Statistical Signal Analysis

Signal Theory

09CTPBL

Laurea Specialistica in Ingegneria dell’Autoveicolo - Politecnico di Torino

Fall 2004

Instructor

Dr. Fabrizio Sellone

Dipartimento di Elettronica

Politecnico di Torino

Corso Duca degli Abruzzi, 24

10129 Torino – Italy

Phone: +39 011 564 4196

Fax: +39 011 564 4099

E-mail:

Course Schedule

Week 1.

Monday September, 20th – 14.00-18.00

· Introduction to Signal Theory.

· Continuous-time and discrete-time signals; deterministic signals and stochastic processes.

· Time-domain, frequency-domain and space-domain.

· Basic concepts on functional spaces and geometrical representation of signals.

Tuesday September, 21st – 11.00-13.00

· Analysis in the frequency domain: concepts and main tools.

· The Fourier series: definition and properties.

Wednesday September, 22nd – 11.00-13.00

· Exercises on the Fourier series.

Week 2.

Monday September, 27th – 9.00-11.00

· From the Fourier series to the Fourier transform.

· The Fourier transform: definition and properties.

Tuesday September, 28th – 11.00-13.00

· The Fourier transform: more properties.

· Linear and Time-Invariant (LTI) systems.

· Impulse response of LTI systems.

· Convolution.

Wednesday September, 29th – 11.00-13.00

· Exercises on the Fourier transform and LTI systems.

Friday October, 1st – 9.00-11.00

· Introduction to MATLABÓ.

Week 3.

Monday October, 4th – 14.00-18.00

· Computer Laboratory.

Tuesday October, 5th – 11.00-13.00

· Transfer function and frequency response of LTI systems.

· Bandwidth of LTI systems.

· Stability.

· Distortion.

Wednesday October, 6th – 11.00-13.00

· Exercises on the Fourier transform and LTI systems.

Thursday October, 7th – 14.00-18.00

· Periodic signals.

· Exercises on LTI systems and periodic signals.

Week 4.

Monday October, 11th – 14.00-18.00

· Numerical methods to compute the Fourier transform: the Discrete Fourier Transform (DFT) and the Fast Fourier Transform (FFT).

· Exercises on periodic signals.

Tuesday October, 12th – 14.00-18.00

· Computer Laboratory.

Wednesday October, 13th – 11.00-13.00

· The sampling theorem.

Week 5.

· Week off.

Week 6.

Monday October, 25th – 9.00-11.00

· Stochastic processes: definition and main properties.

Tuesday October, 26th – 11.00-13.00

· Power spectral density of stochastic processes.

· Exercises on stochastic processes.

Wednesday October, 27th – 11.00-13.00

· Exercises: simulation of an examination.

Notes.

· Course components:

· Theory: 24 h

· Exercises: 12 h

· Laboratory: 8 h

· Total: 44 h

· The final examination consists in multiple choices tests and possible questions concerning theory and computer laboratories.