Content

This is an overview of the topics that are covered:

• probability theory: random variables, probability distributions, moments, multivariate distributions, functions of random variables, laws of large numbers, parametric estimation, maximum-likelihood estimation, entropy.
• random processes: moments of random processes, differentiation, integration, ergodicity, the Poisson process, the Wiener process and white noise, stationarity, estimation, linear systems and random processes, power spectrum.
• optimal filtering: minimum mean square error, bayesian parametric estimation, optimal finite-observation linear filters, Kalman filters.

Course material

Study cost: 11-25 euros (The information about the study costs as stated here gives an indication and only represents the costs for purchasing new materials. There might be some electronic or second-hand copies available as well. You can use LIMO to check whether the textbook is available in the library. Any potential printing costs and optional course material are not included in this price.)

Parts of the book "Random processes for Image and Signal Processing" by E. R. Dougherty (SPIE/IEEE Press), extra material on Toledo and slides.

Format: more information

Nine lectures in class

Content

There are four exercise sessions, covering the most important parts of the course:

• probability theory
• parametric estimation, random processes: basics
• random processes: stationarity, linear systems, power spectrum
• optimal filtering

Course material

Assignments and solutions are available on Toledo.

Format: more information

There are four exercise sessions, supervised by a teaching assistant.