Basic definitions. Continued study of AR (auto regressive), MA (moving average) and ARMA-processes. Line spectrum and parametric estimating methods. Sub space based techniques. Non-parametric spectral estimators, data-adaptive techniques and multi window techniques. Non-uniform sampling. Orientation about circular and non-circular processes. Spatial spectral analysis. Non-stationary signals. Spectrogram. Wigner-Ville distribution. Cohen’s class. Ambiguity-spectrum. Doppler-spectrum. Multi-window techniques for non-stationary signals. Orientation about bi-spectrum.
| LTH Code: | FMSN35 |
| NF Code: | MASM26 |
| Credits: | 7.5 |
| Level: | Advanced Level |
| Language: | English |
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Last update: 2013-04-10
Centre for Mathematical Sciences, Box 118, SE-22100, Lund. Telefon: +46 46-222 00 00 (vx)