Stationary and non-stationary Spectral Analysis
Official Course Description
- LTH Course Description (SV)
- NF Course Description (SV)
- LTH Course Description (EN)
- NF Course Description (EN)
The course is given every second year (2014, 2016, 2018, etc).
Basic definitions. Continued study of AR (auto regressive), MA (moving average) and ARMA-processes. Line spectrum and parametric estimating methods. Sub space based techniques. Non-parametric spectral estimators, data-adaptive techniques and multi window techniques. Non-uniform sampling. Orientation about circular and non-circular processes. Spatial spectral analysis. Non-stationary signals. Spectrogram. Wigner-Ville distribution. Cohen’s class. Ambiguity-spectrum. Doppler-spectrum. Multi-window techniques for non-stationary signals. Orientation about bi-spectrum.
- Spring, first half 2022 : Biomedical Engineering, Information and Communication Engineering Technologies, Computer Science and Engineering, Electrical Engineering, Engineering Physics, Industrial Engineering and Management, Master's Program in Mathematical Statistics, Engineering Mathematics