The current boom in communication and information processing systems is based on the ever-increasing adoption of advanced signal processing methods. The aim of this advanced course is to complement the first-year course by introducing the topics of optimal filtering and information theory. It allows engineering students to discover the fundamental concept of information and to acquire a set of advanced tools for modeling, analyzing and filtering signals, as well as for representing, coding and transmitting information. These general tools are essential in a wide variety of fields such as telecommunications, aerospace and oceanography.
Part I: Optimal filtering 1- Stochastic signal 2- Wiener filtering 3- Kalman filtering Part II: Information theory 1- Elements of information theory 2- Source entropy and source coding 3- Channel capacity and channel coding