The purpose is to introduce theory, models and tools for analysis of stochastic signals and systems. Stochastic signals and systems can loosely be described as anything random that changes in time and which we formally describe by stochastic processes. They are at the core of a number of disciplines in engineering, for example wireless communication, automation and control, and speech processing. While students are familiar that signals can change due to noise, a system can behave stochastic and not always produce the same output for a given input.
Students should become familiar with the description of stochastic signals and systems and learn about relevant theoretical models to describe them and understand the stochastic properties. Based on this the students learn how to analyze and simulate such processes using computer programming language.
The student should have knowledge about:
As descript in §17
Name of exam | Stochastic Systems |
Type of exam | Written or oral exam |
ECTS | 5 |
Assessment | 7-point grading scale |
Type of grading | Internal examination |
Criteria of assessment | The criteria of assessment are stated in the Examination Policies and Procedures |
Danish title | Stokastiske systemer |
Module code | ESNESK1K2 |
Module type | Course |
Duration | 1 semester |
Semester | Autumn
|
ECTS | 5 |
Language of instruction | English |
Empty-place Scheme | Yes |
Location of the lecture | Campus Aalborg |
Responsible for the module |
Study Board | Study Board of Electronics and IT |
Department | Department of Electronic Systems |
Faculty | The Technical Faculty of IT and Design |