Topics of week 3 are covered in the course book by the following chapters:

4.4, (4.5.1), 5.1, 5.2

and the exercises:

X6(0), 4.11(0), X7(0), X9(0), 4.10(0), X8(+1), X10(+1), 5.1(0), 5.2(0), X11(0), 5.3(+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.

Sampling from continuous to discrete time:

Sampling.mp4 W3_sampling.pdf

Sampling and aliasing: X6(0), 4.11(0), X7(0), X9(0), 4.10(0), X8(+1), X10(+1)

Samp_aliasing.mp4 W3_samp_alias.pdf

An exercise in sampling and aliasing:

Ex_samp_alias.mp4 W3_ex_samp_alias.pdf

Gaussian stationary stochastic processes: 5.1(0), 5.2(0), X11(0), 5.3(+1)

Gauss_stat_proc.mp4 W3_gauss_stat_proc.pdf

An example of a simple prediction model:

Ex_gauss_pred.mp4 W3_gauss_pred.pdf