Spectral Estimation

Course content

Review of basic concepts. Nonparametric methods (periodogram and correlogram based methods). Parametric methods for rational spectra (AR, MA, and ARMA modeling). Parametric methods for line spectra (models of sinusoidal signals in noise). Spatial methods (MUSIC, Min-norm, ESPRIT, etc.). Description of the cases that can be handled via the following approaches: Higher-order statistical analysis, adaptive estimation, time-frequency analysis.