Stochastische Signaalanalyse
Lecture 9:
Inverse Problem II:
From Autocorrelation to Simulation
Model
Michel Verhaegen
1
Control for High Resolution Imaging Group
Delft University of Technology
Summary Modeling Paradigms
Modeling
First Principles
Data Driv
Stochastische Signaalanalyse
Lecture 8:
Inverse Problem I:
From Power Spectrum to Simulation
Model
Michel Verhaegen
1
Control for High Resolution Imaging Group
Delft University of Technology
Summary Modeling Paradigms
Modeling
First Principles
Data Driven
Stochastische Signaalanalyse
Lecture 1:
Introduction
Michel Verhaegen
1
Delft Center for Systems and Control
Delft University of Technology
Today
1. Organizational Details
2. Stochastic Processes in Physics
3. Four Practical Problems
4. Course outline/Cou
Stochastische Signaalanalyse
Lecture 3:
Random Variables
Michel Verhaegen
1
Control for High Resolution Imaging Group
Delft University of Technology
An example of a Random Variable
The displacement in one dimension of a free
Brownian particle during time
Stochastische Signaalanalyse
Lecture 10:
Optimal FIR filtering
Applications
Michel Verhaegen
1
Control for High Resolution Imaging Group
Delft University of Technology
Overview Fourth Week
APPLICATION - Lecture 10: Optimal FIR -3/3/15
The optimal (minimum
Stochastische Signaalanalyse
Lecture 2:
Signal Modeling
(Data Driven Modeling)
Deterministic Case
Michel Verhaegen
1
Control for High Resolution Imaging Group
Delft University of Technology
Signal (based) Modeling: M4S versus M4P (Deterministic)
M4S: Trai
Stochastische Signaalanalyse
Lecture 6:
LSI Filtering random processes
Michel Verhaegen
1
Control for High Resolution Imaging Group
Delft University of Technology
Summary Lecture 5
Autocorrelation Function of a (WSS) RPs cfw_x(n):
Px (z)
=
X
rx (k)z k
X
r
Stochastische Signaalanalyse
Lecture 7:
ARMA filtering of Random Processes
Michel Verhaegen
1
Control for High Resolution Imaging Group
Delft University of Technology
Overview Third Week
TOOLSET - Lecture 7: Filtering RPs -24/2/15
Change characteristics R
Stochastische Signaalanalyse
Lecture 4:
Random Processes (or Stochastic
Signals)
Michel Verhaegen
1
Control for High Resolution Imaging Group
Delft University of Technology
1D Gaussian Random Variable
Definition:
An RV x R with mean and variance denoted a
Stochastische Signaalanalyse
Lecture 5:
Ergodicity and
RPs in the Frequency domain
Michel Verhaegen
1
Control for High Resolution Imaging Group
Delft University of Technology
Summary Lecture 4
WSS RP Characteristics: Auto and crosscorrelation function:
rx
Delft University of Technology
Faculty of Elec. Eng, Mathematics and Comp. Sc.
Differential equations (WI2029LR)
April 16, 2013, 18.30 - 21.30
This exam consists of 6 questions.
A table, including elementary Laplace transforms is attached.
You always have
Delft University of Technology
Faculty of Elec. Eng, Mathematics and Comp. Sc.
Differential equations (WI2029LR)
April 14, 2010, 09.00 - 12.00
This exam consists of 6 questions.
A table, including elementary Laplace transforms is attached.
You always have
Delft University of Technology
Faculty of Elec. Eng, Mathematics and Comp. Sc.
Differential equations (WI2029LR)
January 26, 2012, 14.00 - 17.00
This exam consists of 6 questions.
A table, including elementary Laplace transforms is attached.
You always ha
Delft University of Technology
Faculty of Elec. Eng, Mathematics and Comp. Sc.
Differential equations (WI2029LR)
April 13, 2011, 14.00 - 17.00
This exam consists of 6 questions.
A table, including elementary Laplace transforms is attached.
You always have
Delft University of Technology
Faculty of Elec. Eng, Mathematics and Comp. Sc.
Differential equations (WI2029LR)
January 21, 2011, 13.00 - 16.00
This exam consists of 6 questions.
A table, including elementary Laplace transforms is attached.
You always ha
Delft University of Technology
Faculty of Elec. Eng, Mathematics and Comp. Sc.
Differential equations (WI2180LR)
November 1, 2013, 14.00 - 17.00
This exam consists of 6 questions.
A table, including elementary Laplace transforms is attached.
You always ha
Delft University of Technology
Faculty of Elec. Eng, Mathematics and Comp. Sc.
Differential equations (WI2029LR)
January 18, 2010, 14.00 - 17.00
This exam consists of 6 questions.
A table, including elementary Laplace transforms is attached.
You always ha
Delft University of Technology
Faculty of Elec. Eng, Mathematics and Comp. Sc.
Differential equations (WI2029LR)
April 18, 2012, 14.00 - 17.00
This exam consists of 6 questions.
A table, including elementary Laplace transforms is attached.
You always have
Delft University of Technology
Faculty of Elec. Eng, Mathematics and Comp. Sc.
Differential equations (WI2029LR)
January 24, 2013, 14.00 - 17.00
This exam consists of 6 questions.
A table, including elementary Laplace transforms is attached.
You always ha
Delft University of Technology
Faculty of Elec. Eng, Mathematics and Comp. Sc.
Differential equations (WI2180LR)
October 31, 2014, 14.00 - 17.00
This exam consists of 6 questions.
A table, including elementary Laplace transforms is attached.
You always ha