
Detailed information 
Original study plan 
Master's programme Mechatronics 2015W 
Objectives 
This course aims to teach how to comprehend mathematical analysis of signal and systems where random is an issue, and to be able to digitally process information containing and therefore random signal sequences.

Subject 
This course covers the following topics:
Statistical properties of signals Basics of statistics and probability theory Statistical moments, Characteristic function, Likelihood Random processes, their characterisation and modelling Parameter estimation, CramerRaoLowerBound, optimal estimator Signal detection, optimal reconstruction Application of statistical methods to problems in electro technics

Criteria for evaluation 
Oral final exam  home exercises have to be handed in during the term

Methods 
Theory presented by lecturer, home exercises, oral final exam

Language 
German 
Study material 
lecture notes: Statistische Signalverarbeitung William A. Gardner, Introduction to Random Processes, Mc GrawHill, Inc., ISBN: 0070228558. Steven M. Kay, Fundamentals of Statistical Signal Processing, Estimation Theory, Prentice Hall, ISBN: 0133457117 Steven M. Kay, Fundamentals of Statistical Signal Processing, Detection Theory, Prentice Hall, ISBN: 013504135X

Changing subject? 
No 
Further information 
none

