Statistical Analysis and Signal Processing

Code:

M465

Acronym:

M465

Keywords
Classification	Keyword
OFICIAL	Mathematics

Instance: 2009/2010 - 1S

Active?	Yes
Web Page:	http://elearning.fc.up.pt/aulasweb0607/course/view.php?id=112310
Responsible unit:	Departamento de Matemática Aplicada
Course/CS Responsible:	Master in Geospatial Engineering

Cycles of Study/Courses

Acronym	No. of Students	Study Plan	Curricular Years	Credits UCN	Credits ECTS	Contact hours	Total Time
M:EG	1	PE do Mestrado em Engenharia Geográfica	1	-	7,5	70	202,5
M:ENM	2	PE do Mestrado em Engenharia Matemática	1	-	7,5	70	202,5
			2
M:M	0	PE do Mestrado em Matemática	1	-	7,5	70	202,5
			2
M:MAO	2	PE Mestrado em MAOPI	1	-	7,5	70	202,5
M:SIG	0	PE do Mestrado em Sistemas de Informação Geográfic	1	-	7,5	70	202,5

Teaching language

Portuguese

Objectives

To acquire knowledge on stochastic signal digital analysis and systems identification.

Program

Module of Signal - MS
Probabilistic methods in Signals and Systems: Discrete time stochastic processes. Analysis and characterization in time and frequency domains. Stationarity and ergodicity. Linear models.
Spectral Estimation: Parametric and non parametric methods. Introduction to time-frequency methods.
Application to a case study.

Module of - MI

Mathematical description of discrete linear systems and stability analysis. Wiener systems. Identification methods para adaptive systems: recursive and non recursive. Analysis of parameters: identification and sensitivity analysis. Application to a case study.

Teaching methods and learning activities

A special attention is given in both modules to the understanding of the concepts and methods with an effective use of simulated and experimental data. One of the aims of the discipline is also the improvement of the oral and written competences. The discipline presents an important computational component with MATLAB or other adequate computational environment

Software

Matlab

Evaluation Type

Distributed evaluation without final exam

Assessment Components

Description	Type	Time (hours)	Weight (%)	End date
Attendance (estimated)	Participação presencial	70,00
	Total:	-	0,00

Eligibility for exams

Minimum grade of 10 (out of 20) in the ensemble of projects done by the student.

Calculation formula of final grade

In each module: Individual Labs (T-30%)and final Project (P-70%). The final Project evaluation, includes discussion (30%), final presentation (20%) and written report(50%).

Examinations or Special Assignments

Not applicable. Identical for all of the students.