| Lecturer: | Prof. Dr.-Ing. Walter Kellermann | |
| Supplements: | Dipl.-Ing. Martin Schneider | |
| Appointment | Lecture: | Do 14:15 - 15:45 (H5); Fr 10:15 - 11:45 (R4.15) |
| Supplements: | Fr 14:15 - 15:45 (R4.15) | |
| Tutorial: | Fr 14:15 - 15:45 (R4.15) | |
| Credit Points: | 5 ECTS | |
| Language of the course: | German | |
Content
- Probability, random variables, expectations, continuous time random processes (RPs) and discrete time RPs, stationary and ergodic RPs, frequency domain representation, RPs and linear time invariant systems
- Introduction to estimation theory: Bayesian estimation, maximum likelihood estimation, minimum mean squared error (MMSE) estimation, Cramer-Rao bound
- Optimum linear filtering (Wiener filter, matched filter) and basic adaptive filters
Please refer to the German webpage for further information.
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