18-zo-1010-ue Stochastische Signale und Systeme

Lehrende: Prof. Dr.-Ing. Michael Muma; Prof. Dr.-Ing. Abdelhak Zoubir

Veranstaltungsart: Übung

Orga-Einheit: FB18 Elektrotechnik und Informationstechnik

Anzeige im Stundenplan: Sto. Sign. & Systeme

Fach:

Anrechenbar für:

Semesterwochenstunden: 1

Unterrichtssprache: Deutsch

Min. | Max. Teilnehmerzahl: - | -

Lehrinhalte:
1. Probability theory and random variables
- Introduction to probability theory Random variables
- Correlation and covariance
- The multivariate Gaussian random distribution
- Central limit theorem
2. Digital processing of continuous-time signals
- Periodic sampling
- Reconstruction of bandlimited signals
- Discrete-time processing of continuous-time signals
3. Stochastic processes
- Stationary and ergoticity
- Correlation functions and widesense stationary
- Properties of crosscorrelation functions
- Covariance function
- Complex random processes
4. Power spectral density
- Definition of power-spectral density
- Wiener-Khintchine theorem
- Properties of the PSD
- Cross-power spectral density
- DC and RMS values for random processes
5. Random signals and linear systems
- Input-output relationship
- The Gaussian random process
- Bandpass, bandlimited and narrow band noise processes
- Measurement of power spectral density
6. Optimum linear systems
- The matched filter
- Wiener filters
7. Least-squares
- Parameter estimation
- The method of least squares

Literatur:
A.M.Zoubir: Stochastic Signal Processing, Manuscript, 2003
E.Hänsler: Statistische Signale, 3. Auflage Springer, 2001
P.Z.Peebles Jr.: Probability Variables and Random Signal Principles,
4th. Ed. McGraw-Hill, 2000
A.Papoulis: Probability, Random Variables and Stochastic Processes,
3rd. Ed. McGraw-Hill, 1991

Voraussetzungen:
nothing

Erwartete Teilnehmerzahl:
80