Mathematical Sciences

Lund University

Stationary and non-stationary Spectral Analysis

Official Course Description

Description

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.

Coming Sessions

Finished Sessions

Course Information

LTH Code:FMSN35
NF Code: MASM26
Credits:7.5
Level:Advanced Level
Language:English

Prerequisites

CEQ

CEQ - Stationary and non-stationary Spectral Analysis