Statistical Signal Processing
Master course, Eindhoven University of Technology, masters EE and AI&ES, 2018
As variability and noise affect all measurements, all signals are inherently stochastic variables. Deterministic signal processing approaches are thus inadequate for many real-world applications. Whether a radar signal to detect a plane, an electrocardiogram to diagnose heart conditions, or a GPS signal to guide an autonomous car, virtually every engineer deals with real-world signals affected by several sources of noise and interference. Understanding how to handle and process signals in the presence of uncertainty, e.g., “random” signals, is thus fundamental for every student aiming at becoming an engineer. This course provides the basic tools necessary for understanding and processing random signals.