SP5002 - Parametric modelling

SP5002 - Parametric modelling


General objective:

At the end of the course the student:
- should be able to situate the tool of parametric modelling pour spectral estimation of a signal in the panorama of existing tools
- should know the main models of available signals to make these assessments:
- Linear modelling: stationary ARMA
- Linear modelling: AR diagram
- Prony’s method: deterministic modelling, least squares
- Geometrical approach: signal and noise subspaces
- Geometrical approach: Pisarenko model, MUSIC, ESPRIT, introduction to non stationary diagrams


  • Lectures : 10
  • Supervised Work : 4

Form of assessment

Total assessment hours: 2

This course is part of the programme

In brief

ECTS credits : cf Teaching Unit

Number of hours 16



Email : paul.thevenon @ enac.fr