EESC6350 - Signal Theory

EESC 6350 Signal Theory (3 semester hours) Signal processing applications and signal spaces, vector spaces, matrix inverses and orthogonal projections, four fundamental subspaces, least squares and minimum norm solutions, the SVD and principal component analysis, subspace approximation, infinite dimensional spaces, linear operators, norms, inner products and Hilbert spaces, projection theorems, spectral properties of Hermitian operators, Hilbert spaces of random variables, linear minimum variance estimation and the Levinson-Durbin algorithm, general optimization over Hilbert spaces, methods and applications of optimization. Prerequisite: EE 3302 or equivalent. (3-0) Y