Course Programme
Optimal Signalbehandling, OSB, ETT074
Electrical and Information Technology, Lund University.
- Optimal Signal Processing 2011,
Course description-
Introduction
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).
Litterature
ISBN: 978 047 159 431 8
ISBN: 978 047 159 431 4 (paperback)
Information during the course
Information is found at the homepage www.eit.lth.se.Lectures and exercises
Lectures and exercises: Bengt Mandersson (room E:2540, bm@eit.lth.se).Lectures: Tuesday 15.15-17.00, room E:1406.
Exercises: Wednesday 10.15-12.00, room E:1147, Thursday 13.15-15.00, room E:1147.
Laboratory work
Laboratory work is compulsory. Please sign up for date and time on the homepage on September 15 2011.Information: Birgitta Holmgren, tel. 2229020, bh@eit.lth.se.
Computer exercises
Two exercises use computers, (8/9 and 22/9) and will be in room E:4115. Please download the manual for this from the homepage in advance.
Schedule for the lectures
Tuesday 15.15-17.00, room E:1406.
Schedule for the exercises
.
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 20, 14.00-19.00, 2011. You may use the textbook during the exam. To pass the course, you must pass the final exam and fulfil the laboratory works.