Traitement du signal avance - KAIE9M23

Informations générales

  • Number of hours

    • Lectures 14.0
    • Projects -
    • Tutorials 8.0
    • Internship -
    • Laboratory works 8.0
    • Written tests 2.0

    ECTS

    ECTS 0.4

Goal(s)

Study of the design of linear filters based on the minimization of the mean square error, with particular reference to adaptive implementations and the Kalman filter.

Content(s)

1 Introduction
2 Discrete stochastic processes
3 Wiener filtering
4 Linear prediction
5 Adaptive algorithms
6 Discrete Kalman filter

Prerequisites

matrix calculation, probability and statistics, digital signal processing

Calendar

The course exists in the following branches:

  • Curriculum - IESE - Semester 9

Additional Information

Course ID : KAIE9M23
Course language(s): FR

You can find this course among all other courses.

Bibliography

S. Haykin, Adaptive filter theory, Prentice Hall, 1991
B. Anderson, J. Moore, Optiimal filtering, Prentice Hall, 1979
C. Jutten, Filtrage linéaire optimal, notes de cours UGA, 2018