Signaalanalyse

WB3230



ECTS:

6

Responsible Instructor:

Dr.-Ing. S. Wahls (Sander)

Instructor:

dr.ing. R. Van de Plas (Raf)

Contact Hours / Week x/x/x/x:

0/0/4/0

Education Period:

3

Start Education:

3

Exam Period:

3

Course Language:

English

Expected prior knowledge:

WI2030WBMT Wiskunde 3 (Differentiaalvergelijkingen)
WI2031WBMT Wiskunde 4 (Kansrekening en Statistiek)
WB2230 Systeem en Regeltechniek
WB2231 Project Mechatronica


Course Contents:

This course treats the analysis, filtering and detection of signals influenced by linear time-invariant systems as they occur in typical mechanical and mechatronic applications. Signals will be considered in both deterministic and stochastic formulations. Special emphasis is put on discrete-time techniques that can be easily implemented in practice. The main topics of the course are:

1. Elementary properties of signals and systems (even, odd, linear, stable, causal, linear-phase, group-delay, all-pass, minimum-phase)
2. Fourier and Hilbert transform, one and two-sided Laplace and Z-transforms
3. Bode plots and Bode’s phase-gain relationship
4. Continuous-time low-pass filters
5. Modulation and demodulation
6. Analog-to-digital and digital-to-analog conversion
7. Design of discrete-time filters using windowing and impulse invariance
8. Elementary properties of random processes (i.i.d., w.s.s., joint w.s.s., independence); key indicators such as mean, auto and cross-correlation/covariance, and spectral densities
9. Identification of linear time-invariant discrete-time systems in the frequency domain
10. Discrete-time Wiener filtering (finite impulse response and non-causal)
11. Detection of discrete-time signals in Gaussian noise


Study Goals:

Students can

1. Evaluate if a signal or system possesses an elementary property; utilize these in simple problems; give examples that exhibit desired elementary properties
2. Compute Fourier, Laplace, z and Hilbert transforms, both directly and using transform pairs and properties
3. Sketch Bode plots for rational transfer functions
4. Determine the specifications of continuous-time low-pass filters from their frequency response; design low-pass filters that fulfill given specifications
5. Analyze typical modulation and demodulation schemes; add missing components
6. Evaluate the impact of A/D and D/A conversion schemes; choose sampling intervals
7. Design discrete-time filters using impulse invariance, windowing, and Wiener techniques
8. Evaluate if a random process possesses an elementary property; utilize them in simple problems; determine key indicators of random processes
9. Identify the frequency response of a linear time-invariant discrete-time system from actual measurements; specify the bias and the variance
10. Derive optimal detection rules for a known signal in Gaussian noise

Education Method:

Lectures, problem sets and practice sessions (“werkcolleges”).

Literature and Study Materials:

- A.V. Oppenheim, A.S. Willsky and S. Hamid, “Signals and Systems,” Pearson New International Edition, 2nd ed, 2013.
- A.V. Oppenheim and G. Verghese, “Signals, Systems and Inference,” Class Notes for 6.011: Introduction to Communication, Control and Signal Processing, MIT, Spring 2010. Available online: http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-011-introduction-to-communication-control-and-signal-processing-spring-2010/readings/
- For some parts of the lecture, external materials will be used. These materials will either be available online from within the network of TU Delft, or be provided via Blackboard.


Assessment:

Written exam. Students will only be allowed to bring a non-programmable and non-graphing calculator. A formula sheet will be provided.

Department:

3mE Department Delft Center for Systems and Control
© Copyright Delft Center for Systems and Control, Delft University of Technology, 2017.