| Ses # | Topic | Lecture Slides |
|---|---|---|
| 1 | Introduction | Lecture 1 Slides (PDF - 1.1MB) |
| 2 | Transforms | Lecture 2 Slides (PDF) |
| 3 | Energy Spectral Density | Lecture 3 Slides (PDF) |
| 4 | State-Space Models | Lecture 4 Slides (PDF) |
| 5 |
State-Space Models Equilibrium Linearization |
Lecture 5 Slides (PDF) |
| 6 |
Modal Solution of Undriven CT LTI State-Space Models |
Lecture 6 Slides (PDF) |
| 7 |
Full Modal Solution Asymptotic Stability Reachability Observability |
Lecture 7 Slides (PDF) |
| 8 |
Matrix Exponential ZIR+ZSR Transfer Function Hidden Modes Reaching Target States |
Lecture 8 Slides (PDF) |
| 9 | Observers for State Estimation | Lecture 9 Slides (PDF) |
| 10 |
Observers State Feedback |
Lecture 10 Slides (PDF) |
| 11 |
State Feedback Observer-Based Feedback |
Lecture 11 Slides (PDF) |
| 12 |
Probabilistic Models Random Variables |
Lecture 12 Slides (PDF) |
| 13 |
Vector Picture for First- and Second-Order Statistics MMSE and LMMSE Estimation |
Lecture 13 Slides (PDF) |
| 14 |
LMMSE Estimation Orthogonality |
Lecture 14 Slides (PDF) |
| 15 |
Normal Equations Random Processes |
Lecture 15 Slides (PDF) |
| 16 |
Wide-Sense Stationary Processes LTI Filtering of WSS Processes |
 Lecture 16 Slides (PDF)
|
| 17 | LTI Filtering of WSS Processes |
Lecture 17 Slides (PDF)
|
| 18 | Power Spectral Density (PSD) | Lecture 18 Slides (PDF) |
| 19 |
Einstein-Wiener-Khinchin Theorem PSD Applications Modeling Filters |
Lecture 19 Slides (PDF)
|
| 20 | Wiener Filtering | Lecture 20 Slides (PDF) |
| 21 | Wiener Filtering Illustrations | Lecture 21 Slides (PDF) |
| 22 | Hypothesis Testing | Lecture 22 Slides (PDF) |
| 23 |
Neyman-Pearson Testing Signal Detection |
Lecture 23 Slides (PDF) |
| 24 | Matched Filtering | Lecture 24 Slides (PDF) |