Stochastic Signals and Systems
Winter Semester 2022 / 2023
Expenditure:  4 SWS (2/2/0) 
Lecturers:  Mathias Kortke, Dr. Christian Scheunert 
Course language:  English 
Examination:  Written examination (90 minutes) 
Classification: 
Module Stochastic Signals and Systems (NES12 09 01) of the master's program Nanoelectronic Systems 
Contents
News
 [30.03.2023]
Results of the exam from February 23, 2023 are available. Examination statistics
For comparison: Examination from March 1, 2022 Examination from March 2, 2021 Examination from March 3, 2020  [24.01.2023]
Examination announcement 
[21.09.2022] Registration via OPAL required
For participation in the course Stochastic Signals and Systems in the winter semester 2022/23, it is necessary to register for this course via OPAL: https://bildungsportal.sachsen.de/opal/auth/RepositoryEntry/2786328577
Please register by Monday, October 10th, 2022, so that you will receive all the necessary information to participate.
Time and Venue
Lectures  Tue  3th DS  GÖR 127 
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 
Additional materials to the lectures
ELearning supplementation to the lectures (OPAL):
Stochastic Signals and Systems
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 

41  11.10.2022  3th  X  Random variables: pp. 1  31  
42  18.10.2022  3th  X  Random vectors: pp. 32  45  
43  25.10.2022  3th  X  Random vectors: pp. 46  61  
44  01.11.2022  3th  X  Random processes: pp. 25  36  
45  08.11.2022  3th  X  Random processes: pp. 37  54  
46  15.11.2022  3th  X  Random processes: pp. 54  71  
47  22.11.2022  3th  X 
Random processes: pp. 71  87 Static systems: pp. 65  71 

48  29.11.2022  3th  X  Static systems: pp. 72  82  
49  06.12.2022  3th  X  Static systems: pp. 83  102  
50  13.12.2022  3th  X  Static systems: pp. 102  123  
51  20.12.2022  3th  X 
Static systems: pp. 124  127 Dynamic systems: pp. 91  110 

52  27.12.2022  3th  −  Jahreswechsel  
1  03.01.2023  3th  −  Jahreswechsel  
2  10.01.2023  3th  X  Dynamic systems: pp. 111  141  
3  17.01.2023  3th  X 
Dynamic systems: pp. 142  164 Noise analysis: pp. 115  127 

4  24.01.2023  3th  X  Noise analysis: pp. 128  156  
5  31.01.2023  3th  X  Discrete time stochastic signals and systems: pp. 123  167 
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