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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 3ème année Philippe Ravier 2000-2001

    2. Classification des méthodes d’AS Méthodes non paramétriques Fourier (périodogramme/corrélogramme) Minimum de variance (capon, MV) Décomposition en valeurs singulières (MUSIC, vecteurs propres) Maximum d’entropie (MEM) Méthodes paramétriques Signal vu comme la filtrée d’un bruit blanc par un modèle paramétrique AR, MA ou ARMA Signal vu comme une somme de sinusoïdes bruitées (Prony, Prony modifié, Pisarenko)

    3. Modélisations

    5. Formes des spectres AR, MA ou ARMA

    13. Exemple sur signal test

    16. Exemple sur signal test (2) - Covariance

    19. Méthodes SVD

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