ELEC 632 Optimization Technique 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, Fortran, Pascal, or other high level language compiler for assignments is required.

Prerequisite: ELEC 532 .