Entry requirements

120 credits including Linear Algebra II, Probability and Statistics, Signals and Systems, Scientific Computing II, and Signal Processing or Automatic Control II. Proficiency in English equivalent to the Swedish upper secondary course English 6.

Learning outcomes

The course reviews classical and modern methods and algorithms for computer-based spectral analysis of signals. Also, it gives an overview of various applications in communications, systems engineering, radar, and biomedicine.

On completion of the course, the student should be able to:

• understand the spectral estimation problem and the meaning of spectrum
• understand the differences between non-parametric and parametric approaches to the spectral estimation problem
• master several non-parametric methods for spectral estimation, both periodogram and correlogram-based methods as well as data adaptive filter-bank methods, and be able to use this knowledge to solve real-world problems
• master several parametric methods for estimation of line spectra as well as rational spectra, and be able to use this knowledge to solve real-world problems
• be able to decide what methods ( for example, parametric or non-parametric) are suitable for a specific problem
• be able to solve spectral estimation problems and to visualise their solutions using the MATLAB software
• be prepared to use the tools of spectral analysis of signals for solving practical problems in a diversity of areas such as control system modelling, wireless communication systems, radar and sonar signal processing, genomic data mining, image processing, magnetic resonance spectroscopy, acoustic imaging, biomedical signal processing, economic, geophysical, astronomic (etc.) data processing, Internet traffic analysis, and so forth.

Content

Basic definitions and overview of the spectral estimation problem. The periodogram and correlogram methods. Improved methods based on the periodogram. Filter-bank methods. Parametric methods for rational spectra and for line spectra. Review of selected applications.

Instruction

Lectures and computer-based exercises

Assessment

Graded homework assignments and passed computer exercises.

If there are special reasons for doing so, an examiner may make an exception from the method of assessment indicated and allow a student to be assessed by another method. An example of special reasons might be a certificate regarding special pedagogical support from the disability coordinator of the university.