spring 2013
FYS2007 Statistical signal theory  10 stp
Last changed: 01.03.2014
Admission requirements
The course is available as a singular course. Admission requirements are generell studiekompetanse + REALFA.
Local admission, application code 9336  enkeltemner i realfag.
The course is also available to exchange students and freemovers.
Local admission, application code 9336  enkeltemner i realfag.
The course is also available to exchange students and freemovers.
Course contents
The course covers probability theory, random variables and vectors and their probability density functions. Transformations of random variables are discussed, including principal component analysis (whitening). Random time signals are treated in detail, and their characterization in terms of statistical stationarity, correlation functions and power spectral densities, using Fourier transforms, is analyzed. Several different approaches for estimation of correlation functions and power spectral densities based on measurements are developed, and applications e.g. to radar (distance to object) are discussed. Exercises and problem solving, in addition to practical statistical signal processing using programming, are strongly emphasized. Basic programming skills are advantageous.
Recommended prerequisites
FYS2006 Signal processing, MAT1003 Calculus 3, MAT1004 Linear algebra, STA1001 Probability and statistics 1
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 discretetime 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
The language of instruction is English and all of the syllabus material is in English. Examination questions will be given in English, but may be answered either in English or a Scandinavian language.
Assessment
Portfolio assessment of a takehome examination counting about 25 % and a final 4 hour written examination counting about 75 %. All components in the portfolio are assessed as a whole and one combined grade is given.
Assessment scale: Letter grades AF.
Resit examination (section 22):
Students having failed the last ordinary examination are offered a resit 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 takehome 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 teachingfree semester is not offered.
See indicated sections in Regulations for examinations at the University of Tromsø for more information.
Coursework requirements
Access to the final examination requires submission of takehome examination.
Assessment scale: Letter grades AF.
Resit examination (section 22):
Students having failed the last ordinary examination are offered a resit 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 takehome 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 teachingfree semester is not offered.
See indicated sections in Regulations for examinations at the University of Tromsø for more information.
Coursework requirements
Access to the final examination requires submission of takehome examination.
Date for examination
One written 30.05.2013
The date for the exam can be changed. The final date will be announced at your faculty early in May and early in November.
Schedule
Lectures Spring 2013 First attendance Tue 8th of January 11:15  Auroral Observatory AUD 

Lectures 
Prof. Svein Ketil Jacobsen 
Exercises 
Stip. Lene Østvand 
Contact