Basic properties of discrete-time stochastic processes, particularly weak stationary processes. Definitions, distribution functions, density functions, mean value, mean power, variance, ergodicity, autocorrelation function and power spectral density. Gaussian processes and white noise, linear filtering of stochastic processes, linear prediction, AR, MA and ARMA processes, spectral estimation, Wiener filters.
EQ1210 Introduction to Signal Theory 4.5 credits
This course has been discontinued.
Last planned examination: Spring 2000
Decision to discontinue this course:
No information inserted
Information per course offering
Course offerings are missing for current or upcoming semesters.
Course syllabus as PDF
Please note: all information from the Course syllabus is available on this page in an accessible format.
Course syllabus EQ1210 (Autumn 2007–)Headings with content from the Course syllabus EQ1210 (Autumn 2007–) are denoted with an asterisk ( )
Content and learning outcomes
Course contents
Intended learning outcomes
To give students fundamental knowledge of discrete-time stochastic processes and practical attainments in linear filtering of stochastic processes. The course also covers linear estimation and signal models.
Literature and preparations
Specific prerequisites
No information inserted
Recommended prerequisites
EQ1100 Signals and Systems.
SF1906 Mathematical Statistics.
Equipment
No information inserted
Literature
"Statistical Digital Signal Processing and Modeling" by Monson Hayes.
Examination and completion
If the course is discontinued, students may request to be examined during the following two academic years.
Grading scale
A, B, C, D, E, FX, F
Examination
- PRO1 - Project 1, 1.0 credits, grading scale: P, F
- PRO2 - Project 2, 1.0 credits, grading scale: P, F
- TENA - Examination, 2.5 credits, grading scale: A, B, C, D, E, FX, F
Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.
The examiner may apply another examination format when re-examining individual students.
Other requirements for final grade
Written examination, (TEN1; 3 credits).
Two home-work exercises.
Opportunity to complete the requirements via supplementary examination
No information inserted
Opportunity to raise an approved grade via renewed examination
No information inserted
Examiner
Ethical approach
- All members of a group are responsible for the group's work.
- In any assessment, every student shall honestly disclose any help received and sources used.
- In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.
Further information
Course room in Canvas
Registered students find further information about the implementation of the course in the course room in Canvas. A link to the course room can be found under the tab Studies in the Personal menu at the start of the course.
Offered by
Main field of study
Electrical Engineering, Technology
Education cycle
First cycle
Add-on studies
EQ2300 Digital signal processing
EQ2310 Digital communications
Contact
Tobias Oechtering
Supplementary information
Replace 2E1422.
Joint with EQ1220 Signal theory