Dec 01, 2021  
2020-2021 Undergraduate Calendar 
2020-2021 Undergraduate Calendar [ARCHIVED CATALOG]

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MTHE 454 NOT OFFERED 2020-2021 - Statistical Spectrum Estimation W | 3

Lecture: 3
Lab: 0
Tutorial: 0
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.

Academic Units:
Mathematics 12
Natural Sciences 0
Complementary Studies 0
Engineering Science 12
Engineering Design 12

PREREQUISITE(S): 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

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