一、課程說明(Course Description)
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<br>This is a graduate level course in mathematical methods for system and signal analysis. The purpose is to give the students a comprehensive view of the mathematics prevalent in contemporary research and practice. The first part is a follow-up to the introductory discrete-time signal processing with emphasis on the processing of signals from random processes. The second part is to present how the linear algebra is used in the analysis of signals with a thorough discussion of the eigen-based method. Some selected papers from the field of signal processing will be discussed in the third part of this class.
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<br> 二、指定用書(Text Books)
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<br>Lecture notes and journal papers in the area of signal processing.
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<br> 三、參考書籍(References)
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<br>1.	Statistical Digital Signal Processing and Modeling, Monson H. Hayes, John Wiley & Sons, 1996.
<br>2.	Mathematical Methods and Algorithms for Signal Processing, Todd K. Moon and Wynn C. Stirling, Prentice Hall, 2000.
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<br> 四、教學方式(Teaching Method)
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<br>     課堂板書授課，每周上課 150 分鐘
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<br> 五、教學進度(Syllabus)
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<br>Part 1:
<br>Discrete-Time Signal Processing 
<br>Discrete-Time Random Processes 
<br>Spectral Analysis 
<br>Adaptive Filtering 
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<br>Part 2:
<br>Linear Algebra
<br>Eigenvalues and Eigenvectors 
<br>Singular Value Decomposition 
<br>Principal Component Analysis 
<br>Estimation Theory – Least Squares and Maximum Likelihood Methods
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<br>Part 3:
<br>Selected Topics in the Area of Signal Processing
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<br> 六、成績考核(Evaluation) 
<br>1.	Computer Projects (3 to 4 Assignments): 30 %
<br>2.	Midterm Exam: 30 %
<br>3.	Final Presentation and Reports 40%
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<br> 七、可連結之網頁位址