| Type: | Open University
Language: English |
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Prerequisite: 04244/04361/49164
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Recommended semester: 7th - 9th semester
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Scope and form: Survey lectures, computer exercises, and projects
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Examination: Evaluation of four reports (13-scale)
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Remarks: Todd K. Moon & Wynn C. Sterling. Mathematical Methods and Algorithms for Signal Procesing, Prentice-Hall, 2000. The four reports will cover spectral analysis, rank reduction, Levinson's algorithms, and multichannel
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URL: http://www.imm.dtu.dk/courses/04402
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Department: Informatics and Mathematical Modelling
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Aim: To illustrate the connection between modern numerical algorithms and signal processing methods by means of case studies
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Contents: Introduction: Models for linear systems and signals, adaptive filters, Gaussian variables and processes, and elements from linear algebra. Signal processing algorithms: RLS filters, eigenfilters, SVD and signal subspace methods, Toeplitz matrices, iterative algorithms, multichannel separation, and optimization
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