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Cours analyse spectrale Part III

Classification des mthodes d'AS. Mthodes non paramtriquesFourier (priodogramme/corrlogramme)Minimum de variance (capon, MV)Dcomposition en valeurs singulires (MUSIC, vecteurs propres)Maximum d'entropie (MEM)Mthodes paramtriquesSignal vu comme la filtre d'un bruit blanc par un modle

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Cours analyse spectrale Part III

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    1. Cours analyse spectrale Part III ESPEO 3me anne Philippe Ravier 2000-2001

    2. Classification des mthodes dAS Mthodes non paramtriques Fourier (priodogramme/corrlogramme) Minimum de variance (capon, MV) Dcomposition en valeurs singulires (MUSIC, vecteurs propres) Maximum dentropie (MEM) Mthodes paramtriques Signal vu comme la filtre dun bruit blanc par un modle paramtrique AR, MA ou ARMA Signal vu comme une somme de sinusodes bruites (Prony, Prony modifi, Pisarenko)

    3. Modlisations

    5. Formes des spectres AR, MA ou ARMA

    13. Exemple sur signal test

    16. Exemple sur signal test (2) - Covariance

    19. Mthodes SVD

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