Chair of
Multimedia Communications and Signal Processing
Prof. Dr.-Ing. André Kaup

Statistical Signal Processing

Lecturer:Prof. Dr.-Ing. Walter Kellermann
Tutor:M.Sc. Alexander Schmidt
Type:Lecture
Lecture language:English
Time Lecture:Tue 12:15h - 13:45h 0.154-115, Wed 14:15h - 15:45h 0.151-115
Time Supplements:Thu 14:15h-15:45h 0.151-115
Credit Points:5 ECTS
Hours (Lecture):3
Hours (Exercise):1
Prerequisites:Signals and Systems I, Signals and Systems II, Probability theory or Stochastic Processes

All data marked with a * are directly imported from UnivIS


News

To be kept up to date, please register for the course on StudOn (password in first lecture).

Content

The course concentrates on fundamental methods of statistical signal processing and their applications. The main topics are:

  • Discrete-time stochastic processes in the time and frequency domain
  • Estimation theory
  • Non-parametric and parametric signal models (pole/zero models, ARMA models)
  • Optimum linear filters (e.g. for prediction), eigenfilters, Kalman filters
  • Algorithms for optimum linear filter identification (adaptive filters)

 

Course material

To be kept up to date, please register for the course on StudOn (password in first lecture).

Schedule

Below, you can find the preliminary schedule for winter term 2017/2018, where V and Ü denote lectures ans supplements, respectively. As there may be changes, check the schedule regularly.
 
  Tue 12:15h - 13:45h Wed 14:15h - 15:45h Thu 14:15h-15:45h
CW 0.154-115 0.151-115 0.151-115
43 24.10.2017    --- 25.10.2017    V1 26.10.2017    V2
44 31.10.2017    --- 01.11.2017    --- 02.11.2017    V3
45 07.11.2017    V4 08.11.2017    V5 09.11.2017    V6
46 14.11.2017    --- 15.11.2017    --- 16.11.2017    Ü1
47 21.11.2017    V7 22.11.2017    V8 23.11.2017    V9
48 28.11.2017    V10 29.11.2017    V11 30.11.2017    Ü2
49 05.12.2017    V12 06.12.2017    V13 07.12.2017    Ü3
50 12.12.2017    V14 13.12.2017    V15 14.12.2017    Ü4
51 19.12.2017    V16 20.12.2017    --- 21.12.2017    V17
02 09.01.2018    V18 10.01.2018    V19 11.01.2018    Ü5
03 16.01.2018    V20 17.01.2018    V21 18.01.2018    ---
04 23.01.2018    V22 24.01.2018    V23 25.01.2018    Ü6
05 30.01.2018    --- 31.01.2018    --- 01.02.2018    Ü7

Extra points for the written exam

Extra points for the written exam can be obtained by handing in the homework. Please note:
1.) The homework is to be prepared in groups of two.
2.) Copying from another group will result in zero points.
3.) All calculations for arriving at an answer must be shown.
4.) If you fail in the exam without extra points, they cannot be taken into account.
5.) The extra points expire for the resit.

Number of passed worksheets:
0 - 3.5
4 - 4.5
5 - 5.5
6 - 6.5
Extra points for the written exam:
(based on 100 achievable points)
0
4
5
6

Literature

  • A. Papoulis, S. Pillai: Probability, Random Variables and Stochastic Processes; McGraw-Hill, 2002 (english)
  • D. Manolakis, V. Ingle, S. Kogon: Statistical and Adaptive Signal Processing; Artech House, 2005 (english)