinson-Durbin Recursion, The Levinson Recursion.

Module 3: Lattice Filters & Wiener Filtering (14 hours)

Introduction, The FIR Lattice Filter, Split Lattice Filter, IIR Lattice Filters, Lattice Methods for All-Pole
Signal Modeling.
Wiener Filtering: Introduction, The FIR Wiener Filter, The IIR Wiener Filter, Discrete Kalman Filter.

Module 4: Spectrum Estimation (14 hours)

Introduction, Nonparametric Methods, Minimum Variance Spectrum Estimation, The Maximum Entropy
Method, Parametric Methods.

References:
1. Monson H. Hayes, “Statistical Digital Signal Processing And Modeling”;
John Wiley & Sons, 2004.
2. Terrell, T. J. and Lik-Kwan Shark, “Digital Signal Processing”; Palgrave Macmillan, 1996.
3. Clements, M. A. and Miao, G. J., “Digital Signal Processing & Statistical Classification”; Artech
House, Inc, 2002.
4. Papoulis, A. and S. Unnikrishna Pillai, “Probability, Random Variables, And Stochastic
Processes, 4th Edition, Tata McGraw-Hill, 2002.