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MTHE 454 Statistical Spectrum Estimation

MTHE 454  Statistical Spectrum Estimation  Units: 3.00  

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.

Requirements: PREREQUISITES: MTHE 353 (STAT 353), MTHE 312 (MATH 312); or MTHE 338 (MATH 338), STAT 251; or STAT 261, MATH 321; or permission or the instructor. Must be registered in a BSCE or BASC Academic Program.  
Offering Faculty: Faculty of Arts and Science  

Mathematics and Statistics

...Offered jointly with MTHE 454.) Three term-hours; lectures. EXCLUSION: MTHE 454 STAT 855 Stochastic...