Signal Theory


The course "The Signal Theory" will provide a deeper look into stochastic and deterministic signals, in particular their characterization and estimation. Signals with specific structure, in particular topics in sampling and reconstruction and Compressed Sensing are covered.

Random Variables and Estimation

  • Random Variables
  • Estimation

Random Processes and Estimation

  • Stochastic Processes
  • Mean-Square Estimation and Ergodicity

Signals with Structure and Reconstruction / Estimation

  • Sampling and Interpolation
  • Compressed Sensing



The lecture and the related exercises are organized via Moodle. The registration key will be provided in the first lecture.

The lecture starts on Tuesday, October 22, 8:30, in room 43.2.104.

The first exercise will be given on Monday, October 28, 10:00, in room 43.2.101.

Lecture Notes

The lecture notes are available at the Fachschaft ET printing service.


Stochastic Processes / Detection

  • A. Papoulis, S.U. Pillai. Probability, Random Variables and Stochastic Processes. McGraw-Hill, New York, 4th edition, 2002
  • H.L. Van Trees. Detection, Estimation, and Modulation Theory, Part III: Radar-Sonar Signal Processing and Gaussian Signals in Noise. John Wiley & Sons Inc., 2001.
  • R.G. Gallager. Stochastic Prosesses: Theory for Applications. Cambridge University Press, 2013.
  • B. Hajek. Random Prosesses for Engineers. Cambridge University Press, 2015.

Digital Signal Processing / Compressed Sensing

  • M. Vetterli, J. Kovacevic, V.K. Goyal. Foundations of Signal Prosessing. Cambridge University Press, 2014.
  • Y.C. Eldar. Sampling Theory: Beyond Bandlinited Systems. Cambridge University Press, 2015.
  • Y.C. Eldar, G. Kutyniok (editors). Compressed Sensing: Theory and Applications. Cambridge University Press, 2012.
  • K.-D. Kammeyer, K. Kroschel. Digitale Signalverarbeitung: Filterung und Spektralanalyse. Springer Vieweg, 8. Auflage, 2012.

Winter Term 2019/20

Lecture: Tuesday, 08:30 - 10:00,

Monday, 10:00 - 11:30,




Signals and Systems
Engineering Mathematics