FYS-2007 Statistical signal analysis

Emnebeskrivelse

Work Load 10  credits (ECTS)

Type of course Theoretical subject.

Level of course/Year of study Normally third year.

Language of instruction Norwegian, or English by request

Examination semester Spring

Contents The course is based on previous knowledge of mathematics, statistics and physics corresponding to MAT-1003 Calculus 3 and MAT-1004 Linear Algebra, STA-1001 Statistics and Probability 1 and FYS-2006 Signal Processing. Programming knowledge is advantageous. The contents of the course: Operations on random variables, stochastic processes, statistical stationarity and ergodicity, correlation functions, power density spectra, white and coloured noise, in addition to practical methods for spectral estimation. Exercises will be emphasized.

Recommended previous qualifications FYS-2006 Signal processing, MAT-1003 Calculus 3, MAT-1004 Linear algebra, STA-1001 Probability and statistics 1

Form of teaching Lectures: 40 hr Exercises: 40 hr

Coursework requirements Hjemmeeksamen (del av eksamen)

Exam and assessment Portfolio assessment of a written examination of 4 hours duration (counting approx 75%) and a home examination (counting about 25%). Grading scale: A-F. Re-sit examination: Early in tutor free term, 4 hour written examination counting 100%. Postponed examination: According to the current regulation of exams § 21. New examination: According to the current regulation exams § 25, last paragraph.

Contact person/lecturer Arvid Aanstad, tlf: +47 77 64 40 06, e-mail: stud-kons@phys.uit.no

Recommended reading/syllabus Available on request

Course overlap FYS-261 -1      9 sp

Homepage http://uit.no/fysikk/fys2007/