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BIRLA INSTITUTE OF TECHNOLOGY, RANCHI, INDIA DEPARTMENT OF ELECTRONICS & COMM ENGINEERING Text Books: Probability, Random variables and stochastic processes- A. Papoulis & S.U. Pillai Random Signals K. Sam Shanmugan & A. M. Breipohi. Module -6: Linear filtering of Stochastic Processes, AR, MA and ARMA Processes, Detection of known Signals. (6) Text Books: Probability, Random variables and stochastic processes- A. Papoulis & S.U. Pillai Random Signals K. Sam Shanmugan & A. M. Breipohi. Module - 7: Mean Square Error Filtering/Estimation, Optimal Filters, Weiner Filter and Kalman Filter, Spectral Estimation, Estimating a random variable with a constant, stored data wiener filter, Real Time wiener filter. (6) Text Books: Probability, Random variables and stochastic processes- A. Papoulis & S.U. Pillai Random Signals K. Sam Shanmugan & A. M. Breipohi.
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