Introduction into Statistical Signal Processing






At the end of the course, students are able to remember, understand and apply the theory, the basic methodologies and algorithms of statistical signal processing, and students are able to analyze, evaluate and create concepts, algorithms, and systems for the statistical estimation of deterministic and random parameters, variables, sequences and processes as they widely appear in information and communication systems and beyond.


The course requires basic classes in probability theory, calculus, linear algebra, and matrix theory.


  • Five days (15 lecture hours) from may 25th to may 29th, 2014 at the Facultade de informática (classroom A2.3b), Campus de Elviña, 15071 A Coruña, SPAIN.


  • Two sessions everyday of 90 minutes each, separated by a 30 minutes break.
  • Schedule on may 25th: from 16:00 to 19:30. Classroom A2.3b
  • Schedule from may 26th to 29th from 10:00 to 13:30. Classroom A2.3b 


  1. Parameter Estimation
    • Parameter EstimationStatistical Modeling
    • Quality Criteria
    • Maximum Likelihood Estimation
    • Fisher’s Information Inequality
  2. Application Example
    • ML Principle for Direction of Arrival Estimation
  3. Estimation of Random Variables
    • Bayes Estimation
  4. 4Linear Estimation
    • Least Squares Estimation
    • Linear MMSE Estimation
  5. Application Example
    • Estimation of a Matrix Channel
  6. Estimation of Random Sequences
    • Stochastic Process
    • Kalman Filter
    • Particle Filter
  7. Application Example
    • Tracking the Trajectory of a Moving Object


Dr.Wolfgang Utschick

Wolfgang Utschick completed several industrial education programs before he received the diploma and doctoral degrees in electrical engineering, both with honors, from Technische Universität München (TUM). In this period, he held a scholarship of the Bavarian Ministry of Education for exceptional students. From ’98 – ’02, he co-directed the Signal Processing Group at the Institute of Circuit Theory and Signal Processing at TUM, and from ’00 to ’02 he was consulting in 3GPP standardization in the field of multi-element antenna systems. In 2000, he was a visiting researcher at ETH Zürich, and in 2002 Dr. Utschick was appointed Professor at TUM where he is director of the Fachgebiet Methoden der Signalverarbeitung (Institute for Signal Processing). Dr. Utschick teaches courses on Signal Processing, MIMO Systems, Stochastic Processes, and Optimization Theory in the field of Wireless Communications and Signal Processing applications. In 2005, he has been guest professor at the University of Edinburgh and since 2011 he is serving as a regular guest professor at the Singapore Institute of Technology, where he teaches undergraduate and graduate courses.

He holds some 20 patents in the field of multiantenna signal processing and has authored and co-authored more than 300 technical articles in international journals and conference proceedings. He has edited several books and is founder and editor of the Springer book series Foundations in Signal Processing, Communications and Networking. Dr. Utschick has been Principal Investigator in multiple research projects funded by the German Research Fund (DFG). He currently serves as a coordinator and spokesman of the German DFG focus program Communications over Interference limited Networks (COIN) which is devoted to topics as cooperative communications, crosslayer design, ad-hoc wireless networks, etc.

In 2006, Dr. Utschick received a Teaching Award from the student association at TUM and in 2007 he received the ITG Preis from the Informationstechnische Gesellschaft (Award of the German Society for Information Technology). In 2009 and 2010, he was co-recipient of a best paper award and co-author of a GOLD paper awarded contribution at the IEEE Globecom Conference. He is co-author of a best paper awarded publication at the IEEE SPS SPAWC 2013 workshop, and in 2014 his proposal for a new concept of teaching Stochastic Processes in engineering has been awarded by the TUM Freisemester Lehre, a sabbatical leave for teaching preparation. From 2011 to 2014 he was in charge of study affairs (Dean of Studies) and member of the steering committee of the Faculty of Electrical Engineering and Information Technology. In his last service for study service (2014) he has been elected Chair of Deans of Studies at TUM and member of the TUM Extended Board of Management. 


E-mail: before may 22nd, 2015, with name, contact phone, position, company or institution, and e-mail. 


This course is organized by Grupo de Tecnología Electrónica y Comunicaciones (GTEC) and Centro de Investigación en Tecnologías de la Información y Comunicaciones (CITIC). It is sponsored by  Xunta de Galicia, MINECO of Spain, and FEDER funds of the EU under grants 2012/287, R2014/037 (RedeTEIC) and TEC2013-47141-C4-1-R.