Lecture Language:
  • German
Hours (Lecture):
  • We 14:15-15:45 H5
    Fr 08:15-09:45 H5
Hours (Exercise):
  • Fr 12:15-13:45 H5
    im Wechsel mit dem Tutorium
Hours (Tutorial):
  • im Wechsel mit der Übung
Credit Points:
  • 5 ECTS
Time Lecture:
  • 3
Time Exercise:
  • 1
UnivIS Links:

Content

  • Probability, random variables, expectations, continuous time random processes (RPs) and discrete time RPs, stationary and ergodic RPs, frequency domain representation, RPs and linear time invariant systems
  • Introduction to estimation theory: Bayesian estimation, maximum likelihood estimation, minimum mean squared error (MMSE) estimation, Cramer-Rao bound
  • Optimum linear filtering (Wiener filter, matched filter) and basic adaptive filters

 

Please visit the German webpage for further information.