This course offers an elementary introduction to signals and systems. Our goal is to help students understand mathematical descriptions of signal processing algorithms and express those algorithms as basic computer implementations via MATLAB.
This course is about inference from incomplete data in high-dimensional linear systems. The core topics will revolve around the following concepts: Foundations of low dimensional models, such as sparsity and low-rank models, Convex geometry in high dimensions, Randomness in high dimensions Convex and combinatorial optimization, Analysis and design of algorithms.
The course focuses on providing diverse mathematical tools for graduate students from statistical inference and learning; graph theory, signal processing and systems; coding theory and communications, and information theory.
This course describes theory and methods to address three key challenges in data sciences: estimation, prediction, and computation. We use convex analysis and methods as a common connecting theme, and illustrate the main ideas on concrete applications from machine learning and signal processing.