OS3SSE - Stochastic Systems and Estimation

Course specification
Course title Stochastic Systems and Estimation
Acronym OS3SSE
Study programme Electrical Engineering and Computing
Module Signals and Systems
Type of study bachelor academic studies
Lecturer (for classes)
Lecturer/Associate (for practice)
Lecturer/Associate (for OTC)
    ESPB 6.0 Status mandatory
    Condition none
    The goal To introduce students to the fundamentals of stochastic signals and systems and basic estimation procedures; Understanding of the basic principles of stochastic continuous or discrete systems functioning; Provide students with the ability to understand and use well known estimation procedures for parameter and signals estimation.
    The outcome Students will have skills to make appropriate analysis of stochastic signals, to design a corresponding estimation procedure and to implement it on a particular computer platform.
    Contents of lectures Fundamentals of stochastic processes. White stochastic processes. Spectral representation of stochastic processes. Linear discrete - time and continuous - time stochastic processes. Linear filtering. Spectral factorization. Estimation fundamentals. Wiener filter. . Kalman filtering.
    Contents of exercises Students have obligation to solve few homeworks using MATLAB programming language.
    1. Fundamentals of Stochastic Signals, Systems and Estimation Theory with Worked Examples, B. Kovačević, Ž. Đurović, Academic Mind, Belgrade, 1999. (Original title)
    2. Signals, Systems, and Transforms, Charles Phillips, John Paar, Eve Riskih, Prentice Hall, 2003. (Original title)
    Number of hours per week during the semester/trimester/year
    Lectures Exercises OTC Study and Research Other classes
    3 2
    Methods of teaching 45 hours of lectures + 30 hours of auditory exercises
    Knowledge score (maximum points 100)
    Pre obligations Points Final exam Points
    Activites during lectures Test paper 60
    Practical lessons 40 Oral examination 0
    Projects 0
    Colloquia 0
    Seminars 0