課程資訊
課程名稱
訊號處理與頻譜分析
Signal Processing and Spectral Analysis 
開課學期
110-1 
授課對象
工學院  結構工程組  
授課教師
羅俊雄 
課號
CIE5027 
課程識別碼
521EU3160 
班次
 
學分
3.0 
全/半年
半年 
必/選修
選修 
上課時間
星期二6,7,8(13:20~16:20) 
上課地點
土研405 
備註
本課程以英語授課。
總人數上限:25人 
Ceiba 課程網頁
http://ceiba.ntu.edu.tw/1101CIE5027_Loh_2021 
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課程概述

一、課程名稱:訊號處理與頻譜分析
二、學 分 數:3
三、課程編號:521 U3160
四、負責教師:羅俊雄
五、課程目標:
Signal processing is widely used in engineering and physical sciences. This course discusses techniques to analyze signals (or data), particularly related to structural dynamic response data focusing on time/frequency domain data analyses (Fourier transform, digital filtering, and feature extraction). MATLAB code for signal processing will be introduced and applied to each lecture topic. 

課程目標
Course Contents
1: Introduction to Random Signal
2: Sampling theory & discrete time Fourier transform, FFT
3: Correlation, Convolution & Power spectral density of signals
4: System Input & Output relationship
5: ARX model & system identification
6: Frequency domain decomposition (FDD)
7: Singular Spectrum Analysis (SSA)
8: Lowpass filter & integration (from acceleration to displacement)
9: Recursive ARX model (System Identification)
10: Time-Frequency analysis of signal-Part 1 (STFT & CWT)
11: Covariance-driven Stochastic Subspace Identification (SSI-COV-part 1)
12: Signal-based Damage assessment of structure
 
課程要求
1. Homework (70% - every 2 weeks).
2. Final mini project (30%)
3. Student may need to use MABLAB code for signal analysis
(signal analysis MATLAB tool for each lecture topic will be provided)  
預期每週課後學習時數
 
Office Hours
備註: one hour before and after the lecture date 
指定閱讀
Lecture notes (lecture note will be distriburted before the lecture date),
Some specific assigned papers.
 
參考書目
A: Frequency domain analysis of signal
1. E. Oran Brigham, The Fast Fourier Transform and Its Application, Prentice-Hall Int. Inc. 1988
2. J.S. Bendat & A.G. Piersol, Random Data: Analysis & Measurement, Procedures, Wiley-Interscience, 1986.

B: Time-domain analysis of signal
1. R. K. Otnes & L. Enochson, Applied Time Series Analysis: Vol 1:Basic Technique, John Wiley & Sons, Inc. 1978.
2. T. Soderstrom & P. Stoica, System Identification, Prentice-Hall, 1989.
3. Nina Golyandina, et al., Analysis of Time Series Structure: SSA and related techniques,  
評量方式
(僅供參考)
   
課程進度
週次
日期
單元主題
第2週
9/28  Introduction to Random Signal 
第3週
10/05  FFT, Sampling theory, Convolution theory
"Homework 1 is assigned"
Lecture recording at: https://drive.google.com/file/d/1uCnkn4q71rm0oHpfEXaSwWjx6SSw_XP-/view?usp=sharing
 
第4週
10/12  https://u.cyberlink.com/meeting/325846557
Lecture on 10/12 is still through web meeting.
After 10/13 lectures will be in person.
Homework-2 was assigned 
第5週
10/19  https://u.cyberlink.com/meeting/827487487
Homework-3 was assigned (due date: 2021-11-02) 
第6週
10/26  Review on Power Spectral Density (PSD) function

https://u.cyberlink.com/meeting/256643355 
第7週
11/02  Frequency Domin Decomposition (FDD)

Homework-4 was assigned (due on 11/15)

https://u.cyberlink.com/meeting/756864219 
第8週
11/09  Low-pass filter & integration scheme

Homework 5 was assigned (due on Nov. 19)

https://u.cyberlink.com/meeting/647580709 
第9週
11/16  Singular Spectral Analysis (SSA) of signal

https://u.cyberlink.com/meeting/250912129

Homework-6 assigned (at the end of the lecture note)

Lecture recording:
https://drive.google.com/file/d/1_2-Sa098pAFJLpPB1WSLeKPRcmqr1OIA/view?usp=sharing
 
第10週
11/23  Hilber Transform & Instantneous Frequency
& Homework-7
& Reerence code

https://u.cyberlink.com/meeting/783721507

Lecture recording:
https://drive.google.com/file/d/12aarnW7mZnou09QwADKuwanGNyAN-R__/view?usp=sharing 
第11週
11/30  Wavelet Analysis (MCMW-VC)
& Homework-8

https://u.cyberlink.com/meeting/369851397 
第12週
12/07  Lecture on Wavelet Packet Transform
(HW-9 : Assinged)

https://u.cyberlink.com/meeting/224342657 
第13週
12/14  Lecture on "Digital Filter & ARX model" &
"ARX-model"
Final project is assigned (due date is Jan 5, 2022) 
第14週
12/21  Lecture on Recursive-ARX model

Lecture Recording: https://drive.google.com/file/d/1b1DdKA_caJJdUDuD0YZvOLHWn5ZzSU6b/view?usp=sharing 
第15週
12/28  Lecture on "Damage Assessment of Structure using data from Ambient Vibratin Msurement"

All assigned homework should be returned before 12/31.

Lecture Recording:
https://drive.google.com/file/d/1bFK9unjjfQzI8jrhl1-SrWNyglsxuK-3/view?usp=sharing 
第16週
1/04  Lecture on "Stochastic Subspace Identification:Covariance Driven"

Lecture Recording:
https://drive.google.com/drive/folders/1aIYCZeXMapl0QgXVwZzRB0lo1Axom40T?usp=sharing