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| 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.
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| 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
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| Criteria for evaluation |
Oral final exam - home exercises have to be handed in during the term
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| Methods |
Theory presented by lecturer, home exercises, oral final exam
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| 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
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| Changing subject? |
No |
| Further information |
none
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