Advanced Signal Processing and AnaLysis
Q3, 5 ECTS
The aim of the course is to give participants insight into methods for
processing and analyzing of real world signals with a stochastic or
incomplete nature. Participants will gain experience with methods for
interpolation, analysis and prediction of stochastic signals based on
advanced filtering techniques. Participants will also gain familiarity with
different models used for spectral analysis of stochastic signals.
Learning outcomes and competences
The participants must at the end of the course be able to:
Apply methods for reconstruction and interpolation of incomplete and corrupted real world signals, based on signal modeling and advanced filtering techniques.
Apply methods for prediction of real world signals, based on signal modeling and advanced filtering techniques, such as Linear Predictive Filters and Optimal Linear Filters.
Implement and compare parametric/non-parametric methods for power spectral estimations.
Compare models of stochastic signals and systems for proceeding and analyzing of real world signals.
Reason and analyze about systems that processes stochastic signals.
The textbook for the course is Manolakis and Ingle: "Applied Digital Signal Processing", Cambridge University Press (2012) isbn: 9780521110020. Additional notes and problem sets will be handed out. Matlab is used in the course to work with numerical problems and real signals.
The course starts in week 5, 2015. We'll meet twice a week in room 430E. Wednesday 8.15 to 12.00 and Friday 12.15 to 14.00.
Until all students have access to blackboard this webpage will be used for information.
Agenda for week #1
Chapter 5.1-5.10 in the book. Some the material should be well-known from previous courses. I will lecture on chapter 5.3, 5.8 and 5.9 on Wednesday and chapter 5.10 on Friday.
Problems (Wednesday): 3.6, 3.16, 5.11 and ADSIproblems2014.pdf 1, 2 and 3.
Problems (Friday) 5.18 (extended version), 5.68 and ADSIproblems2014.pdf 4 and 5.
Agenda for week #2
Wednesday we will cover Chapter 9.4 and 9.5 in the book. Friday we will cover the note on lattice-ladder filters. The note can be found on campusnet.
Problems (Wednesday): ADSIproblems 6-11, computer exercise 1.
Problems (Friday): ADSIproblems 12-16 and 19
Jakob Juul Larsen, email@example.com, office E-210