Informations générales
Number of hours
- Lectures 8
- Tutorials 4
- Laboratory works 4
- Written tests 1.5
ECTSECTS
1
Goal(s)
1. Understand second order tools necessary to analyse random stationary signals :
- correlation functions,
- spectral quantities.
2. Learn the main techniques used to estimate these quantities.
3. Learn how to correctly select, configure and apply estimators of correlation functions or spectral quantities.
Responsible(s)
Pierre Granjon
Contact details
pierre.granjon@gipsa-lab.inpg.fr
Content(s)
Outilne:
1. The spectral analysis problem
2. Properties of an estimator
3. Correlation function estimation
4. Spectral quantities estimation
5. Cross-spectral analysis
Labworks:
1. Correlation functions
2. Spectral quantities
Prerequisites:
Signal processing basics.
Digital signal processing basics.
Probability and statistics basics.
Test
Exam (1.5h) + Labworks (4h)
Calendar
S1
Additional Information
Course in french
Slides and support in english
The lecture is illustrated by numerous results obtained with simulated and measured data.
Labworks under Matlab software, mostly on experimental data.
Bibliography
[2] Spectral analysis of signals, P. Stoica and R Moses, Prentice Hall, 2005.
[3] Random data analysis and measurement procedure, J. S. Bendat and A. G. Piersol, 3rd edition, Wiley Interscience, 2000.