Credits
6
Types
Compulsory
Requirements
This subject has not requirements
, but it has got previous capacities
Department
TSC
- Introduction and Random Variable
- Memoryless process model
- Discrete random processes
Estimation Theory (4 weeks)
- Parameter Estimation: Concept, quality measures and types of estimators
- Function estimators: Autocorrelation and Power Density Espectral estimation
Wiener Filter and Adaptive Filter (3 weeks)
- Mean square linear estimation
- Wiener Filter
- Linear regression and Mean square
- Adaptive Filter
Transforms (3 weeks)
- Time Dependent Fourier Transform and 2D
- Discrete Cosine Transform (DCT)
- Karhunen-Loeve Transform (KLT)
- Application to data compression and biometry
Teachers
Person in charge
- Ferran Marques Acosta ( ferran.marques@upc.edu )
Others
- Chedlia Bekkali ( chedlia.bekkali@upc.edu )
- Francesc Rey Micolau ( francesc.rey@upc.edu )
- Marga Cabrera Bean ( marga.cabrera@upc.edu )
- Philippe Salembier Clairon ( philippe.salembier@upc.edu )
Weekly hours
Theory
2.4
Problems
0.9
Laboratory
0.5
Guided learning
0
Autonomous learning
6.2
Competences
Technical competencies
Transversals
Basic
Generic
Objectives
-
Know how to characterize stochastic processes
Related competences: CE5, CG1, CG5, CB4, CB5, -
Understand and know how to use the most common signal transforms and their application
Related competences: CE5, CT6, CG2, CB4, CB5, -
To obtain basic optimal and adaptive filtering background for audiovisual data applications
Related competences: CE5, CT6, CG5, CB4, CB5,
Contents
-
Statistical Signal modelling
Stochastic processes: Definition. Autocorrelation. Stationarity, Ergodicity. Power spectral density. Discrete processes. Process filtering. -
Estimation Theory
(1) Parameter Estimation: Concept, quality measures and types of estimators
(2) Function estimators: Autocorrelation and Power Density Espectral estimation -
Optimal filter and adaptive filter
Types of filters: System identification, equalization, cancellation, prediction and interpolation. Wiener filter. Linear regression and minimum squares. Adaptive filter -
Transforms
Frequency analysis: (1) Discrete Cosinus transform (DCT), (2) Short-time Fourier Transform. Interpretation as a filter bank. Window effect. Reconstruction. Spectrogram.
Statistical analysis: (1) Periodogram. Estimation principles. (2) Karhunen-Loeve Transform (KLT).
Activities
Activity Evaluation act
Unit 1
Theory, exercise and laboratory classes corresponding to Unit 1- Theory: Theory classes corresponding to Unit 1
- Problems: Exercise classes corresponding to Unit 1
- Laboratory: Laboratory classes corresponding to Unit 1
- Guided learning: Driven learning corresponding to Unit 1
- Autonomous learning: Autonomous learning corresponding to Unit 1
Contents:
Theory
10.3h
Problems
3.7h
Laboratory
2.3h
Guided learning
0h
Autonomous learning
23h
Unit 2
Theory, exercise and laboratory classes corresponding to Unit 2- Theory: Theory classes corresponding to Unit 2
- Problems: Exercise classes corresponding to Unit 2
- Laboratory: Laboratory classes corresponding to Unit 2
- Guided learning: Driven learning corresponding to Unit 2
- Autonomous learning: Autonomous learning corresponding to Unit 2
Contents:
Theory
15.4h
Problems
5.6h
Laboratory
3.4h
Guided learning
0h
Autonomous learning
36.5h
Unit 3
Theory, exercise and laboratory classes corresponding to Unit 3- Theory: Theory classes corresponding to Unit 3
- Problems: Exercise classes corresponding to Unit 3
- Laboratory: Laboratory classes corresponding to Unit 3
- Guided learning: Driven learning corresponding to Topic 3
- Autonomous learning: Autonomous learning corresponding to Unit 3
Contents:
Theory
10.3h
Problems
3.7h
Laboratory
2.3h
Guided learning
0h
Autonomous learning
23h
Teaching methodology
The subject is based on classroom theory classes, problems and laboratory. The theory classes follow the program defined in this teaching guide. Within the lectures, the dialogue between professors and students is promoted by proposing exercises and activities to be carried out jointly based on particular aspects of the topic being dealt with. The laboratory classes exemplify the contents developed in the theory classes.Evaluation methodology
The final mark is obtained from the partial marks:- Mid-term exam: M (25%)
- Final exam: F (60%)
- Laboratory mark: L (15%)
Mark = max (0.6F+0.25P+0.15L ; 0.85F+0.15L; 0.75F+0.25P; 1.0F)
In the case of a re-evaluation exam (R), the final mark is
Mark = max(0.85R+0.15L; 1.0R)
Bibliography
Basic
-
Digital signal processing
- Hayes, M.H,
McGraw Hill,
2012.
ISBN: 9780071635097
https://discovery.upc.edu/discovery/fulldisplay?docid=alma991005130266806711&context=L&vid=34CSUC_UPC:VU1&lang=ca -
Fundamentals of statistical signal processing
- Kay, S.M,
Prentice-Hall,
1993-2013.
ISBN: 0130422681
https://discovery.upc.edu/discovery/fulldisplay?docid=alma991001406289706711&context=L&vid=34CSUC_UPC:VU1&lang=ca -
Probability, random variables, and stochastic processes
- Papoulis, A.; Pillai, S.U,
McGraw-Hill,
2002.
ISBN: 0073660116
https://discovery.upc.edu/discovery/fulldisplay?docid=alma991002851489706711&context=L&vid=34CSUC_UPC:VU1&lang=ca
Complementary
-
Statistical and adaptive signal processing: spectral estimation, signal modeling, adaptive filtering, and array processing
- Manolakis, D.G.; Ingle, V.K; Kogon, S.M,
Artech House,
2005.
ISBN: 9781580536103
https://discovery.upc.edu/discovery/fulldisplay?docid=alma991003093539706711&context=L&vid=34CSUC_UPC:VU1&lang=ca -
Statistical signal processing: detection, estimation, and time series analysis
- Scharf, L.L,
Addison-Wesley,
1990.
ISBN: 0201190389
https://discovery.upc.edu/discovery/fulldisplay?docid=alma991000661519706711&context=L&vid=34CSUC_UPC:VU1&lang=ca -
Introduction to Audiovisual Processing
- Marqués, F.; Rey, F,
Notes de classe,