Stochastic Processes and Statistical Signal Processing

Prof. Dr.-Ing. Sebastian J. Schlecht Friedrich-Alexander-Universität Erlangen-Nürnberg

---

This site is the companion to two courses taught from one set of merged lecture notes: Stochastic Processes builds the language of uncertainty and asks what data can say about what cannot be seen; Statistical Signal Processing takes that language into signals, where every optimal linear processor turns out to be one orthogonal projection.

Courses

• Stochastic Processes — taught next semester; its slides return here then.
• Statistical Signal Processing — the topic slides, from the course introduction through to the Kalman filter.

Interactive Notebooks

• Marimo Notebooks — the full index of browser-side interactive notebooks (also linked contextually from the slides that use them).