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:


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.

Practical information

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,, office E-210