Studienhandbuch | UE Statistical Signal Processing

Inhalt

Workload	Education level	Study areas	Responsible person	Hours per week	Coordinating university
2,5 ECTS	M2 - Master's programme 2. year	Mechatronics	Bernhard Zagar	2 hpw	Johannes Kepler University Linz

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, Cramer-Rao-Lower-Bound, optimal estimator Signal detection, optimal reconstruction Application of statistical methods to problems in electro technics
Criteria for evaluation	Home exercises have to be handed in during the term
Methods	Examples presented by lecturer, home exercises, oral final exam
Language	German
Study material	lecture notes: Statistische Signalverarbeitung William A. Gardner, Introduction to Random Processes, Mc Graw-Hill, Inc., ISBN: 0-07-022855-8. Steven M. Kay, Fundamentals of Statistical Signal Processing, vol. I, Prentice Hall, ISBN: 0-13-345711-7 Steven M. Kay, Fundamentals of Statistical Signal Processing Detection Theory, Prentice Hall, ISBN: 0-13-504135-X\\
Changing subject?	No
Further information	none

On-site course
Maximum number of participants	35
Assignment procedure	Assignment according to sequence