7.12.2018: The first lab will take place on Wednesday, December 12, 2:00pm in room 06.021.
23.10.2018: The lab will take placce on the following days: Dec 12, Jan 14, Jan 21, Jan 28, Feb 04.
22.10.2018: We will meet on Thursday, October 25, 4:15pm, room 05.025, to discuss the first details regarding this course.
16.10.2018: Note that the scheduled timeslot is preleminary at the moment. When the registration of this course is closed, there will be an inital meeting where we will discuss an alternative timeslot that fits to everyone.
ContentAfter a short introduction to Python, the following topics are covered:
Basic properties of random variables and stochastic processes
Properties of correlation matrices, Principal Component Analysis, KLT
Parametric and non-parametric linear signal models
MMSE-based signal estimation
Kalman Filtering with applications to acoustic source tracking
Optimal multichannel filtering approaches
Introduction to adaptive filtering