AU kursuskatalog arkiv

A2 Stokastisk signalanalyse (ETSSA1) (Q1+Q2) ( efterår 2010 - 5 ECTS )

Rammer for udbud

• Uddannelsessprog: engelsk (eller dansk)
• Niveau: Graduate course. Obligatory (automation)
• Semester/kvarter: Autumn term, 1st + 2nd Quarter (kurset kører kun i efterårssemesteret).
• Timer per uge: 4 hours
• Deltagerbegrænsning: None
• Undervisningssted: Århus
• Hovedområde: Ingeniørhøjskolen
• Udbud ID: 24533

Formål

The course introduces the student to methods for analyzing stochastic signals from sensors and other measuring techniques in the agricultural and environmental domain. The course includes fundamental probability theory and calculus, probability functions and distributions and other basic statistical terms and methods in linear systems. The course will familiarize the student with the analysis of stochastic signals in practice using standard software.

Indhold

• Experiments and the concept of probability
• Probability calculus
• Probability functions, density functions and distribution functions
• Selected distributions
• Random variables and random processes
• Auto correlation and cross correlation functions
• Power Density spectra
• Response to stochastic input in linear systems
• Optimum Systems

Faglige forudsætninger

Calculus.

The student is expected to be familiar with key elements of introductory signal processing e.g. sampling, filtering, frequency and time domain descriptions of signals.

Underviser

Jakob Juul Larsen, E-mail: jjl@iha.dk

Undervisnings- og arbejdsform

The classes consist of a mixture of lectures, textbook problems and computer exercises with approximately 1/3 of the time devoted to each part. The 6 computer exercises are solved in small groups of students and can be handed in for evaluation. The exercises are not mandatory to hand in but the written exam can contain questions directly related to the computer exercises.

Dansk, hvis alle forstår sproget. Ellers engelsk

Litteratur

Peyton Z. Peebles: "Probability, Random Variables, and Random Signal Principles" 4th edition, McGraw-Hill

Notes and papers handed out by the lecturer.

The students should have access to Matlab or a similar program (e.g. Octave).

Udbyder

Ingeniørhøjskolen i Århus

Læringsmål

Upon successful completion of the course the student is expected to be able to

Solve simple probability exercises, including Bernoulli trials.

Use density and distribution functions in calculations

Explain and use the random variable and random process concepts

Classify signals

Calculate auto and cross correlation functions of random signals and analyse these correlation functions.

Calculate the power spectral density of a random signal

Analyse the response of a linear system to a random signal

Calculate and interpret coherence functions

Determine optimum linear systems

Solve textbook exercise with the above mentioned concepts

Bedømmelse

2 hour written examination with all means of aid including PC (but not internet).

External examiner, the Danish 7-point grade scale