Lecture

Parametric Signal Models: Markov Chains

In course

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Description

This lecture covers the concept of parametric signal models, focusing on AutoRegressive (AR) processes and Markov chains. It explains the definition, synthesis, and analysis of AR processes, as well as the correlation structure and filtering interpretation. The lecture also delves into the generation and correlation analysis of Markov chains, emphasizing linear estimation, prediction, and probability density estimation.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_lc1mpr8c

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Ontological neighbourhood

Information engineering

Signal processing: Filtering theory, Digital image processing, Fourier analysis

Statistics

Data analysis: Time series, Regression analysis

Computer engineering

Computer data storage: File systems

Computer architecture: Operating systems

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