Notes on Kalman Filtering
Brian Borchers and Rick Aster
November 7, 2011
Introduction
Data Assimilation is the problem of merging model predictions with actual measurements of a system to produce an optimal estimate of the current state of
the system and/
The Wiener Filter
Brian Borchers and Rick Aster
November 11, 2013
In this lecture well discuss the problem of optimally ltering noise from
a signal. The Wiener lter was developed by Norbert Wiener in the 1940s.
Although the lter can be derived in either c
Notes on Random Processes
Brian Borchers and Rick Aster
October 25, 2011
A Brief Review of Probability
In this section of the course, we will work with random variables which are
denoted by capital letters, and which we will characterize by their probabil
Data Processing and Analysis
Rick Aster and Brian Borchers
October 12, 2011
Introduction to Multidimensional and Multichannel Processing
We have now covered most of the basic tools in analyzing one-dimensional time
or spatial series. Many data sets in geo
Time Series/Data Processing and Analysis
(MATH 587/GEOP 505)
Brian Borchers and Rick Aster
November 8, 2013
Notes on Deconvolution
We have seen how to perform convolution of discrete and continuous signals
in both the time domain and with the help of the
Digital Filtering
Rick Aster and Brian Borchers
October 19, 2013
Digital Filtering
We next turn to the (very broad) topic of how to manipulate a sampled signal
to alter the amplitude and/or phase of dierent frequency components of the
signal. There is an
Data Processing and Analysis
Rick Aster and Brian Borchers
September 27, 2013
Sampled Time Series
Numerical scientic data are commonly organized into series or matrices, i.e.,
sets of spatially or temporally ordered numbers that approximate a continuous
t
Data Processing and Analysis
Rick Aster and Brian Borchers
September 10, 2013
Energy and Power Spectra
It is frequently valuable to study the power distribution of a signal in the frequency domain. For example, we may wish to have estimates for how the po
Data Processing and Analysis
Rick Aster and Brian Borchers
September 9, 2013
Introduction to Linear Systems, Part 2: The Frequency Domain
In Chapter 1, we examined signals in linear systems using time as the independent variable. We now address the fundam
Data Processing and Analysis
Rick Aster and Brian Borchers
August 16, 2013
Introduction to Linear Systems, Part 1: The Time
Domain
Our primary goal in this course is to understand methods of analyzing temporal
and spatial series, especially as applied to
EE 308
Spring 2006
Input and Output Ports
How do you get data into a computer from the outside?
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LDAA
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