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ELE904_1

Statistical Signal Processing

This is the study programme for 2019/2020. It is subject to change.


Course contents: Random vectors and processes, second moment analysis. linear transformations, estimation, optimal filtering, linear prediction, linear models, and spectrum estimation.

Learning outcome

The course deals with statistical signal processing of discrete signals and systems, with emphasis on tools and methods for using stochastic processes for signal modeling, filtering and estimation. Fundamental as well as advanced theory is presented.

Contents

Course contents: Random vectors and processes, second moment analysis. linear transformations, estimation, optimal filtering, linear prediction, linear models, and spectrum estimation.

Required prerequisite knowledge

None.

Recommended previous knowledge

ELE500 Signal Processing

Exam

Weight Duration Marks Aid
Oral exam1/1 Pass - Fail

Coursework requirements

Calculations and computer exercises

Course teacher(s)

Course teacher
Karl Skretting , Kjersti Engan , J.H. Husøy
Head of Department
Tom Ryen
Course coordinator
Sven Ole Aase

Method of work

Guided self-tuition. Lectures can in some instances be arranged.

Open to

PhD program in science and technology

Course assessment

Form and/or discussion.

Literature

Charles W.Therrien "Discrete random signals and statistical signal processing", Prentice Hall 1992.


This is the study programme for 2019/2020. It is subject to change.

Sist oppdatert: 13.11.2019

History