Course Description: In depth study of spectral
analysis and its application to statistical signal processing. This course
covers classical Fourier analysis of deterministic signals, Wiener theory for spectral
analysis of random processes, parametric and non-parametric approaches for
estimating the power spectral density such as the classical window method,
maximum entropy, signal subspace and Wavelets.
Fourier series and Fourier transform for
deterministic and random processes.