Number of hours
- Lectures 14.0
- Projects 0
- Tutorials 4.0
- Internship 0
- Laboratory works 4.0
ECTS
ECTS 1.5
Goal(s)
This course is intended for engineering students in order to offer both a theoretical basis and technical tools of spectral analysis for random signals. This course constitutes a basis for many applications in communications and digital signal processing.
Contact Pierre GRANJONContent(s)
This course is intended for engineering students in order to offer both a theoretical basis and technical tools of spectral analysis for random signals. This course constitutes a basis for many applications in communications and digital signal processing.
- Basic notion of the estimation theory
- Maximum likelihood estimation
- Spectral properties of random signals
- Mean value estimation and correlation estimation
- Power spectral density estimation
- Non-parametric methods (correlogram and periodogram)
- Parametric methods for spectral estimation (AR model)
Prerequisites
Basis of signal Processing (First year)
Random signal processing
session 1 Written exam (2 hours) + continuous assessment (lab work attendance)
session 2 Written exam (2 hours)
session 1 N1 = 90% examen1 + 10% CC1
session 2 N2 = 90% examen2 + 10% CC1
P. Stoica and R. Moses, “Spectral Analysis of Signals,” Prentice Hall, Upper Saddle River, 2005.
F. Castanié, "Analyse spectrale", Hermes, Paris, 2003.