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School of engineering in Physics, Applied Physics, Electronics & Materials
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Our engineering & Master degrees
Our engineering & Master degrees

> Studies

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, Marion DOHEN

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



session 1 condition normale :
note de l'examen.

session 1 condition confinement :
note du devoir maison.

session 2 condition normale :
note de l'examen.

session 2 condition confinement :
note du devoir maison.

Additional Information

Curriculum->Engineering degree->Semester 7

Bibliography

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

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Date of update January 9, 2017

Université Grenoble Alpes