13E053SSE - Stochastic Systems and Estimation

Course specification
Course title		Stochastic Systems and Estimation
Acronym		13E053SSE
Study programme		Electrical Engineering and Computing
Module		Signals and Systems
Type of study		bachelor academic studies
Lecturer (for classes)		professor PhD Predrag Tadić asst. professor PhD Sanja Vujnović
Lecturer/Associate (for practice)		Maša Tiosavljević, electrical and computer engineer
Lecturer/Associate (for OTC)
ESPB		6.0	Status	mandatory
Condition		Digital signal processing
The goal		Introduce students to basics of stochastic signals and systems, and common estimation procedures. Convey elementary principles by which discrete and continuous stochastic systems operate. Enable students to implement well known estimation procedures on a computer.
The outcome		After passing the exam, students will have the basic skills to properly analyze a stochastic system and will be able to implement and deploy algorithms for parameter estimation.
Contents
URL to the subject page		http://automatika.etf.rs/sr/13e053sse
Contents of lectures		Stochastic processes, stationary and ergodic processes, white random processes, spectral representation of stochastic processes, linear filtering, spectral factorization, optimal non-recursive estimators, Wiener filter, Kalman filter, non-linear minimum-variance estimators.
Contents of exercises		Students have obligation to solve several homework assignments using the most common programming frameworks for estimation.
Literature
Modern Spectral Estimation: Theory and Application, Steven Kay, Prentice Hall, 1998 Signals, Systems, and Transforms, Charles Phillips, John Paar, Eve Riskih, Prentice Hall, 2003.
Number of hours per week during the semester/trimester/year
Lectures	Exercises	OTC	Study and Research	Other classes
3	2
Methods of teaching		45 hours of lectures + 15 hours of auditory exercises + 15 hours of practical exercises with computers
Knowledge score (maximum points 100)
Pre obligations		Points	Final exam	Points
Activites during lectures		0	Test paper	0
Practical lessons		40	Oral examination	60
Projects
Colloquia		0
Seminars		0