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Our engineering & Master degrees
Our engineering & Master degrees

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Random process analysis - 4PMSSAL9

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  • Number of hours

    • Lectures : 12.0
    • Tutorials : 6.0
    • Laboratory works : 0
    • Projects : 0
    • Internship : 0
    ECTS : 1.5

Goals

This course focuses to theoretical description of random signals and analysis methods for their properties. This course is a fundamental basis for any advanced signal processing courses.

Contact Gang FENG

Content

This course focuses to theoretical description of random signals and analysis methods for their properties. This course is a fundamental basis for any advanced signal processing courses.

Description and definition
Fundamental properties, correlation
Temporal average and statistical average

Stationnarity and ergodism
Power spectral density
Wiener-Kitchine's theorem
Spectral properties, spectral correlation
Filtering of random signals
Narrow band channel noise
Modulation system performance in presence of noise



Prerequisites

Tests

Final exam 2h



Additional Information

Curriculum->Master TSI SIGMA->Semester 7
Curriculum->SICOM->Semester 7
Curriculum->Master->Semester 7

Bibliography

Papoulis : Signal Analysis, Mc Graw-Hill, New York, 1987.

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Date of update January 9, 2017

Grenoble INP Institut d'ingénierie Univ. Grenoble Alpes