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TEL 515E
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Course Information
Course Name
Turkish
İstatiksel İşaret İşleme
English
Statist.Signal Processing
Course Code
TEL 515E
Credit
Lecture
(hour/week)
Recitation
(hour/week)
Laboratory
(hour/week)
Semester
1
3
3
-
-
Course Language
English
Course Coordinator
Işın Erer
Course Objectives
Analysis of linear systems with stationary random inputs
Parametric modeling of random signals
Optimum digital filter design
Power spectrum estimation of random processes
Course Description
Fundamentals of discrete time signal processing. Discrete random processes. Random variables, vectors and sequences. Analysis of linear systems with stationary random inputs. Innovation representation of random vectors. Signal modelling, AR, MA, ARMA models. Levinson and Schür algorithms. Optimum linear filters. Solution of normal equations. Linear prediction. Algorithms and structures for optimum linear filters. Wiener and Kalman filters. Signal modeling and parametric spectral estimation
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