SP5002E - Parametric modelling

Objectives

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