Spectral Analysis

Graduate

An advanced treatment of digital signal processing for the analysis of time series. A study is made of parametric and nonparametric methods for spectral analysis. The course includes a review of probability theory, statistical inference, and the discrete Fourier Transform. Techniques are presented for the digital processing of random signals for the estimation of power spectra and coherency. Examples are taken from linear system theory and remote sensing using radar. Laboratory exercises will be assigned requiring the use of the computer.