ECE 8413

DIGITAL SPECTRAL ANALYSIS

Fall '06

Instructor:

N.H. Younan, Simrall 225

Phone: 325-3721, FAX: 325-2298
E-mail: younan@ece.msstate.edu
Course Information: WebCT

Objective:

To link the gap between classical and modern methods of signal processing and provide a
broad perspective of spectral estimation techniques and their implementation (theoretical
foundations, limitations, and practical constraints)

Textbook:

Spectral Analysis of Signals, Stoica and Moses, Prentice-Hall

References:

Modern Spectral Estimation: Theory & Applications, S.M. Kay, Prentice-Hall

Digital Processing of Random Signals, Theory & Methods, Porat
Digital Spectral Analysis with Applications, S.L. Marple, Jr.

Grading:

Mid-term
Final
Homework and Computer Assignments
Project/Presentation

25%
35%
20%
20%

Computer Assignments:
Publication format (Follow IEEE Guidelines)
Abstract
Introduction
Methodology (Brief discussion of Theory)
Simulation Results
Conclusion
Project/Presentation:
Proposal:
Presentation:
Project report:
Report format:

Due September 19, a weekly progress report is required afterward

November 28 and 30
December 1, 3:00 pm
Similar to Computer Assignments

NOTES:
1. Prior to proposal submission, a one page summary of a related journal article is
due every Thursday, starting Thursday, 24. A good source is the IEEE Transactions
(Signal Processing). Students have online access via IEEE Xplore.
2. All assignments are due by 11:00 am on the due date - Late assignments are not
acceptable.
3. Electronic submission is required, except for regular homework problems.

Course Outline:
I.

The Spectral Estimation Problem

II.

Review of Probability, Random Processes, and Statistics

III.

Classical Spectral Estimation (Non-Parametric)

*
*
*

IV.

Parametric Modeling
*
*
*

V.

Maximum Likelihood
Maximum Entropy
Minimum Variance

Sinusoidal Parameter Estimation

*
*
*

VII.

Autoregressive (AR)
Moving Average (MA)
Autoregressive-Moving Average (ARMA)

Statistical Estimation
*
*
*

VI.

Correlogram
Periodogram
Average Periodogram

Singular Value Decomposition (SVD)

Prony
Multiple Signal Classification (MUSIC)

High Order Spectral Estimation