Lecture |
Date |
What was
covered |
Notes |
Textbook Section |
1 |
Jan. 26 |
Introduction |
canceled due to snow |
1.1 |
2 |
Jan. 28 |
Introduction: Numbers and algebraic structures |
get assignment 1 |
1.1 |
3 |
Feb. 2 |
Introduction: Functions, sequences and matrices |
- |
1.2 |
4 |
Feb. 4 |
Vector Spaces, Linear Independence, Spanning, Basis |
return assignment 1; get assignment 2 |
2.1 |
5 |
Feb. 9 |
Vector spaces: Basis theorem; Norms and Banach space |
- |
2.1 |
6 |
Feb.11 |
Scalar products and Hilbert spaces; Cauchy-Schwarz inequality; Schauder basis; Orthonormal basis;Gramm-Schmidt orthonormalization; biorthogonal basis. |
- |
2.2 |
7 |
Feb.16 |
Subspaces, Linear transformations, Matrix representation, Matrix Algebra |
return assignment 2; get assignment 3. |
2.2 |
8 |
Feb.18 |
The adjoint operator; orthogonal projections |
- |
2.2 |
9 |
Feb.23 |
Projections onto range and kernel of linear operators; direct sums and orthogonal decompositions |
return assignment 3; get assignment 4 |
2.2 |
10 |
Feb.25 |
Fourier series: Definition, ONB, convergence, inversion. |
Matlab Code |
3.1.3 |
11 |
Mar. 1 |
Fourier transform: Definition, Plancherel Theorem, Riemann-Lebesgue Lemma, Inversion |
return assignment 4; get assignment 5. |
3.1.3 |
12 |
Mar. 3 |
Continuous Fourier Transform: Windowing; smoothing vs decay |
|
3.2 |
13 |
Mar. 8 |
Discrete Fourier Transforms: DFT, FFT |
return assignment 5 |
3.2 |
- |
Mar. 9 |
REVIEW SESSION |
- |
Wed. Mar. 9, 3:30pm-5:00pm in CSIC 4122 |
14 |
Mar.10 |
- |
First In-Class Test |
- |
15 |
Mar. 22 |
Discrete Hartley Transform; Discrete Cosine Transforms |
get assignment 6 |
3.2 |
16 |
Mar.24 |
Sampling: Lagrange interpolation |
- |
4.1.1, 4.1.2 |
17 |
Mar.29 |
Sampling: Bandlimited functions; Shannon's sampling formula |
return assignment 6; get assignment 7 |
4.1.3 |
18 |
Mar.31 |
Signal Estimation; Measurement, noise, likelihood, MLE, unbiased estimators |
- |
4.2 |
19 |
Apr. 5 |
Signal Estimation: MAP and MMSE |
return assignment 7; get assignment 8 |
5.1.2,5.1.3 |
20 |
Apr. 7 |
The Continuous Wavelet Transform; Scalogram; Inversion of the CWT |
- |
5.2.1 |
21 |
Apr.12 |
Discrete Wavelet Transform: frames to basis; MRA (1) |
return assignment 8; get assignment 9 |
5.2.1, 5.2.2, 5.2.3 |
22 |
Apr.14 |
MRA (2): Spaces Vj |
- |
5.2.3 |
23 |
Apr.19 |
MRA (3): Spaces Wj |
return assignment 9; get assignment 10 |
5.3 |
24 |
Apr.21 |
MRA (4): Linear Time-Invariant Filters |
- |
|
25 |
Apr.26 |
Synthesis Filter banks: scaling functions and wavelets |
return assignment 10; get assignment 11 |
|
26 |
Apr.28 |
Applications: Image analysis/synthesis |
|
|
27 |
May. 3 |
Application: Interplay between statistical signal processing and linear transforms |
return assignment 11 |
|
- |
May. 4 |
REVIEW SESSION |
- |
Wed. May 4, 3:00pm-4:30pm in CSIC 4122 |
28 |
May 5 |
- |
Second In-Class Test |
|
29 |
May.10 |
Uncertainty Inequalities: Heisenberg principle; CRLB |
Last Class |
4.2.2 |
- |
May.10 |
REVIEW SESSION |
- |
Tues. May 10, 2:00pm-4:00pm in MATH B0431 |
- |
May. 12 |
FINAL EXAM |
FINAL EXAM |
8:00am-10:00am in CSIC 4122 |