Uka Tarsadia University

M. Tech
Statistical Signal Analysis (040160204)

nd

Semester

EFFECTIVE FROM January-2013

Uka Tarsadia University

A. Prerequisite: Basic knowledge of Fourier and spectral analysis necessary to evaluate the problems of Statistical Signal Analysis To acquaint with the concepts of Statistical Signal Analysis and application method Subject: Statistical Signal Analysis [Lecture: 4 Tutorial: 0 Practical: 2]

B. Aim and Objective:

C. Subject Code: 040160204 D. Total: 52 Hrs.

E. Detailed Syllabus:

Sr. No. 1.
1.1 1.2 1.3 1.4 2. 2.1 2.2 2.3 3. 3.1 3.2 3.3 4. 4.1 4.2 5. 5.1 5.2 5.3

Topic Name
Review of random variables Sample space, Algebra and Random Variable Distribution and Densities Characteristics Functions and Moment Generating Functions Power Spectral Density And Cross-Power Spectral Density Transformation of random variables Conditional Expectation Sequences of Random Variables Convergence of Sequences of Random Variables Densities of random variables & Stochastic processes Statistical Independence, Uncorrelation of Random Variables Joint and Marginal Densities Function of Random variables Stochastic Processes: Wide Sense Stationary Processes, Orthogonal Increment Processes, Wiener Process, Ergodicity Stochastic Calculus Mean Square Continuity Stochastic Calculus: Mean Square Derivative and Mean Square Integral of Stochastic Processes Stochastic systems Response of Linear Dynamic Systems to Stochastic Inputs Correlation Function Power Spectral Density Function Introduction to Linear Least Square Estimation

Weightage (%)
15

20

15

15

15

Uka Tarsadia University

6. 6.1 6.2 6.3 Adaptive Signal Processing Least Square And Mean Square Error Mean Square Kalman Filtering 20

F. Modes of Transaction (i.e. Delivery) 1. Teaching activities can be carried out using conventional (chalk & board) method and/or with advance multimedia equipments 2. Theory and practical may be explained with some basic simulation tools 3. Separate session should be conducted to explain the concept of subject practically G. Teachers Activities/Practicum The following activities should be carried out by the teachers: 1. Carry out Mid-semester examination &remedial examination (if necessary) 2. Continuous evaluation may be carried out to evaluate the performance of student by mean of arranging Quiz/viva/sessional examination 3. Laboratory sessions are used to show the practical applications of the subject 4. Minimum three assignments should be given to students which cover all important topic of the subject H. Student Activities/Practicum The following activities may be carried out by the students: 1. Remain present in all theory and practical sessions conducted by faculties 2. Complete assignments and other term work time to time given by faculty 3. Prepare a book to keep a record of practical sessions conducted by faculties and complete the laboratory manual in time 4. Take active part in all activities related to subject conducted by faculties I. Text Books 1. A.Papoulis, Probability Random Variables and stochastic Processes, 2nd Ed Mc Graw Hill 2. Alberto leon Gracia, Probability and Random Processes for Electrical Engineer, 2nd Ed PE India J. Reference Books 1. W.Gardener, Stochastic Processes, McGraw Hill 2. S. Haykin, Adaptive filter theory, prentice Hall 3. A. Larson and B.O. Schubert, Stochastic Processes, Vol.I and II, Holden-Day