Signal processing

(48h Lec, 5 ECTS) T. Marx and J.C. Valière

In this course, we review the fundamentals of signal processing needed to process signals obtained from numerical or experimental data, and to understand flow dynamics. The course covers topics such as Fourier analysis, random signals, wavelet analysis, proper orthogonal decomposition, filters, and estimation theory. The discrete versions of these are included so that the different tools can put in practice in matlab (or octave) environment. The second part of the course concerns the analysis of systems and the design of digital filters. It is applied to parametrical estimation of speech, of turbulence spectrum and of the detection of impulsions and intermittences.