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EM3210 Estimation Theory, 10.0 credits

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This is an introductory course to statistical estimation theory given from a signal processing perspective. The aim is to provide the basic principles and tools which are useful to solve many estimation problems in signal processing and communications. It will also serve as the necessary prerequisite for more advanced texts and research papers in the area. The course will cover fundamental concepts such as sufficient statistics, the Rao-Blackwell theorem and the Cramer-Rao lower bound on estimation accuracy. Furthermore, the most common estimation methods are treated, including maximum likelihood, least-squares, minimum variance, method of moments and Bayesian estimation. The course assumes some familiarity with basic matrix theory and statistics.

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