The main goal of this course is to bridge the gap between introductory signal processing classes (EE430) and the mathematics prevalent in signal processing research and practice, by providing a unified applied treatment of fundamental mathematics and vector-space framework.
The course content is as follows:
Vector-space concepts in relation to signals and systems; signal subspaces; signal representation in
different bases; norms and inner products; systems as operators; projectors; linear algebraic and
statistical approaches to solving linear equations; least-squares problems; linear minimum mean square
error estimation; solving large-dimensional linear equation systems; applications in signal processing
including filter design, approximation, interpolation, data compression, signal estimation and inverse
problems.