TEL 515E - Statist.Signal Processing
Course Objectives
Analysis of linear systems with stationary random inputs
Parametric modeling of random signals
Optimum digital filter design
Power spectrum estimation of random processes
Course Description
Fundamentals of discrete time signal processing. Discrete random processes. Random variables, vectors and sequences. Analysis of linear systems with stationary random inputs. Innovation representation of random vectors. Signal modelling, AR, MA, ARMA models. Levinson and Schür algorithms. Optimum linear filters. Solution of normal equations. Linear prediction. Algorithms and structures for optimum linear filters. Wiener and Kalman filters. Signal modeling and parametric spectral estimation
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Course Coordinator
Işın Erer
Course Language
English
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