BLU 526E - Mathem.Meth.for Signal Proc.

Course Objectives

1) Teaching mathematical 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 modelling and analysis.
4) Developing algorithms on theoretical concepts through computer assignments

Course Description

Mathematical methods for signal processing and signal Spaces. Representation and
Approximation in Vector Spaces. Linear Operators and Matrix Inverses. Some Important
Matrix Factorizations (LU, Cholesky and QR Factorizations). Fourier transform, sampling
theory, Fourier series. Eigenvalues and Eigenvectors. The Singular Value Decomposition.
Special Matrices and Their Applications (Permutation, Toeplitz, Vandermonde, Circulant).
Kronecker Products and its applications.