School of engineering in Physics, Applied Physics, Electronics & Materials
Science
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The goal is to give the basic principles of random signal processing.
We will also briefly present some examples of practical applications in estimation and detection problems of random signals.
The course will be illustrated by a series of practical classes.
Contact Michel CELETTE1. Brief recalls on deterministic signals (continuous time, sampling,…)
2. Brief recalls on random variables (real random variables and vectors, complex random vectors and circularity)
3. Random signals (definition and temporal caracterization, stationarities and cyclostationarities, ergodism, spectral representation)
4. Linear and homogeneous filtering (statistical caracterization and formulas of the interferencies, ergodism conservation, formulas of the interferencies in the spectral domain)
5. Mean square estimation in the linear framework - Wiener filter
7. Binary discrimination - detection (Bayésian, minimax, Neyman-Pearson approaches and performances)
Basic courses in deterministic signal processing and in probability.
NORMAL SESSION:
Written Exam
Duration: 2h
Authorized documents: all handwritten documents (course, TD,...)
Forbidden documents: all typewritten documents (books, livres, course handout…)
Authorized material: calculator
Forbidden material: cellular and all communicating material (commputer,…)
CATCH-UP SESSION:
Same conditions (examination, duration, documents and materials) as in session 1.
Frédéric de Coulon, "Théorie et Traitement des Signaux", presses Polytechniques Romandes, 5°édition, 1998
Shaila Dinkar Apte, "Random Signal Processing", CRC Press, 2017
Date of update July 28, 2023