Signals and Systems

Lecturer:

Tutor:

Supervisor:

Department of Radioelectronics

Synopsis:

The course concentrates on three major areas. (1) Selected advanced topics of signal description and processing. (2) Theory of random processes comprises description and basic properties of random signals processing. (3) Elements of the statistical signal processing theory. Parameter estimation and detection theory, optimal filtration.

Requirements:

Syllabus of lectures:

1. Hilbert space. Orthogonal projection

2. Models of nonlinear functional blocks (AM/AM, AM/PM). State-space systems description

3. Sampling of band-pass signals

4. Probability, random variables, vectors, basic properties. Basic probability distributions

5. Random process. Definitions. Characteristics

6. Spectral density, correlation function. Ergodicity, stationarity

7. Complex envelope for random signals and its properties

8. Orthogonal expansion of random signals. Karhunen-Loeve

9. Sampling of random signals. Random signal passed through linear system

10. Random signal modeling. ARMA model

11. Elements of the spectrum estimation. Periodogram

12. Statistical signal processing algorithms

13. Elements of the parameter estimation and detection theory - ML, LS, Bayes (MAP, MSE), NP

14. Elements of optimal filtering. Wiener and Kalman filter

Syllabus of tutorials:

1. Models of nonlinear functional blocks

2. Sampling of band-pass signals

3. Spectral density of random signals

4. Complex envelope for random signals

5. Sampling and modeling of random signals

6. Spectrum estimation - periodogram

7. Parameter estimation and optimal filtration

Study Objective:

Study materials:

1. Papoulis, A.: Probability, Random Variables, and Stochastic Processes. McGraw-Hill. 1984

2. Kay, S. M.: Fundamentals of Statistical Signal Processing-Estimation Theory. Prentice-Hall. 1993

3. Kay, S. M.: Fundamentals of Statistical Signal Processing-Detection Theory. Prentice-Hall. 1998

4. Hayes, M. H.: Statistical Digital Signal Processing and Modeling. John Wiley & Sons. 1996

5. http://radio.feld.cvut.cz/courses/XE37SGS/index.php?lang=en

Note:

Further information:

No time-table has been prepared for this course

The course is a part of the following study plans: