SMI - Center for Sensory-Motor Interaction

Stochastic Processes II

Welcome to the course webpage



AIM: This course provides analytical tools for studying random phenomena in biomedical systems. Special emphasis is given to properties of random processes.
LEARNING OUTCOMES: See course curriculum for detailed intended learning outcomes.
STYLE AND ASSESSMENT: Each lecture is 4 hours: Classroom lectures for 2 h and exercises for 2 h.
EVALUATION: 3 hours written examination or oral.
MAIN LITERATURE: Barkat, Mourad - Signal detection and estimation (2nd Edition)
Supplement: Shanmugan and Breipohl - Random Signals
Lecture Lecturer Topic and Materials Literature Learning Expectation
Lecture 1 Ernest Nlandu Kamavuako Repetition of basic probabilistic theories, Random variables and random processes
Slides | Exercises | Solutions
Mourad - Page: Ch. 1 and 3 Deep Knowledge
Lecture 2 Ernest Nlandu Kamavuako Descrete-time random processes
Slides | Exercises | Solutions
Mourad: 223 - 264 Deep Knowledge
Lecture 3 Ernest Nlandu Kamavuako Statistical decision theory,
Detection Theory

Slides | Exercises | Solutions
Mourad - Page: 289:326, Page: 533 - 572 Deep Knowledge
Lecture 4 Ernest Nlandu Kamavuako Estimation theory
No Slides | Exercises | Solutions
Mourad - Page: 345 - 393 Deep knowledge
Lecture 5 Ernest Nlandu Kamavuako Representation of Signals
Notes | Exercises (Problems 8.1, 8.2 and 8.3) | Solutions
Mourad - Page: 449 - 487 Basic Knowledge
Lecture 6 Ernest Nlandu Kamavuako Estimating The Parameters of Random Processes from Data
Slides | Exercises (Description, Signal) | Solutions
Shanmugan and Breipohl - Page: 560 - 613 Deep Knowledge
Lecture 7 Ernest Nlandu Kamavuako System Identification
Slides | Exercises | Solutions
Matlab toolbox Application
Lecture 8 Samuel Schmidt Wiener filters
Slides |Exercises | Solutions
Mourad - Page: : 399-436 Basic Knowledge
Lecture 9 Samuel Schmidt Kalman filters and "How to win a bottle of whisky"
Slides |Exercises | Solutions
Mourad - Page: : 436-445 Basic Knowledge
Lecture 10 Samuel Schmidt Application of Kalman filter
Slides |Exercises | Solutions
Written or oral: The problems of the exam are similar to the exercises done during the course. Thus we recommend that you understand the exercises and solutions and be able to reflect on them.
SMI, Fredrik Bajers Vej 7 D3, DK-9220 Aalborg, Denmark, Tel: +45 9940 8827, Fax: +45 9815 4008, E-mail: Contact-SMI |