The objective of this lecture course is to provide insight in the description of stochastic signals and in the way systems influence these signals. In this course the concepts of autocorrelation and spectral density are introduced. Utilizing the student's familiarity with systems and transform techniques, the course treats the way in which linear time-invariant systems influence the parameters of a stochastic signal. Time averages are introduced and their relationship with statistical parameters is established. Specific topics are: an adequate description of bandpass-signals, matched filtering for optimal detection and the description of noisy components and systems.
Book:S. Haykin, An Introduction to Analog and DigitalCommunications , Wiley 1989, ISBN 0-471-85978-8.
The objectives, contents, and organization study material for the course are described in a handout that can be downloaded from Blackboard. It also provides some supplementary exercises and comments on the text book. The tutorial will be based on some of the exercises in the book and some supplementary exercises. The complete schedule for the tutorials together with the supplementary exercises for the first session can be downloaded from Blackboard.
The lecture slides will be posted on Blackboard.
More information on the course can be found on Blackboard.