EE 503 : Lecture 30 (Fall 2020, METU)

EE 503 - Statistical Signal Processing and Modeling
Fall 2020, Middle East Technical University, Ankara, Turkey.
Instructor: Prof. Cagatay Candan
Lecture 30

Lecture Contents:
00:00:00 - Random Parameter Estimation
00:01:50 - Cost function (square or absolute error)
00:05:10 - Risk (definition)
00:12:00 - Conditional mean as a minimizer of MSE (derivation)
00:21:48 - Regression line
00:23:48 - Properties of Conditional Mean Estimator
00:24:04 - Property 1: Conditional mean vector for multiple parameter estimation
00:30:36 - Property 2: Orthogonality of estimation error to non-linear processing of observations
00:48:45 - Example: f(x,y) uniform in 1x1 area in 1st and 3rd quadrants Find yhat(x).
00:52:20 - Estimator derivation - conditional mean estimator - (example)
00:52:20 - min MSE value calculation (example)