ECE 539 Statistical Signal Processing II: Linear Estimation

Unified introduction to the theory, implementation, and application of statistical signal processing methods. Focus on optimum linear filters, least square filters, the Kalman filter, signal modeling, and parametric spectral estimation. Designed to give a solid foundation in the underlying theory balanced with examples of practical applications and limitations. Recommended: ECE 538/638. ECE 541 Transmission Operation and Control, (4) Introduces the following topics: state estimation, security analysis, contingency monitoring, optimal power flow, reliability, interchange of energy, market and pool operation. Also offered as ECEd 639 and may be taken only once for credit.