[ MEMWDVOSTSV ] VL Statistical Signal Processing

Workload Education level Study areas Responsible person Hours per week Coordinating university
3 ECTS M1 - Master's programme 1. 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 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 Graw-Hill, Inc., ISBN: 0-07-022855-8.
Steven M. Kay, Fundamentals of Statistical Signal Processing, Estimation Theory, 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 -
Assignment procedure Assignment according to sequence