332:525 - Optimum Signal Processing - Spring 2008

• Syllabus, Overview, and Reference Books (pdf)

• Detailed class schedule, including exam dates.

• S. J. Orfanidis, Optimum Signal Processing , 2nd ed., 2007 republication of the 1988 McGraw-Hill edition. The book may be freely downloaded in PDF format.

• Solutions manual

• MATLAB functions
• C functions
• Fortran subroutines

  Lecture notes on the Singular Value Decomposition and its signal processing applications by S. J. Orfanidis (2002-2007), and related MATLAB files.

• Homework Set 1 (pdf)

• Computer Experiment 1 (pdf) - due 01/31/08
• Computer Experiment 2 (pdf) - due 02/07/08
• Computer Experiment 3 (pdf) - due 02/21/08 (this data file is needed)
• Computer Experiment 4 (pdf) - due 03/06/08
• Computer Experiment 5 (pdf) - due 04/10/08
• Computer Experiment 6 (zip) - due 05/01/08

• Early papers on adaptive antennas + some reviews.

• Generalized sidelobe canceler papers.
• Portfolio optimization papers.

• SVD and related references

• Final projects

• Sunspot data
• Southern oscillation index
• Iris data
• Turtle data
• CCA example
• SVD example of noisy sinusoids

SVD Applications:

• SVD basics
• Reduced-rank signal processing methods
• Image processing applications
• NMR and other biomedical applications
• PCA and SSA applications to climate
• Chaotic dynamics
• Canonical correlation analysis