Informations générales
ECTSECTS
1
Goal(s)
Introduce statistical signal processing
Content(s)
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.
Test
individual evaluation (1,5 h)
Calendar
S2
Additional Information
16 h CM + 1,5 h DS
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
French State controlled diploma conferring a Master's degree
