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UE Statistical Signal Processing

Learning Outcome

This course aims to teach how to comprehend mathematical analysis of signal and systems where random is an issue, and to be able to digitally process information containing and therefore random signal sequences.

Course Content

  • Statistical properties of signals
  • Basics of statistics and probability theory
  • Statistical moments, Characteristic function, Likelihood
  • Random processes, their characterisation and modelling
  • Parameter estimation, Cramer-Rao-Lower-Bound, optimal estimator
  • Signal detection, optimal reconstruction
  • Application of statistical methods to problems in electro technics

Learning Methods and Activities

Examples presented by lecturer, home exercises


Home exercises have to be handed in during the term


  • Lecture notes: Statistische Signalverarbeitung
  • William A. Gardner, Introduction to Random Processes, Mc Graw-Hill, Inc., ISBN: 0-07-022855-8.
  • Steven M. Kay, Fundamentals of Statistical Signal Processing, vol. I, Prentice Hall, ISBN: 0-13-345711-7
  • Steven M. Kay, Fundamentals of Statistical Signal Processing Detection Theory, Prentice Hall, ISBN: 0-13-504135-X