227-0101-AAL Discrete-Time and Statistical Signal Processing
|Periodizität||jedes Semester wiederkehrende Veranstaltung|
|Kommentar||Enrolment ONLY for MSc students with a decree declaring this course unit as an additional admission requirement.|
Any other students (e.g. incoming exchange students, doctoral students) CANNOT enrol for this course unit.
|Kurzbeschreibung||The course introduces some fundamental topics of digital signal processing with a bias towards applications in communications: discrete-time linear filters, equalization, DFT, discrete-time stochastic processes, elements of detection theory and estimation theory, LMMSE estimation and LMMSE filtering, LMS algorithm, Viterbi algorithm.|
|Lernziel||The course introduces some fundamental topics of digital signal processing with a bias towards applications in communications. The two main themes are linearity and probability. In the first part of the course, we deepen our understanding of discrete-time linear filters. In the second part of the course, we review the basics of probability theory and discrete-time stochastic processes. We then discuss some basic concepts of detection theory and estimation theory, as well as some practical methods including LMMSE estimation and LMMSE filtering, the LMS algorithm, and the Viterbi algorithm. A recurrent theme throughout the course is the stable and robust "inversion" of a linear filter.|
|Inhalt||1. Discrete-time linear systems and filters:|
state-space realizations, z-transform and spectrum,
decimation and interpolation, digital filter design,
stable realizations and robust inversion.
2. The discrete Fourier transform and its use for digital filtering.
3. The statistical perspective:
probability, random variables, discrete-time stochastic processes;
detection and estimation: MAP, ML, Bayesian MMSE, LMMSE;
Wiener filter, LMS adaptive filter, Viterbi algorithm.