Many systems evolve with an inherent amount of randomness in time and/or space. The focus of this course is on developing and analyzing methods for analyzing time series. Because most of the common time--domain methods
are unreliable, the emphasis is on frequency--domain methods, i.e. methods
that work and expose the bias that plagues most time--domain techniques.
Slepian sequences (discrete prolate spheroidal sequences) and multi--taper methods of spectrum estimation are covered in detail.
NOT OFFERED 2023-2024
(Lec: 3, Lab: 0, Tut: 0)