Topics of week 7 are covered in the course book by the following chapters:

8.4, 8.5

and the exercises

X33(0), 8.9(0), X34(+1), 8.2(0), 8.3(0), 8.5(0), 8.4(+1), X35(0), 8.7(+1), X36(+1)

An mp4-video (10-20 minutes) with slides presents the topic, where the corresponding slides also are included as a separate pdf-file. A number of suitable exercises is listed.

The numbered exercises are found in the course book and the exercises X1, X2 … are found in additional exercises (exercises and solutions). Solutions of the course book exercises are found in the solutions manual. The exercises are marked with three levels: (-1) if you have forgotten some of the prior knowledge or need extra training, (0) to be computed by everyone, (+1) if you like challenges.

The mean squared error optimal filter: X33(0), 8.9(0), X34(+1)

Ex_MSE_filter.mp4 W7_ex_MSE_filter.pdf

The Wiener filter - an optimal cleaning filter: 8.2(0), 8.3(0), 8.5(0), 8.4(+1)

Intro_Wiener_filter.mp4 W7_intro_Wiener_filter.pdf

A Wiener filter example:

Ex_Wiener_filter.mp4 W7_ex_Wiener_filter.pdf

The matched filter - an optimal detection filter:

Matched_filter_whitenoise.mp4

W7_matched_filter_whitenoise.pdf

A statistical decision test: X35(0), 8.7(+1), X36(+1)

Matched_filter_statdectest.mp4

W7_matched_filter_statdectest.pdf