EECE 6112 Optimization Techniques in Signal Processing

4 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.

Prerequisite: Graduate standing.