Handbook

The focus of this course is on developing principles and tools for the analysis, design, and implementation of digital (discrete-time) signal processing and control systems. The course builds upon principles and tools for the analysis of analog (continuous-time) and sampled signals and systems learned in Signals and Systems. The course also builds upon the probability and statistics learned in Mathematics 1B and 2B, facilitating the analysis of stochastic signals and systems. The course covers the analysis of discrete-time signals in the time and frequency domain, the z-transform, the analysis, design, and implementation of FIR and IIR digital filters, the analysis of discrete-time and sampled-data state-space models, the design and implementation of state feedback controllers, the analysis of random processes including power spectral density and spectral estimation, and the design and implementation of state estimators including the Kalman filter.