FYS-2007 Statistical signal theory - 10 stp
Local admission, application code 9336 - enkeltemner i realfag.
The course is also available to exchange students and free-movers.
Objective of the course
Knowledge - The student will be able to:
- understand probability theory and the characterization of random variables
- describe the concept of a stochastic process and relate it to noise in measured signals
- characterize stochastic processes in terms of stationarity, correlation function and power spectral densities
identify relevant estimation procedures
Skills - The student will be able to:
- calculate probabilities, also by integration over probability density functions
- analyze stochastic time signals (processes) in terms of correlation and power
- process discrete-time measurements of a random signals using programming
- analyze the outcome of the processing in terms of the estimation tools used
General expertise - The student will be able to:
- appreciate the importance of statistical signal theory in society
- is able to work with statistical signal processing for data analysis
- program scripts and functions in Matlab
Language of instruction
Assessment scale: Letter grades A-F.
Re-sit examination (section 22):
Students having failed the last ordinary examination are offered a re-sit examination early in the following semester, if the course is compulsory in their study programme, otherwise given that an examination is already being arranged. 4 hour written examination counting 100 %.
Postponed examination (sections 17 and 21):
Students with valid grounds for absence will be offered a postponed examination. Postponed take-home examination is arranged during the semester if possible, otherwise early in the following semester. Postponed written examination is held early in the following semester.
New ordinary examination (section 25):
A new ordinary examination in the teaching-free semester is not offered.
See indicated sections in Regulations for examinations at the University of Tromsø for more information.
Access to the final examination requires submission of take-home examination.
Date for examination
The date for the exam can be changed. The final date will be announced at your faculty early in May and early in November.
Lectures Spring 2013
First attendance Tue 8th of January 11:15 - Auroral Observatory AUD
Prof. Svein Ketil Jacobsen
Stip. Lene Østvand