Spectral analysis (Filière : ASI)

Informations générales

  • Number of hours

    • Lectures 8
    • Tutorials 4
    • Laboratory works 4
    • Written tests 1.5

    ECTS

    ECTS 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.

French State controlled diploma conferring a Master's degree

diplôme conférant grade de master contrôlé par l'Etat