Signal Processing
Syllabus, C-level, 1TT282
This course has been discontinued.
- Code
- 1TT282
- Level
- C
- Subject(s)
- Technology
- Grading system
- Pass with distinction (5), Pass with credit (4), Pass (3), Fail (U)
- Finalised
- 15 May 1997
- Responsible department
- Department of Engineering Sciences
Entry requirements
Sannolikhetsteori och statistik. Signaler och system. Linjär algebra.
Aims
The aim is to give extended knowledge of the theory and applications of discrete-time signal processing.
Content
Discrete time random processes: basic definitions, mean square estimation, Yule-Walker equations, power spectrum, filtering of random processes, spectral factorisation, MA, AR, ARMA -processes. Signal modelling. Least square, Prony's method, finite sets, stochastic models. Optimal filters: Wienerfilter, Kalmanfilter. Spectral analysis: non-parametric methods, parametric methods, MUSIC. Adaptive filtering: LMS and RLS.
Laboratories: 1. Signal analysis and modelling, 2. Digital Wiener and Kalman filter.
Instruction
Lectures, lessons, exercises and seminars.
Assessment
Written and/or oral examination at the end of the course. Passed exercises are also required.