Dynamische Filterverfahren

Das Wahlfach "Dynamische Filterverfahren" des Spezialisierungsmoduls Systemdynamik und Automatisierungstechnik wird auf Englisch mit den folgenden Inhalten im Wintersemester angeboten: Introduction to adaptive filtering, stochastic models and processes, Fourier-analysis of stationary stochastic signals, Wiener filtering, linear prediction, least-mean-square adaptive filtering, Kalman filtering.

General Information

Lecturer
Semester

Winter

Credits

6 ECTS

Language

English

Schedule

The course starts on monday 14.10.2024

Monday 15:45-17:15 
Tuesday 8:00-9:30

The classes take place at ISYS seminar room. 

Materials

Detailed schedule, lecture slides and exercises materials are soon available in ILIAS

Prerequisites

Electrical Signal Processing (Elektrische Signalverarbeitung), Real Time Signal Processing (Echtzeitdatenverarbeitung)

Contents

  • Introduction to adaptive filtering
  • Stochastic models and processes
  • Fourier-analysis of stationary stochastic signals
  • Wiener filtering
  • Linear Prediction
  • Least-Mean-Square adaptive filtering
  • Kalman filtering

Literature

  • "Signals and Systems" by Alan V. Oppenheim and Alan S. Willsky; Pearson; 1996
  • "Discrete-Time Signal Processing" by Alan V. Oppenheim and Ronald W. Schafer; Pearson; 2009
  • "Adaptive Filter Theory" by Simon O. Haykin; Pearson; 2013

Exam

  • Written exam
  • Duration: 90 minutes
  • Allowed auxilliary means: formulary (2 A4-pages),
    non-networking and non-programmable calculator
  • Is located at the Institute for Systemdynamics, Room W 1.01 (Seminar-Room)

Ansprechpartner

Dieses Bild zeigt Emilio Corcione

Emilio Corcione

M. Sc.

Wissenschaftlicher Mitarbeiter

Dieses Bild zeigt Sören Hain

Sören Hain

M. Sc.

Wissenschaftlicher Mitarbeiter

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