Dr. Martin v. Mohrenschildt

We examine a variety of mathematical techniques related to series analysis and prediction. We take two points of view, the signals and systems and the statistical point of view. Topics include, Hilbert spaces, norms and duals, transfer functions, Integral transforms, Wavelets, Markov Models, linear prediction, auto-regression, filtering and smoothing, Bayesian filtering.

Sound as signals (Fourier Analysis, basic harmony theory), Sound analysis (filters, FFT), Synthesis (band limited signals), over-sampling, real-time signal processing, user interfaces (real time interaction with algorithms), vocoders, physical modeling (fast DSP algorithms to solve PDE’s).

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