Overview

Probability elements. Random variables. Moment models. Distributions. Stochastic processes. Ergodicity and stationarity of stochastic processes. Input-output relations of linear system with stochastic excitation. Power spectra. Autocorrelation and crosscorrelation staistical function. Noise modelling. Optimal linear systems theory. Deterministic and stochastic process with noise. Wiener-Kolmogorov theory for continues signals. Estimation with casual and non-casual filters.

Instructors

L. Hadjileontiadis, I. Rekanos, C. Dimakis, P. Petrantonakis, S. Hadjidimitriou

Schedule

Monday 11:00 - 13:00, Theory

Tuesday 18:00 - 20:00, Excercises

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