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Mathematical Methods of Signal Processing
Last Updated: 2026-02-05 15:35:16
Abstract
This course offers a mathematical correct but still non-technical description of key objects relevant for signal processing, such as Diracmeasures, Dirac combs, various function spaces (like L^2), impulse response, transfer function, Gabor expansion, and so on. The approach is based on properties of "Feichtinger's algebra". MATLAB routines will serve as illustration.
Objective
The aim of the class to familiarize the participants with the idea of generalized functions (usual called distributions), and to provide a (novel approach) to a theory of mild distributions, which cannot be found in books so far (the course will contribute to the development of such a book). From the physical point of view, such an object is something, which can be measured or captured by (linear) measurements, such as an audio signal. The Harmonic Analysis perspective is, that the Fourier transform and time-frequency transforms are possible over any locally compact group. Engineers talk about discrete or continuous, periodic and non-periodic signals. Hence, a unified approach to these settings and a discussion of their interconnection (e.g. approximately computing the Fourier transform of a function using the DFT) is at the heart of this course.
Content
Mathematical Foundations of Signal Processing: 0. Recalling (on and off) concepts from linear algebra (e.g. linear mappings, etc.) and introducing concepts from basic linear functional analysis (Hilbert spaces, Banach spaces) 1. Translation invariant systems and convolution, elementary functional analytic approach; 2. Pure frequencies and the Fourier transform, convolution theorem 3. The subalgebra L1(Rd) of integrable functions (without Lebesgue integration), Riemann Lebesgue Lemma 4. Plancherels Theorem, L2(Rd) and basic Hilbert space theory, unitary mappings 5. Short-time Fourier transform, the Feichtinger algebra S0(Rd) as algebra of test functions 6. The dual space of mild distributions, relationship to tempered distributions (for this familiar); various characterization 7. Gabor expansions of signals, characterization of smoothness and decay, Gabor frames and Riesz bases; 8. Transition from continuous to discrete variables, from periodic to the non-periodic case; 9. The kernel theorem, as the continuous analogue of matrix representations; 10. Sobolev spaces (describing smoothness) and weighted spaces; 11. Spreading representation and Kohn-Nirenberg representation of operators; 12. Gabor multipliers and approximation of slowly varying systems; 13. As time permits: the idea of generalized stochastic processes 14. Further subjects as demanded by the audience can be covered on demand. Detailed lecture notes will be provided. This material will become part of an on-going book-project, which has many facets.
Resources
Lecture Notes
This material will be regularly updated and posted at the lecturer's homepage, athttps://www.univie.ac.at/nuhag-php/home/skripten.phpThere will be also a dedicated WEB page atwww.nuhag.eu/ETH20(to be installed in the near future).
Learning Materials (Links)
- Main link
- Script
General Information
- Language
- English
- Levels
- MSC
Examination
- Type
- end-of-semester examination
- Mode
- oral 30 minutes
Course Components
| Type | Title | Time & Place | Hours |
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| lecture with exercise |
Mathematical Methods of Signal Processing
Lecture start is on Tuesday, 6 October 2020.
Remote lecture on Tusdays 8-10h, per Zoom:
Meeting-ID: 994 133 7347
Kenncode: 530642
Remote exercise on Thursdays 14-16h, per Zoom.
Meeting-ID: 863 7709 0433
Kenncode: 170548
The lecturer will communicate the exact lesson times of ONLINE courses.
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4 h weekly |
Offered In
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Electives (For the Master's degree in Applied Mathematics the following additional condition (not manifest in myStudies) must be obeyed: At least 15 of the required 28 credits from core courses and electives must be acquired in areas of applied mathematics and further application-oriented fields.)
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Signal Processing and Machine Learning (The core courses and specialisation courses below are a selection for students who wish to specialise in the area of "Signal Processing and Machine Learning ", see . The individual study plan is subject to the tutor's approval.)
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Specialisation Courses (These specialisation courses are particularly recommended for the area of "Signal Processing and Machine Learning", but you are free to choose courses from any other field in agreement with your tutor. A minimum of 40 credits must be obtained from specialisation courses during the MSc EEIT.)
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Major Courses (A total of 42 CP must be achieved during the Master Programme. The individual study plan is subject to the tutor's approval.)
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General Electives (Students may choose General Electives from the entire course programme of ETH Zurich - with the following restrictions: courses that belong to the first or second year of a Bachelor curriculum at ETH Zurich as well as courses from GESS "Science in Perspective" are not eligible here. The following courses are explicitly recommended to physics students by their lecturers. (Courses in this list may be assigned to the category "General Electives" directly in myStudies. For the category assignment of other eligible courses keep the choice "no category" and take contact with the Study Administration ( ) after having received the credits.))
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