Stochastic Signals and Processes
| Title | Στοχαστικά Σήματα και Διαδικασίες / Stochastic Signals and Processes |
| Code | 025 |
| Faculty | Engineering |
| School | Electrical and Computer Engineering |
| Cycle / Level | 1st / Undergraduate |
| Teaching Period | Winter |
| Coordinator | Nestor Chatzidiamantis |
| Common | No |
| Status | Active |
| Course ID | 600000973 |
Programme of Study: Electrical and Computer Engineering
Registered students: 445
| Orientation | Attendance Type | Semester | Year | ECTS |
|---|---|---|---|---|
| CORE | Compulsory Course | 5 | 3 | 6 |
| Academic Year | 2021 – 2022 |
| Class Period | Winter |
| Faculty Instructors | |
| Weekly Hours | 4 |
| Class ID | 600196653
|
Course Type 2016-2020
- Background
Course Type 2011-2015
General Foundation
Mode of Delivery
- Face to face
Digital Course Content
- e-Study Guide https://qa.auth.gr/en/class/1/600196653
- eLearning (Moodle): https://elearning.auth.gr/course/view.php?id=11094
Erasmus
The course is also offered to exchange programme students.
Language of Instruction
- Greek (Instruction, Examination)
- English (Examination)
Learning Outcomes
Upon successful completion of this course, students will have achieved an understanding of the basic methodologies of analysis and stochastic signal processing principles through probabilities and distributions.
General Competences
- Apply knowledge in practice
- Retrieve, analyse and synthesise data and information, with the use of necessary technologies
- Make decisions
- Be critical and self-critical
- Advance free, creative and causative thinking
Course Content (Syllabus)
Probability elements. Random variables. Moment models. Distributions. Continuous and Discrete Stochastic processes. Ergodicity and stationarity of stochastic processes. Input-output relations of linear system with stochastic input. Power spectra. Autocorrelation and crosscorrelation function. Noise modelling. Optimal linear systems theory. Deterministic and stochastic signals with noise. Wiener-Kolmogorov theory for continues signals. Estimation with casual and non-casual filters.
Keywords
stochastic signal, autocorrelation, power spectrum, probability
Educational Material Types
- Book
Use of Information and Communication Technologies
Use of ICT
- Use of ICT in Course Teaching
- Use of ICT in Communication with Students
Description
-Through the use of special software for recording and analyzing signals in order to display key features and understanding the effects of the methodologies in the signal recording.
-Through e-mails and website of course.
Course Organization
| Activities | Workload | ECTS | Individual | Teamwork | Erasmus |
|---|---|---|---|---|---|
| Lectures | 60 | 2 | ✓ | ||
| Tutorial | 60 | 2 | ✓ | ||
| Exams | 60 | 2 | ✓ | ||
| Total | 180 | 6 |
Student Assessment
Student Assessment methods
- Written Exam with Problem Solving (Formative, Summative)
Bibliography
Course Bibliography (Eudoxus)
-ΑΝΑΛΥΣΗ ΣΤΟΧΑΣΤΙΚΩΝ ΣΗΜΑΤΩΝ ΣΤΑΥΡΟΣ ΠΑΝΑΣ UNIVERSITY STUDIO PRESS
(από το 2001 ανατύπωση από την Υπηρεσία Δημοσιευμάτων ΑΠΘ) 1986 ΘΕΣΣΑΛΟΝΙΚΗ
-ΠΙΘΑΝΟΤΗΤΕΣ, ΤΥΧΑΙΕΣ ΜΕΤΑΒΛΗΤΕΣ, ΚΑΙ ΣΤΟΧΑΣΤΙΚΕΣ ΔΙΑΔΙΚΑΣΙΕΣ (Μετάφραση) ΑΘΑΝΑΣΙΟΣ ΠΑΠΟΥΛΗΣ ΤΖΙΟΛΑ, McGRAW HILL 2007 (4η έκδοση) ΘΕΣΣΑΛΟΝΙΚΗ
Additional bibliography for study
-Mix, Dwight F. Random signal processing. Englewood Cliffs: Prentice Hall, 1995.
-Yates, Roy D., and David J. Goodman. Probability and stochastic processes. USA: John Wiley & Sons, 1999.
Last Update
20-11-2020
