4F7 - Spectrum estimation

Lecture notes for the course:

All Sections in PDF format

1) Overview, Discrete time systems and Data Windowing

Matlab demos:

Flute Spectrogram Demo (plus musical extract flute.wav.)

Continuous time windows

Discrete time windows

2) Non-parametric spectrum estimation

Matlab demos:

Zero-padding

3) Parametric estimation

Matlab demos:

Periodogram of white noise

4) Advanced topics

Examples paper (including solutions)

Please send any corrections or comments to sjg@eng.cam.ac.uk

                                                            Simon Godsill Nov. 2007