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Ecole nationale supérieure de l'Énergie, l'Eau et l'Environnement
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Engineering school in energy, water and environment
Our engineering & master degrees
Our engineering & master degrees

> Studies > E3-STU-COURSES

Statistical signal processing - 3EMTAFR0

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  • Number of hours

    • Lectures : 12.0
    ECTS : 1.0

Goals

Introduction to statistical signal processing

Contact Cornel IOANA

Content

random functions

  • stationarity, ergodicity
  • linear and homogeneous filtering of random functions, 2nd order stationarity
  • wide band signals, introduction to the notion of white noise
  • matched filter in th ecase of white noise
  • spectral analysis (introduction)
  • properties and filtering of discrete random signals

These notions are illustrated on real life applications (estimation, prediction...) in the fields of interest of the school on energy, water and environment.



Prerequisites

Basics in continuous signal processing & mathematics for the engineer.

Tests

individual evaluation (1,5 h)



Additional Information

Curriculum->Tronc commun->Semester 2

Bibliography

  • An Introduction to Statistical Signal Processing
    R.M. Gray, L.D. Davisson Cambridge University Press 2005
  • Digital Signal Processing (4th Edition)
    J.G. Proakis & D.K. Manolakis, Prentice Hall 2006
  • Digital Signal Processing Using MATLAB
    V.K. Ingle, J.G. Proakis, Thomson-Engineering 2006

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Université Grenoble Alpes