Statistical Signal Processing

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
Entreevoorwaarden
Opmerkingen	This course was registered last year with course code STMASP-12
Opgenomen in	Opleiding Jaar Periode Type MSc Astronomy: Quantum Universe  (Optional Courses in Data Science (DS)) - semester I b keuze MSc Astronomy: Quantum Universe  (Optional Courses in Instrumentation & Informatics (I&I)) - semester I b keuze MSc Astronomy: Quantum Universe  (Optional Courses in Theoretical and Observational Astronomy (TOA)) - semester I b keuze MSc Astronomy: Science, Business and Policy  (Optional Courses in Theoretical and Observational Astronomy) - semester I b keuze MSc Chemistry: Erasmus Mundus Theoretical Chemistry and Computing Modelling  (Electives) - semester I b keuze MSc Computing Science: Data Science and Systems Complexity  (Guided choice course units) - semester I b keuze MSc Computing Science: Intelligent Systems and Visual Computing  (Guided choice course units) - semester I b keuze MSc Courses for Exchange Students: Astronomy - Physics - Energy & Environment - semester I b MSc Mathematics: Science, Business and Policy  (Science, Business and Policy: Statistics and Big Data) - semester I b keuzegroep MSc Mathematics: Statistics and Big Data  (Statistics and Big Data: Guided Choice) - semester I b guided choice MSc Nanoscience  (Optional Courses) - semester I b keuze