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Course Co-ordinated by IIT Kharagpur
Coordinators
 
Prof. S. Mukhopadhyay
IIT Kharagpur

 

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This course covers lessons on probability theory,random variables,mean and variance,linear signal models,Z-transform,kalman filter,variants of LSE and estimation problems in instrumentation and control.

   

S.No

Topic

1

 Introduction                                       

2

 Probability Theory                                 

3

 Random Variables                                    

4

 Function of Random Variable Joint Density          

5

 Mean and Variance                                  

6

 Random Vectors Random Processes                    

7

 Random Processes and Linear Systems                 

8

 Some Numerical Problems                            

9

 Miscellaneous Topics on Random Process             

10

 Linear Signal Models                               

11

 Linear Mean Sq.Error Estimation                    

12

 Auto Correlation and Power Spectrum Estimation     

13

 Z-Transform Revisited Eigen Vectors/Values         

14

 The Concept of Innovation                          

15

 Last Squares Estimation Optimal IIR Filters        

16

 Introduction to Adaptive Filters                   

17

 State Estimation                                   

18

 Kalman Filter-Model and Derivation                 

19

 Kalman Filter-Derivation (Contd...)                

20

 Estimator Properties                               

21

 The Time-Invariant Kalman Filter                   

22

 Kalman Filter-Case Study                           

23

 System identification Introductory Concepts        

24

 Linear Regression-Recursive Least Squares          

25

 Variants of LSE                                    

26

 Least Square Estimation                            

27

 Model Order Selection Residual Tests               

28

 Practical Issues in Identification                 

29

 Estimation Problems in Instrumentation and Control 

30

 Conclusion                                         

   
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