The course deals with the representation of continuous signals in the frequency domain (Fourier Transform) and with the analog-to-digital conversion by means of the sampling operation. The characterization of time-invariant linear systems and their impulse response in time and frequency domain is illustrated. The probability theory is introduces to study the stochastic processes, to estimate their spectral characteristics and to process them by linear systems.
The aim is to give the student familiarity with the signal spectral analysis and with the fundamental stochastic models and also the capabilities to apply the theory of stochastic processes to extract useful information from noisy data.