spring 2018
FYS-2007 Statistical signal theory - 10 ECTS
Course content
The course covers probability theory, random variables and vectors and their probability density functions. Transformations of random variables are discussed, including principal component analysis (whitening). Random time signals are treated in detail, and their characterization in terms of statistical stationarity, correlation functions and power spectral densities, using Fourier transforms, is analyzed. Several different approaches for estimation of correlation functions and power spectral densities based on measurements are developed, and applications e.g. to radar (distance to object) are discussed. Exercises and problem solving, in addition to practical statistical signal processing using programming, are strongly emphasized. Basic programming skills are advantageous.Objectives of the course
Knowledge - The student can:
- understand probability theory and the characterization of random variables
- describe the concept of a stochastic process and relate it to noise in measured signals
- characterize stochastic processes in terms of stationarity, correlation function and power spectral densitiesidentify relevant estimation procedures
Skills - The student can:
- calculate probabilities, also by integration over probability density functions
- analyze stochastic time signals (processes) in terms of correlation and power
- process discrete-time measurements of a random signals using programming
- analyze the outcome of the processing in terms of the estimation tools used
General expertise - The student can:
- appreciate the importance of statistical signal theory in society
- is able to work with statistical signal processing for data analysis
- program scripts and functions in Matlab
Assessment
Portfolio assessment of a take-home examination counting about 25 % and a final 4 hour written examination counting about 75 %. All components in the portfolio are assessed as a whole and one combined grade is given. Assessment scale: Letter grades A-F. Postponed examination (sections 17 and 21): Students with valid grounds for absence will be offered a postponed examination. Postponed take-home examination is arranged during the semester if possible, otherwise early in the following semester. Postponed written examination is held early in the following semester. See indicated sections in Regulations for examinations at the UiT The arctic university of Norway for more information. Coursework requirements Access to the final examination requires submission of take-home examination.Error rendering component
- About the course
- Campus: Tromsø |
- ECTS: 10
- Course code: FYS-2007
- Responsible unit
- Institutt for fysikk og teknologi
- Tidligere år og semester for dette emnet