Stochastic Signals and Systems
Winter Semester 2019 / 2020
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 of the master's program Nanoelectronic Systems 
Contents
News
 [14.05.2020]
Examination statistics  [30.01.2020]
Examination announcement
Time and Venue
Lectures  Tue  5th 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 

42  15.10.2019  5th  X  Random variables: pp. 1  31  
43  22.10.2019  5th  X  Random vectors: pp. 32  47  
44  29.10.2019  5th  X 
Random vectors: pp. 48  60 Random processes: pp. 19  20 

45  05.11.2019  5th  X  Random processes: pp. 20  33  
46  12.11.2019  5th  X  Random processes: pp. 34  48  
47  19.11.2019  5th  X  Random processes: pp. 49  69  
48  26.11.2019  5th  X  Static systems: pp. 54  64  
49  03.12.2019  5th  X  Static systems: pp. 65  76  
50  10.12.2019  5th  X  Static systems: pp. 76  90  
51  17.12.2019  5th  X 
Static systems: pp. 92  104 Dynamic systems: p. 70 

52  24.12.2019  5th  −  Jahreswechsel  
1  31.12.2019  5th  −  Jahreswechsel  
2  07.01.2020  5th  X  Dynamic systems: pp. 70  81  
3  14.01.2020  5th  X  Dynamic systems: pp. 82  100  
4  21.01.2020  5th  X  Dynamic systems: pp. 101  120  
5  28.01.2020  5th  X 
Dynamic systems: pp. 122  130 Noise analysis: pp. 82  94 

6  04.02.2020  5th  X 
Noise analysis: pp. 95  123 Discrete time stochastic signals: pp. 91  130 
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