ETTN10 Optimal signalbehandling
Optimal Signalbehandling, OSB, ETTN10
(old code ETT074)
Electrical and Information Technology, Lund University.
- Optimal Signal Processing 2012,
Welcome to the course in Optimal Signal Processing. The course will he held by Bengt Mandersson (phone: 2229021, room E:2540).
Lectures: 14 h. Exercises: 28 h. Laboratory work: 8 h.
Aim: The course presents the fundamentals on statistical signal processing and treats the development of optimal methods and how these methods can be applied. The traditional approach to designing filters, usually based on specifications on "passband/stopband", is replaced by a design based on the statistical properties of the signal and the noise.
Description: Discrete-time signals, matrix representation, eigenvalues and eigenvectors, stochastic processes, correlation matrix, signal modeling e.g. by. Prony's method, stochastic models (AR and MA), normal equation, Levinson recursion, lattice filters, forward and backward prediction, Wiener filtering (FIR and IIR structures), spectrum estimation - non-parametric and parametric methods, frequency estimation (MUSIC).
Monson Hayes, "Statistical digital signal processing and modeling", John Wiley, 1996.
ISBN: 978 047 159 431 8
ISBN: 978 047 159 431 4 (paperback)
Extra material which can be downloaded from the homepage.
Information during the courseInformation is found at the homepage www.eit.lth.se.
Lectures and exercises Lectures and exercises: Bengt Mandersson (room E:2540, email@example.com).
Lectures: Monday 15.15-17.00, room E:1406.
Exercises: Wednesday 13.15-15.00, room E:1124, Thursday 08.15-10.00, room E:1124.
Laboratory work Laboratory work is compulsory. Please sign up for date and time on the homepage on September 15 2012.
Information: Birgitta Holmgren, tel. 2229020, firstname.lastname@example.org.
Computer exercises Two exercises use computers, (13/9 and 27/9) and will be in room E:4115. Please download the manual for this from the homepage in advance.
Schedule for the lecturesMonday 15.15-17.00, room E:1406.
F1 Chapter 1,2,3. What is optimal signal processing , Models, Applications
F2 Chapter 4. Signal modeling
F3 Chapter 5. Levinson-Durbins recursion
F4 Chapter 6. Lattice filter
F5 Chapter 7. Optimal filters - Wienerfilter, prediction, Kalman filters
F6 Chapter 8. Spectral analysis
F7 Chapter 8. Spectral analysis
Schedule for the exercises
V1 2.5, 2.14, 2.16, 3.1, 3.3, 3.5abc, 3.6b, 3.8ab, 3.10, 3.15a-e, 3.17, 3.25, 3.26
V2 4.2, 4.6, 4.10, 4.18, 4.19, (4.21, 4.11)
V3 4.24, 5.1, 5.6, 5.12ab, 5.17, 5.20ab, (5.10)
V4 5.22, 6.1, 6.3, 6.8, 6.10a (6.4ab)
V5 7.1, 7.2, 7.7, 7.10, 7.12, 7.15
V6 7.4, 7.5, 8.3, 8.5 8.7, 8.13ab,
V7 8.22ab, 8.28a+partly b, problems from old exams
Examination The examination consists of a written exam. The written exam consists of 5 problem. Each problem will give maximum 1 mark. Limits 0-1.9 not passed, 2.0-2.9 gives grade 3, 3.0-3.9 gives grade 4, 4.0-5.0 gives grade 5. The date for the final exam is October 25, 14.00-19.00, 2012 at Sparta. You may use the textbook during the exam. To pass the course, you must pass the final exam and fulfill the laboratory works.