University of Illinois Urbana-Champaign 4 credits Electrical and Computer Engineering
Mathematical tools in a vector space framework, including: finite and infinite dimensional vector spaces, Hilbert spaces, orthogonal projections, subspace techniques, least-squares methods, matrix decomposition, conditioning and regularizations, bases and frames, the Hilbert space of random variables, random processes, iterative methods; applications in signal processing, including inverse problems, filter design, sampling, interpolation, sensor array processing, and signal and spectral estimation. Prerequisite: ECE 310, ECE 313, and MATH 415.
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