Stochastic Signal Processing
OverviewProbability 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. InstructorsL. Hadjileontiadis, I. Rekanos, C. Dimakis, P. Petrantonakis, S. Hadjidimitriou ScheduleMonday 11:00 - 13:00, Theory Tuesday 18:00 - 20:00, Excercises Downloads |
|