# Random Signals and Noise: A Mathematical Introduction,

Τεχνίτη Νοημοσύνη και Ρομποτική

24 Νοε 2013 (πριν από 4 χρόνια και 7 μήνες)

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An Introduction to Random Signals, Noise, and Digital Signal Processing

142155

Course Aims: To introduce the student to random signals and to the digital
processing of signals.

Prerequisites: A thorough understanding of the on
e
-
dimensional Fourier
transform, a
li
near algebra

course,

and a probability course
. A course in complex variables would

Topics to be covered:

Random signals

(3 1/3

weeks)
.

Stochastic Processes and the autocorrelation function.

The Weiner
-
Khinchin theorem

basic
theory

Poisson Convergence

Noise

theory and some practice

Spectral Analysis (3 weeks).

Fourier Analysis and the Discrete Fourier Transform

Windowing

(If time permits,
The Spectral Analysis of Random Signals
.)

Digital Systems
(
3

weeks)

The Z
-
Transform

Sam
pled
-
data Systems

The Transfer Function of a Discrete
-
Time System

Stability of Discrete
-
Time Systems

The Behavior of the System in the Steady
-
State

Digital Filters

(
4

weeks)

Two Simple FIR Filters

Design of IIR Digital Filters

the Old
-
Fashioned Way

Ne
w Filters from Old

Implementing a Digital Filter

(
IIR Filter Design Using MATLAB
)

Design of FIR Filters

Texts:

S. Engelberg,
Random Signals and Noise: A Mathematical Introduction,

CRC
Press, 2006.

S. Engelberg,
Digital Signal Processing: An Experimental
Approach,
Springer,
2008.

,ןמניו לאומש
תותוא לש יתרפס דוביע
,םילשוריב היגולונכטל הובגה רפסה תיב ,היינש הרודהמ ,
5991
.

Homeworks

15%

Final exam

8
5%

There may be a midterm exam. If there is a midterm, the midterm will be 20% of the
grade and the final will only be 65% of th