Lectures - Reading assignment

Every week you are supposed to read the related chapters in the course notes and answer the reflective questions in a brief essay (less than one page). Your essays are collected before(!) the corresponding lecture. The essays are not mandatory, but if you successfully answer all questions, you obtain 1 bonus point for part A of the final exam (5 essays = 5 points). An essay with partially correct answers will give you 1/2 point. Another 5 bonus points can be obtained in the tutorial sessions. The bonus points are valid for the next exam and first re-exam. For the answers you should not copy text from a textbook. Group work is also not allowed, but feel free to discuss with your fellows. The reports will be checked against plagiarism. The intention of this task is to give you an incentive to study the material in parallel to the course.

LectureDate TimeRoomTopic (reading assignment)Essay 1 Tue, Aug 30 15:15-17:00 M33 introduction (chap 1) - 2 Wed, Aug 31 10:15-12:00 V22 random variable(chap 2-3) RQ1 3 Tue, Sep 6 15:15-17:00 V3 stochastic processes - 4 Wed, Sep 7 15:15-17:00 V32 ergodicity (chap 4-5) - 5 Tue, Sep 13 15:15-17:00 V32 power spectrum - 6 Wed, Sep 14 15:15-17:00 V32 filtering (chap 6-8) - 7 Tue, Sep 20 15:15-17:00 V3 AR, ARMA-processes - 8 Wed, Sep 21 15:15-17:00 Q36 estimation (chap 9-10) - 9 Tue, Sep 27 15:15-17:00 Q36 optimal filtering - 10 Wed, Sep 28 15:15-17:00 Q36 sampling (chap 11-12) - 11 Tue, Oct 4 15:15-17:00 Q36 reconstruction - 12 Wed, Oct 5 15:15-17:00 Q36 repetition - Some help to find your classrooom: KTH classroom search engine

Diagnostic test The course Signal Theory is taken by many students with different prior knowledge. To be able to adapt the teaching in the lectures and tutorials, we will ask every student to participate in a diagnostic test in the first lecture week. We will reward your participation with one bonus point for part A of the exam. Otherwise, the results are not used for any kind of grading and we are not able to see individual answers. To participate, you have to provide us your e-mail address in the first two lectures or send it directly to Marie Maros.

Additional reading The course notes are an excellent collection of the topics considered in the course. However, you may look for additional literature to complement or deepen your studies. Since there is unfortunately no book which is good for all topics, here list of selected textbooks:

* D. G. Manolakis and V. K. Ingle, "Applied Digital Signal Processing," Cambridge University Press - good complement to the course notes with Matlab examples and exercises, covers also more basic stuff
* M. H. Hayes, "Statistical Digital Signal Processing and Modeling," Wiley - also good complement to the course notes with Matlab examples and exercises, covers also more advanced signal processing material
* H. Stark and J. W. Woods, "Probability, Statistics, and Random Processes for Engineers," Pearson - easy introduction in probability theory for engineers explaining the basic concepts including examples
* R. D. Yates and D. J. Goodman, "Probability and Stochastic Processess," Wiley - also a "friendly introduction" in the topic explicitly for electrical and computer engineers, contains also few chapters on basic stochastic signal processing as well as a few Matlab examples
* R. M. Gray and L. D. Davisson, "An Introduction to Statistical Signal Processing," Cambridge University Press - little bit more advanced introduction in probability theory for engineers, includes a chapter on second order theory
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