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Electrical and Computer Engineering

ECE 413. Digital Signal and Spectral Analysis

Fundamentals of linear least squares estimation of discrete-time signals and their spectra; minimum-norm least squares and total least squares solutions; singular value decomposition; Wiener and Kalman filtering; autoregressive spectral analysis; and the maximum entropy method.

Prerequisite: ECE 310 and ECE 313 and MATH 318, or equivalent, or consent of instructor.
1 unit.