Introduction - Relevant concepts in DSP, linear algebra, matrix analysis, and statistical signal analysis (as needed) Spectral estimation (temporal) - Non-parametric spectrum estimation - Parametric methods for rational spectra (ARMA, MA, AR processes) and line spectra, Array signal processing (spatial) - Arrays and spatial filters, space-time processes - Waveform estimation - broadband and narrowband beamformers - Subspace algorithms - MUSIC, ESPRIT, Root-MUSIC - Applications - direction-of-arrival (DOA) estimation, signal separation, Selected topics in sampling and reconstruction - Dithered sampling, use of a random dither - Sampling, quantization, and interpolation - Sampling of non-bandlimited signals - Finite rate of innovation signals, Change point problems - Canonical change point problems - Non-parametric and Bayesian approaches to the change-point problems - Feedback in change point problems, Approximations in bases and compression - Linear and non-linear approximations - Karhunen Loeve approximations - Transform coding - Distortion rate of quantization Sparse signal processing - Sparse representation and recovery, pursuit algorithms, compressive sensing, Monte Carlo methods in signal processing - Particle filter Inference in Hidden Markov Models, Expectation- Maximization (EM) algorithm.
Petre Stoica and Randolph Moses, ``SpectralAnalysis of Signals``, Prentice Hall, 2005.
Jacob Benesty, Jingdong Chen, and YitengHuang, ``Microphone array signal processing``,Springer, 2008.
Harry L. Van Tress, ``Optimum Array Processing``, Part IV of Detection,Estimation, and Modulation Theory, Wiley Interscience, 2002.
Stefane Mallat, ``A wavelet tour of signal processing: the sparse way``, Academic Press, 2010.
James Candy, ``Bayesian Signal Processing``,Wiley & Sons., 2009.
Olivier Cappe, Eric Moulines, and Tobias Ryden,``Inference in Hidden Markov Models``, Springer Series in Statistics, 2005.
Arnaud Doucet and A.M. Johansen, ``A Tutorial on Particle Filtering and Smoothing: Fifteen years Later``, in Handbook of Nonlinear Filtering(eds. D. Crisan et B. Rozovsky), Oxford UniversityPress, 2011.
Y. C. Eldar and G. Kutyniok, ``Compressed Sensing: Theory and Applications ``, Cambridge University Press, 2011.
Research publications that will be suggested during the course.