This course provides the fundamental computational toolbox for solving science and engineering problems. Topics include review of linear algebra, applications to networks, structures, estimation, finite difference and finite element solutions of differential equations, Laplace's equation and potential flow, boundary-value problems, Fourier series, the discrete Fourier transform, and convolution. We will also explore many topics in AI and machine learning throughout the course.

This course provides a review of linear algebra, including applications to networks, structures, and estimation, Lagrange multipliers. Also covered are: differential equations of equilibrium; Laplace's equation and potential flow; boundary-value problems; minimum principles and calculus of variations; Fourier series; discrete Fourier transform; convolution; and applications.
Note: This course was previously called "Mathematical Methods for Engineers I."

The course treats: the discrete Fourier Transform (DFT), the Fast Fourier Transform (FFT), their application in OFDM and DSL; elements of estimation theory and their application in communications; linear prediction, parametric methods, the Yule-Walker equations, the Levinson algorithm, the Schur algorithm; detection and estimation filters; non-parametric estimation; selective filtering, application to beamforming.

This class addresses the representation, analysis, and design of discrete time signals and systems. The major concepts covered include: Discrete-time processing of continuous-time signals; decimation, interpolation, and sampling rate conversion; flowgraph structures for DT systems; time-and frequency-domain design techniques for recursive (IIR) and non-recursive (FIR) filters; linear prediction; discrete Fourier transform, FFT algorithm; short-time Fourier analysis and filter banks; multirate techniques; Hilbert transforms; Cepstral analysis and various applications.
Acknowledgements
I would like to express my thanks to Thomas Baran, Myung Jin Choi, and Xiaomeng Shi for compiling the lecture notes on this site from my individual lectures and handouts and their class notes during the semesters that they were students in the course. These lecture notes, the text book and included problem sets and solutions will hopefully be helpful as you learn and explore the topic of Discrete-Time Signal Processing.

This course introduces quantitative approaches to understanding brain and cognitive functions. Topics include mathematical description of neurons, the response of neurons to sensory stimuli, simple neuronal networks, statistical inference and decision making. It also covers foundational quantitative tools of data analysis in neuroscience: correlation, convolution, spectral analysis, principal components analysis, and mathematical concepts including simple differential equations and linear algebra.