BLU 527E - Optimum Signal Processing

Course Objectives

1) Teaching statistical signal processing methods that shall be a basis for their PhD studies on
digital signal processing and communications areas.
2) Teaching algorithm development skills based on mathematical methods.
3) Teaching basic concepts and methods for signal prediction and parameter estimation.
4) Developing algorithms on theoretical concepts through computer assignments

Course Description

Introduction to Optimum Signal Processing. Random signals. Signal Processing Applications:
Filtering of Stationary Random Signals. System Identification by Cross-Correlation Methods.
Noise Reduction and Signal Enhancement Filters. Introduction to Linear Prediction. Gapped
Functions, Levinson and Schur Recursions. Spectral Factorization. Linear Estimation of
Signals. Linear Prediction. Spectrum Estimation.