Statistical Signal Processing- Time Series

Course Information
TitleΣτατιστική Επεξεργασία Σημάτων- Χρονοσειρές / Statistical Signal Processing- Time Series
Cycle / Level1st / Undergraduate, 2nd / Postgraduate
Teaching PeriodWinter
CoordinatorKonstantinos(constantine) Kotropoulos
Course ID600016140

Programme of Study: PMS PSĪFIAKA MESA - YPOLOGISTIKĪ NOĪMOSYNĪ (2018 eōs sīmera) MF

Registered students: 0
OrientationAttendance TypeSemesterYearECTS
KORMOSElective Courses belonging to the selected specialization117.5

Programme of Study: PMS PSĪFIAKA MESA - YPOLOGISTIKĪ NOĪMOSYNĪ (2018 éōs sīmera) PF

Registered students: 6
OrientationAttendance TypeSemesterYearECTS
KORMOSElective Courses belonging to the selected specialization117.5

Class Information
Academic Year2019 – 2020
Class PeriodWinter
Faculty Instructors
Class ID
Type of the Course
  • Scientific Area
Course Category
Specific Foundation / Core
Mode of Delivery
  • Face to face
The course is also offered to exchange programme students.
Language of Instruction
  • Greek (Instruction, Examination)
  • English (Instruction, Examination)
General Prerequisites
Prior exposition to signals and systems, digital signal processing, and stochastic signal processing facilitates creating insight and faster grasping of the concepts introduced.
Learning Outcomes
Cognitive: Thorough grasp of concepts such as power spectrum, correlation, and non-parametric and parametric algorithms for spectral estimation. Critical review of concepts from estimation theory, such as bias-variance dilemma, maximum likelihood estimation (Cramer-Rao bound, efficiency, etc.) Skills: Promoting analytical and programming skills in signal processing. Building the foundations for undertaking advanced studies in speech, audio, biomedical, and financial signal processing. Programming applications in MATLAB in order to understand the various concepts and assess the performance of spectral analysis algorithms.
General Competences
  • Apply knowledge in practice
  • Retrieve, analyse and synthesise data and information, with the use of necessary technologies
  • Adapt to new situations
  • Make decisions
  • Work autonomously
  • Generate new research ideas
  • Be critical and self-critical
  • Advance free, creative and causative thinking
Course Content (Syllabus)
Introduction to spectral analysis. Non-parametric spectral analysis techniques (periodogram and its refined variants). Parametric methods for rational spectra (signals AR, MA, and ARMA). Parametric methods for line spectra. Filter bank methods. Spatial methods. Detection and estimation theory. Applications to multimedia forensics: the electric network frequency case study.
spectral analysis, parametric techniques, non-parametric techniques, subspace techniques, spatial methods
Educational Material Types
  • Notes
  • Slide presentations
  • Book
Use of Information and Communication Technologies
Use of ICT
  • Use of ICT in Course Teaching
  • Use of ICT in Laboratory Teaching
  • Use of ICT in Communication with Students
Two sets of slides (Petre Stoica - Randolf Moses, Jain Li) and MATLAB demos.
Course Organization
Reading Assigment96
Written assigments15
Student Assessment
Students are assessed with respect to the progress the make in compulsory homework assigned to them as well as the attendance and active participation in the lectures (50%) and their performance in written exams (50%). Compulsory homework includes solving two problems and working out one computer-based project in MATLAB per chapter of Stoica-Mose's textbook taught. Homework assignment and deadlines are announced in the course web page at Students pass the course, if their total grade is greater than on equal to 5.
Student Assessment methods
  • Written Exam with Short Answer Questions (Formative, Summative)
  • Written Assignment (Formative, Summative)
  • Performance / Staging (Formative, Summative)
Additional bibliography for study
Προτεινόμενη βιβλιογραφία P. Stoica and R. Moses, Introduction to Spectral Analysis. Upper Saddle River, N.J.: Prentice Hall, 1997. Επιπρόσθετη βιβλιογραφία J. G. Proakis, C. M. Rader, F. Ling, C. L. Nikias, M. Moonen, and I. K. Proudler, Αlgorithms for Statistical Signal Processing. Upper Saddle River, N.J.: Prentice Hall, 2001. T. Soenderstrom and P. Stoica, System Identification. London, U.K.: Prentice Hall International, 1989. L. Marple, Digital Spectral Analysis and Applications. Englewood Cliffs, N.J.: Prentice-Hall, 1987. L. Cohen, Time-Frequency Analysis. Englewood Cliffs, N.J.: Prentice-Hall, 1995. T. Chonavel, Statistical Singal Processing. N.Y.: Springer, 2002. J. M. Mendel, Lessons in Estimation Theory for Signal Processing, Communications, and Control. Englewood Cliffs, N.J.: Prentice Hall PTR, 1995. S. Kay, Fundamentals of Statistical Signal Processing, vol. 1: Estimation Theory. Englewood Cliffs, N.J.: Prentice Hall PTR, 1993. S. Kay, Fundamentals of Statistical Signal Processing, vol. 2: Detection Theory. Upper River Saddle, N.J.: Prentice Hall PTR, 1998. Γ. Β. Μουστακίδης, Βασικές Τεχνικές Ψηφιακής Επεξεργασίας Σημάτων. Θεσσαλονίκη: Εκδόσεις Τζιόλα, 2004. C. S. Burrus, J. H. McClellan, A. V. Oppenheim, T. W. Parks, R. W. Schafer, and H. W. Schuessler, Computer-Based Exercises for Signal Processing. Englewood Cliffs, N.J.: Prentice-Hall, 1994. T. Dutoit and F. Marques, Applied Signal Processing. A MATLAB-Based Proof of Concept. New York, N.Y.: Springer, 2009 (πρόσβαση στο e-book μέσω του
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