EQ2810 Estimation Theory, Accelerated Program Course 6.0 credits
This is an introductory course to statistical estimation theory given from a signal processing perspective. The course covers 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 and Bayesian estimation.
This is a graduate level course that can be taken by undergraduate students who are admitted. There are two versions of the course, 6 and 12 ECTS.