Stochastic Signals and Systems
Winter Semester 2024 / 2025
| Expenditure: | 4 SWS (2/2/0) |
|---|---|
| Lecturers: | Mathias Kortke, Prof. Rafael Schaefer |
| Course language: | English |
| Examination: | Written examination (90 minutes) |
| Categorization: | Module Stochastic Signals and Systems (NES-12 09 01) of the master's program Nanoelectronic Systems |
| OPAL Website: | https://bildungsportal.sachsen.de/opal/auth/RepositoryEntry/2786328577 |
Contents
News
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[09.10.2024] Registration via OPAL required
For participation in the course Stochastic Signals and Systems in the winter semester 2024/25, it is necessary to register for this course via OPAL: https://bildungsportal.sachsen.de/opal/auth/RepositoryEntry/2786328577
Please register by Monday, October 14th, 2024, so that you will receive all the necessary information to participate. - [27.02.2024]
Results of the exam from February 13, 2024 are available. Examination statistics
For comparison: Examination from February 23, 2023 Examination from March 1, 2022 Examination from March 2, 2021 Examination from March 3, 2020
Time and Venue
| Event | Day | Time | Venue |
|---|---|---|---|
| Lectures | Tue | 3rd DS | GÖR 229 |
| Tutorials | Wed | 4th DS | GÖR 229 |
For adjournments see Table
Lectures
Content
The subject area "Stochastic Signals and Systems" includes general definitions and basic methodology that are required to describe dynamic processes in nature and engineering.
The student should recognize that physical and technical systems, especially in electrical/electronic engineering, automatic control, and information technology, can be investigated consistently and described mathematically by a unified point of view. This module focuses on methods for investigating static and dynamic systems under the influence of stochastic signals. For this purpose, the theory of the stochastic process is initially introduced, based on probability calculus. Methods for its mathematical description are presented.
The transfer of stochastic signals by abstract systems is elaborated mainly for nonlinear static systems (transformation of the probability density function) and for linear dynamic systems (transformation of the power density spectrum).
Requirements
Basics of the theory of deterministic systems and probability calculus.
Materials to the lectures
- 1st part: Random variables and vectors
- 2nd part: Random processes
- 3rd part: Static systems
- 4th part: Dynamic systems
- 5th part: Noise analysis
- 6th part: Discrete time stochastic signals
Dates
The following table contains the dates of the lectures (L) and tutorials (T) of the current semester as well as materials to them.
| Week | Date | DS | L | T | Comment / Material |
|---|---|---|---|---|---|
| 42 | 15.10.2024 | 3rd | X | Random variables: pp. 1 - 32 | |
| 43 | 22.10.2024 | 3rd | X | Random vectors: pp. 33 - 54 | |
| 44 | 29.10.2024 | 3rd | X |
Random vectors: pp. 55 - 61 Random processes: pp. 25 - 39 |
|
| 45 | 05.11.2024 | 3rd | X | Random processes: pp. 40 - 63 | |
| 46 | 12.11.2024 | 3rd | X | Random processes: pp. 63 - 87 | |
| 47 | 19.11.2024 | 3rd | X | Static systems: pp. 65 - 85 | |
| 48 | 26.11.2024 | 3rd | X | Static systems: pp. 86 - 107 | |
| 49 | 03.12.2024 | 3rd | X | Static systems: pp. 108 - 127 | |
| 50 | 10.12.2024 | 3rd | X | Dynamic systems: pp. 91 - 106 | |
| 51 | 17.12.2024 | 3rd | X | Dynamic systems: pp. 107 - | |
| 52 | 24.12.2024 | 3rd | − | Jahreswechsel | |
| 1 | 31.12.2024 | 3rd | − | Jahreswechsel | |
| 2 | 07.01.2025 | 3rd | X | ||
| 3 | 14.01.2025 | 3rd | X | ||
| 4 | 21.01.2025 | 3rd | X | ||
| 5 | 28.01.2025 | 3rd | X | ||
| 6 | 05.02.2025 | 3rd | X |
Examination
The written examination will take place in the examination period of the semester.
Literature / Materials
Contact
Comments to the lectures and tutorials and questions to the exercises, please, send to:
Mathias Kortke