Uitgebreide vaknaam 
Statistical Signal Processing 
Leerdoelen 
The aim of this course is to introduce the students to the basics of Statistical Signal Processing with emphasis on the application of this field to data and image analysis. 
Omschrijving 
The aim of this course is to introduce the students to the basics of Statistical Signal Processing with emphasis on the application of this field to data and image analysis. Such methods play a crucial role in the analysis and interpretation of data in almost every field of science. The course will present the general mathematical and statistical framework of Statistical Signal Processing with special emphasis on examples from Astronomy and physics. The course will cover the topics of Random vectors and processes, Estimation theory, Moments analysis, Filtering and Sampling theory. Problem sets and computer assignments are a substantial and integral part of the course. 
Uren per week 

Onderwijsvorm 
Hoorcollege (LC), Werkcollege (T)

Toetsvorm 
Opdracht (AST), Schriftelijk tentamen (WE)
(The homework assignments and computer project are an integral and mandatory part of the course. The student must submit a substantial number of the homework (80%) and all computer projects in order to be allowed in the final exam. 60% Homework and Computer projects, 40% Final exam)

Vaksoort 
master

Coördinator 
prof. dr. L.V.E. Koopmans

Docent(en) 
prof. dr. L.V.E. Koopmans

Verplichte literatuur 
Titel 
Auteur 
ISBN 
Prijs 
The course will rely on the lecture slides and will not follow a specific book in detail. However, there are two books that give a general overview of the material that will be covered in the course. 



Optional book: Discrete Random Signals and Statistical Signal Processing (Prentice Hall Signal Processing), 
Charles W. Therrien 


Fundamentals of Statistical Optional book: Signal Processing: Estimation Theory v. 1 (Prentice Hall Signal Processing Series), 
Steven M. Kay




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