Stochastic signals
Applications of stochastic signals can be found in many fields such as electrical engineering, signal processing, image processing, communication technology, control engineering, measurement systems, medicine and economics. This course will give you a good understanding of how to implement, evaluate and analyse stochastic signals.
Facts
Target group:
IT professionals who want to deepen their knowledge in IoT-based industrial automation and digitalization.
Prerequisites:
Basic knowledge in programming. Good knowledge of English.
Scope/Time:
According to agreement
Location:
By agreement
Language:
English
Price:
SEK 12 000 excluding VAT
Registration:
Register your interest using the link further down on this page.
About the course
The teaching consists of lectures, laboratory sessions and seminar assignments.
Course content
Use mathematical and statistical methods to treat randomly varying signals, disturbances and noise. Estimating random parameters, estimating signals and parameters from noise, separating randomly composed signals, calculating estimation errors, calculating the statistical impact of linear time-invariant systems on random signals, developing detectors for signals in noise, calculating and estimating the spectral content of random signals. Students should be able to implement, evaluate, and analyse the above concepts in Matlab, and present and demonstrate the results in written group reports.
At the end of the course you will be able to
- Stochastic variables, functions of stochastic variables, distribution functions, density functions, etc.
- Expectation values and moments, stochastic vectors, central limit theorem
- Parameter estimation, maximum likelihood estimation, linear estimation
- Minimum mean squared error (MMSE) estimation, linear MMSE estimation, statistical orthogonality,
- Bayesian decision theory, hypothesis testing and detection, likelihood ratio test.
- Stochastic sequences, stochastic processes, stationarity
- Autocorrelation, cross-correlation
- Linear time-invariant systems and weakly stationary sequences and processes, filtering of random signals
- Spectral density, white noise
- Ergodicity, Wiener filter, spectral estimation
Expression of interest
- Register your interest
Registering your interest is not binding. The course starts when enough people have registered their interest.
Contact
LTU Professional Education uppdragsutbildning@ltu.se
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