Lecture

Linear Estimation and Prediction: Part 2

In course

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Description

This lecture covers the estimation and prediction of random signals in linear time-invariant systems. Topics include autocorrelation functions, stationarity, power spectral density, white noise, Laurent series, innovation processes, ARMA processes, Yule-Walker equations, and signal generation from white noise.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_9h9qyyyf

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