Advanced Signal Processing, 5 cr

Core content

• 1. Deterministic and random signals: review of Fourier transform, Z transform, random variables, random signals, correlation, AR,MA, ARMA
• 2. Optimal filter design (Wiener filter, Least squares, essentials of estimation, MLE, CramerRao)
• 3. Adaptive filter design (LMS, NLMS, RLS )
• 4. Application areas of Optimal filter design and Adaptive filter design
• 5. Spectrum estimation:Frequency spectrum (needed in machine function regime diagnosis, finding periodicities in time series), Direction of Arrival spectrum
• 6. Nonlinear filters (median and order statistics filter family)