Phelma Formation 2022

Random signal processing - 4PMITSA1

  • Number of hours

    • Lectures 8.0
    • Projects 0
    • Tutorials 6.0
    • Internship 0
    • Laboratory works 0

    ECTS

    ECTS 1.0

Goal(s)

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 CELETTE

Content(s)

1. 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)



Prerequisites

Basic courses in deterministic signal processing and in probability.

Test

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.



    • Modalités de Contrôle des Connaissances si examen en présentiel **
      N1 = E1 (note de l'examen écrit, voir modalités détaillées dans la rubrique "évaluation")
      N2 = E2 (note de l'examen écrit, voir modalités détaillées dans la rubrique "évaluation")
    • Modalités de Contrôle des Connaissances si examen en distanciel **
      N1 = E1 (note du QCM en ligne & examen écrit scanner/photographier et déposer sur chamilo, voir modalités détaillées dans la rubrique "évaluation")
      N2 = O2 (note de l'oral par visio/zoom voir modalités détaillées dans la rubrique "évaluation")

Additional Information

Course list
Curriculum->Engineering degree->Semester 7

Bibliography

Frédéric de Coulon, "Théorie et Traitement des Signaux", presses Polytechniques Romandes, 5°édition, 1998

Shaila Dinkar Apte, "Random Signal Processing", CRC Press, 2017