Lecture: | Tuesday, 08:30 - 10:00, 43.2.103 |
Exercise: | Monday, 10:15 - 11:45 |
Signal Theory
Contents
The course "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
Announcements
Organization
The lecture and the related exercises are organized via Moodle.
Please register yourself in the moodle course, if you are interested in participating in this lecture.
The lecture will be held in German.
The lecture will be held this semester for the last time.
The lecture is offered in Winter Term 2022/23 for the last time!
Literature
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 Processes: Theory for Applications. Cambridge University Press, 2013.
- B. Hajek. Random Processes 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 Bandlimited 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.
Lecturer:
Prof. Dr.-Ing. Robert Fischer
Supervisor:
Carmen Sippel, M.Sc.
Deutsch
Signals and Systems
Engineering Mathematics
Hours per Week: 2V + 2Ü
6 ECTS Credits
LSF ENGC 72272
Link to Moodle: Moodle