Academic Calendar 2022-2023

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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.
NOT OFFERED 2022-2023
(Lec: 3, Lab: 0, Tut: 0)

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 Corequisites: Exclusions:   
Offering Term: W  
CEAB Units:    
Mathematics 12  
Natural Sciences 0  
Complementary Studies 0  
Engineering Science 12  
Engineering Design 12  
Offering Faculty: Faculty of Arts and Science  

Mathematics and Statistics

https://www.queensu.ca/academic-calendar/graduate-studies/programs-study/mathematics-statistics/

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

Mathematics and Statistics (MATH)

https://www.queensu.ca/academic-calendar/graduate-studies/courses-instruction/math/

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