Lec-1 Introduction

Lec-2 Probability Theory

Lec-3 Random Variables

Lec-4 Function of Random Variable Joint Density

Lec-5 Mean and Variance

Lec-6 Random Vectors Random Processes

Lec-7 Random Processes and Linear Systems

Lec-8 Some Numerical Problems

Lec-9 Miscellaneous Topics on Random Process

Lec-10 Linear Signal Models

Lec-11 Linear Mean Sq.Error Estimation

Lec-12 Auto Correlation and Power Spectrum Estimation

lec-13 Z-Transform Revisited Eigen Vectors/Values

Lec-14 The Concept of Innovation

Lec-15 Last Squares Estimation Optimal IIR Filters

Lec-16 Introduction to Adaptive FIlters

Lec-17 State Estimation

Lec-18 Kalman Filter-Model and Derivation

Lec-19 Kalman Filter-Derivation(Contd...)

Lec-20 Estimator Properties

Lec-21 The Time-Invariant Kalman Filter

Lec-22 Kalman Filter-Case Study

Lec-24 Linear Regression-Recursive Least Squares

Lec-25 Variants of LSE

Lec-26 Least Square Estimation

Lec-27 Model Order Selection Residual Tests

Lec-28 Practical Issues in Identification

Lec-29 Estimation Problems in Instrumentation and Control

Lec-30 Conclusion