Stochastic Signal Processing and Applications

Course Code
στο-επε-σημ
ECTS Credits
5
Semester
8th Semester
Course Category

Specialization courses

Specialization courses

Specialization
Specialization elective courses on Telecommunications
Course Description
COURSE CONTENTS

Course contents: Foundations of the theory of probability. Discrete and continuous probability distributions. Random variables. Moments. Transformation of random variables. Stochastic processes. Stationarity, Wide-Sense Stationarity, Ergodicity. Power density spectrum. Filtering of WSS processes. Gaussian function and white noise. Parameter estimation. Spectral estimation.

ASSESSMENT

Assessment: Examination for both theory (70%) and laboratory practice (30%). Theory: written exams at the end of the semester. It is possible that home assignments will be given, which will contribute to the final grade with a percentage ranging between 10% and 20%. Laboratory practice: Written exams at the end of the semester or home assignments or both.