ECE: Electrical & Computer Engineering

ECE 6624 Spectral Estimation & Modeling

Fall 2016 textbook list

The Fall 2016 ECE textbook list is available online for students.

Current Prerequisites & Course Offering

For current prerequisites for a particular course, and to view course offerings for a particular semester, see the Virginia Tech Course Timetables.

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ECE 6624 Spectral Estimation & Modeling (3C)

An advanced introduction to the processing and modeling of random discrete-time signals. Random time series, auto- and cross-correlation sequences and their generation, filtering of random sequences, Wiener filter, matched filters, modeling assumption errors, one-step predictors, rational modeling of random sequences, parametric and non-parametric spectral estimation.

What is the reason for this course?

Digital signal processing algorithms find application in a large variety of situations. Many of these applications deal with signals about which there is a degree of uncertainty, so that digital signal processing has to be combined with probabilistic aspects for discrete time stochastic processes. Digital signal processing algorithms for random sequences are designed on the basis of spectral knowledge that most often has to be arrived at by estimation. The parametric and non-parametric estimators become an important aspect of the design process.

Typically offered: Fall. Program Area: Communications.

Prerequisites: 5604, 4624.

Why are these prerequisites or corequisites required?

The prerequisite material consists of the basic tools for characterizing and processing random signals, as covered in ECE 5605, and the basic tools for deterministic digital signal processing and their application to digital filter design and Discrete Fourier analysis, as treated in ECE 4624.

Department Syllabus Information:

Major Measurable Learning Objectives:
Course Topics
Topic Percentage
1. Random time series, correlation, spectral density 10%
2. Linear system response characterization, spectral factorization, whitening 15%
3. Covariance generation for ARMA systems and its applications 10%
4. Matched and Wiener filtering, orthogonality, smoothing, prediction, one-step prediction 10%
5. Fast algorithms: Durbin and Levinson recursions 10%
6. Periodogram, resolution, MA estimation, correlation, smoothed and averaged periodogram, Barlett/Welch 15%
7. Rational modeling: AR and ARMA, ladder structures, reflection coefficients, maximum entropy 15%
8. Model choice, order estimation 5%
9. Covariance sequence/matrix parameterization and its applications 10%

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