Filter design via optimization. Spectral factorization. Minimum-phase FIR filter design. Multirate systems. Interpolation. Short-time Fourier transform (STFT). Filter banks. Wavelet transforms (in one and two dimensions). Lattice filters for filter banks. Sparse signal processing (optimization algorithms and applications). Signal/image models (mixture models, non-Gaussian, etc.). Inverse problems (de-blurring, missing data estimation). Matlab programming exercises.
Prerequisites: EL 6113 or Equivalent. *Online version available.