ELEC 632 Optimization Techniques in Signal Processing

3 semester hours

An introduction to the theory, analysis, and design of optimal signal processing systems in both discrete and continuous time. Topics include spectral factorization, least-mean-square theory and estimation algorithms, linear signal estimation, Wiener and Kalman filtering, linear prediction, spectral estimation, and matched filtering. Access to computer with MATLAB, Python, C/C++, or other high-level language compiler for assignments is required.

Lecture, 3 hours.

Prerequisite: ELEC 532 .

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