31323 Statistical Change Detection in Fault Diagnosis and Signal Processing
|Statistisk detektion i fejldiagnose og signalanalyse|
|Ph.D.- Mathematics, Physics and Informatics, Electronics, Communication and Space Research|
|Taught under open university|
The course will take place during the period June - September. Lecture days will be determined after hearing the participants.
Scope and form:
Study group where participants present material.
Duration of Course:
|[The Course is not following DTUs normal Schedule]|
Date of examination:
|Decide with teacher,
Decide with teacher
Type of assessment:
|Minimum 4, Maximum: 10|
General course objectives:
To make participants able to work with change detection in signals using stringent mathematical methods at an international level.
|A student who has met the objectives of the course will be able to:|
- know several probability distribution functions of importanc to engineering applications
- describe detectors based on Neuman-Pearson assumption
- Describe detectors based on Bayes hypothesis
- desctibe detectors for deterministic signals, including matched filters
- Design detectors for random signals and understand their properties
- describe algorithms for single or combined hypothesis testing
- design detectors for signals in white or coloured noise
- understand how detectors are designed for known or unknown signals
Important probability density functions, statistical decision theory 1, deterministic signals, random signals, statistical decision theory 2, deterministic signals with unknown parameters, random signals with unknown parameters, unknown noise parameters, nongaussian noise, model change detection, vector extensions.
S. M. Kay: Fundamentals of Statistical Signal Processing - volume 2: Detection theory.
The course is inteded for ph.d students in the areas of automation, signal processing, communication, informatics and mathematical modelling where detection of signals in noise is essential.
Green challenge participation:
Please contact the teacher for information on whether this course gives the student the opportunity to prepare a project that may participate in DTU´s Study Conference on sustainability, climate technology, and the environment (GRØN DYST). More information
|, 326, 114, (+45) 4525 3565,
, 322, 126, (+45) 4525 3356,
|31 Department of Electrical Engineering|
|02 Department of Informatics and Mathematical Modeling|
Registration Sign up:
May 7, 2012|
See course in DTU Course base