PHY635: Signal Processing and Data Analysis 6 credits (40-20-0)

Objectives

To provide students with a basis for understanding data structures, hidden pattern and planning of digital systems with emphasis on signal processing. The data and signals studied are of various types including the speech, biological data and signal, geophysical data signals, etc. Part of the course must be devoted to the development of algorithms and computer exercises.

Contents

Signal and systems, signal with finite energy and power, signal sampling and reconstruction, frequency analysis of signals, discrete Fourier Transform, FFT, wavelet transform, stochastic signals, correlation functions and power spectra, multivariate statistical treatment of quantitative and qualitative data, exploratory data analysis, regression and classification methods, partial least square and ridge regression, validation of data, cross-validation and Jack-knifing.