USU Geology 6600/7600:"Signal Analysis" Course Materials, Fall 2017

Course Syllabus

Supplemental Papers:

  • Kay & Marple (1981)


  • Class Meets: TR, 1:30-2:45 pm, in Geology 217a

    PowerPoint Lectures:

  • 29 August: Introduction to Signal Analysis; "Review" of Multivariate Statistics
  • 31 August: "Review" of Multivariate Statistics; Autocorrelation
  • 12 September: Autocorrelation, Stationarity, Crosscorrelation
  • 14 September: Ergodicity, Power Spectra and the Fourier Transform
  • 19 September: Coherence; Example applications of cross-power spectra
  • 21 September: Energy vs Power Spectral Density; Linear Systems (SISO)
  • 26 September: Discrete Systems, Aliasing
  • 28 September: Power Spectral Estimation (Periodogram)
  • 10 October: Power Spectral Estimation (Blackman-Tukey; Tapers; Multitapers)
  • 12 October: Power Spectral Estimation (Multitaper; Wavelets)
  • 24 October: Frequency Response Estimation, Noise and Coherence in SISO Systems
  • 26 October: Frequency Response Estimation, Noise and Coherence in MISO Systems
  • 31 October: Wiener Filtering
  • 2 November: Kalman Filtering
  • 7 November: Signal Analysis in Becker et al.
  • 9 November: Signal Analysis in Becker et al.
  • 28 November: FFT Redux; Optimal Interpolation