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Computational Methods in SP

This document provides a syllabus for a course on computational methods and algorithms in signal processing. The syllabus covers topics such as random variables and processes, linear systems, vector spaces and linear algebra, eigenvalues and eigenvectors, the singular value decomposition, linear signal models, iterative and recursive methods, the expectation maximization algorithm, and methods of optimization including shortest path algorithms and dynamic programming. Specific algorithms and applications discussed include the Viterbi algorithm, maximum likelihood sequence estimation, convolutional decoding, hidden Markov models, and code division multiple access.

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Utpal Das
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38 views

Computational Methods in SP

This document provides a syllabus for a course on computational methods and algorithms in signal processing. The syllabus covers topics such as random variables and processes, linear systems, vector spaces and linear algebra, eigenvalues and eigenvectors, the singular value decomposition, linear signal models, iterative and recursive methods, the expectation maximization algorithm, and methods of optimization including shortest path algorithms and dynamic programming. Specific algorithms and applications discussed include the Viterbi algorithm, maximum likelihood sequence estimation, convolutional decoding, hidden Markov models, and code division multiple access.

Uploaded by

Utpal Das
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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SUBJECT NO-EE60015, SUBJECT NAME- COMPUTATIONAL METHODS AND ALGORITHMS IN

SIGNAL PROCESSING
LTP- 3-1-0,CRD- 4
SYLLABUS :-
Random variables, vectors and random processes, Discrete-time stochastic
processes, Linear systems with stationary random inputsVECTOR SPACES AND LINEAR
ALGEBRA:Signal Spaces: Linear transformations: range and nullspace, Projections
and orthogonal projections, Projection matrices, The projection theorem,
Orthogonalization of vectors.Linear operators and matrix inverses: The LU
factorization, The Cholesky factorization, Unitary matrices and the QR
factorizationEigenvalues and Eigenvectors: Eigenvalues and linear systems,
Linear dependence of eigenvectors, Diagonalization of a Matrix, The Gershgorin
circle theorem, Eigenfilters, Moving the eigenvalues around, Noiseless
constrained channel capacity, Computation of eigenvalues and eigenvectorsThe
Singular Value Decomposition: Matrix structure from the SVD, Pseudo-inverses
and the SVD, Numerically sensitive problems, Rank-reducing approximations:
effective rankSome special matrices and their applications: Permutation
matrices, Toeplitz matrices and some applications, Vandermonde matrices,
Circulant matrices, Triangular matrices, Properties preserved in matrix
productsLinear Signal Model:Synthesis of coloring filter and Analysis of
whitening filter, Rational power spectra (AR, MA, ARMA), Relationship between
filter parameters and autocorrelation sequences, Lattice-Ladder filter
realizationITERATIVE AND RECURSIVE METHODS IN SIGNAL PROCESSINGBasic concepts
and methods of iterative algorithms: Newton's method, Steepest descent, LMS
adaptive filtering, Blind source separationIterative algorithms: Iterative
methods for computing inverses of matrices, The Jacobi method, Gauss-Seidel
iteration, Successive over-relaxation (SOR), Algebraic reconstruction
techniques (ART), Conjugate direction methods, Conjugate gradient methodThe
Expectation Maximization Algorithm: General Statement of the EM Algorithm,
Hidden Markov Models, The E and M steps, The forward and backward
probabilities, Discrete output densities, Gaussian output densities,
Normalization, Algorithms for HMMs, Spread-Spectrum, Multi-User
CommunicationMETHODS OF OPTIMIZATION:Shortest path algorithms and dynamic
programming:The Viterbi algorithm, Code for the Viterbi algorithm, Related
algorithms: Maximum-likelihood sequence estimation, The Intersymbol
interference (ISI) channel, Code division multiple access (CDMA), Convolutional
decoding, HMM likelihood analysis and HMM training, Lielikhood, Evaluation,
Decoding, problem, Dynamic warping.

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