Lecture

Linear Prediction and Estimation

In course

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Description

This lecture covers the concepts of linear prediction and estimation in signal processing, focusing on optimal filters, Wiener filters, random signals, stationarity, ergodicity, and linear filtering. It also discusses random processes, stochastic processes, probability density, joint probability density, autocorrelation, autocovariance, intercorrelation, intercovariance, power spectral density, and Fourier transform.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_gsx5ifdc

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