Information Package

Ph.D. on Electrical and Electronics Engineering

EEM613

STATISTICAL SIGNAL PROCESSING (TIME SERIES ANALYSIS)

Course Code
EEM613
Semester
-
Theory+Practice
3 + 0
ECTS
10
Course TypeElective Course
Course LevelDoctorate Of Science
Year of Study-
Semester-
ECTS10
Name of Lecturer(s) -
Learning Outcomes

At the end of this course, the students;

  1. Gain an ability to solve problems.
  2. Know and use the probablistic applications and probability theory.
  3. Know and use the structure of basic random processes.
  4. Gain an ability to calculate density and distribution functions.
  5. Know and develop the applications on power spectrum/spectral estimation.
  6. Know and use the structures of Adaptive Filters (LMS, RLS, Kalman).
  7. Compact the theoretical knowledge with simulations.
Mode of DeliveryFace to face
PrerequisitesNo
Recommended Optional Programme ComponentsNone
Course DescriptionDiscrete-Time Random Processes. Wiener Filtering. Spectrum Estimation (Minimum Variance, Maximum Entropy, MUSIC, PCA Methods). Adaptive Filtering (LMS, RLS, Square-Root Kalman Filters). Tracking of Time-Varying Systems.
Course Contents
WEEK TOPICS
1st Week Discrete-Time Random Processes.
2nd Week Discrete-Time Random Processes.
3rd Week Wiener Filtering.
4th Week Wiener Filtering.
5th Week Spectrum Estimation (Minimum Variance, Maximum Entropy, MUSIC, PCA Methods).
6th Week Spectrum Estimation (Minimum Variance, Maximum Entropy, MUSIC, PCA Methods).
7th Week Spectrum Estimation (Minimum Variance, Maximum Entropy, MUSIC, PCA Methods).
8th Week Midterm Exam
9th Week Adaptive Filtering (LMS, RLS, Square-Root Kalman Filters).
10th Week Adaptive Filtering (LMS, RLS, Square-Root Kalman Filters).
11th Week Adaptive Filtering (LMS, RLS, Square-Root Kalman Filters).
12th Week Tracking of Time-Varying Systems.
13th Week Tracking of Time-Varying Systems.
14th Week Tracking of Time-Varying Systems.
Recommended or Required Reading1. M.H. Hayes, Statistical Digital Signal Processing, and Modeling, John Wiley, 1996.
2. Haykin, Adaptive Filter Theory, 4th edition , Prentice Hall, 2002.
Planned Learning Activities and Teaching Methods
  • Presentation
  • Lecture
Assessment Methods and Criteria
Quantity Percentage (%)
Mid-term 1 30
Quiz 2 10
Project 1 15
Attendance 1 5
Total(%) 60
Contribution of In-term Studies to Overall Grade(%) 60
Contribution of Final Examination to Overall Grade(%) 40
Total(%) 100
ECTS Allocated Based on Student Workload
Activities Quantity Duration (Hour) Total Workload (Hour)
Midterm exam 1 3 3
Preparation for Quiz 0 0 0
Individual or group work 14 8 112
Preparation for Final exam 1 40 40
Course hours 14 3 42
Preparation for Midterm exam 1 30 30
Laboratory (including preparation) 0 0 0
Final exam 1 3 3
Homework 2 35 70
Total Work Load300
Total Work Load / 30 (h)10
ECTS Credit of the Course10
Language of InstructionTurkish
Work Placement(s)No
LO1 LO2 LO3 LO4 LO5 LO6 LO7
K1 X
K2 X X X X
K3 X X X
K4 X X X X X
K5 X X X X
K6 X X X
K7 X X X
K8 X X
K9
K10 X X X
K11 X X X