ECE 735 Signal Synthesis and Recovery Techniques, Fall 2006
Last Modified: Thu 08 May 2008, 09:18 AM, CDT
Instructor Office Hours: Click here.
See what we did in Fall 2002. Fall 2006 will be quite similar.
Syllabus
D. Slepian,
``On
bandwidth,''
Proc. IEEE, vol. 64, no. 3, pp. 292-300, Mar. 1976. (774 kB)
Frank Kelly's Papers,
Charging and Rate Control for Elastic Traffic
M. Unser,
"Splines: A Perfect Fit for Signal and Image Processing,"
IEEE Signal Processing Magazine, pp. 22-38, Nov. 1999.
Available through IEEE Xplore.
Homework Solutions: Look for Course Reserves under the
Academic tab in
My UW.
Class Schedule for Fall 2006
9/5 Tuesday. Course overview. For precise definition of field and
vector space, see p. 1. For simple vector spaces, see Section 1.3 and
left-hand column of p. 4. Def. of inner product space and Cauchy-Schwarz
inequality p. 19. Def. of norm top of p. 16. Def. of metric see
first paragraph of Section 4.
9/7 Section 1.4, part of Section 1.5: Span, linear independence,
basis, dimension. Worked Problems 2-4, 2-6. Discussed Theorem 2.9.
Introduced least upper bound axiom.
Assigned HW#1: 1-1 (see proof of Lemma 1.2), 2-5,
2-7, 2-9 DUE THU 9/14.
9/12 Defined supremum, infimum. Proved Bolzano-Weierstrass Theorem.
Started Section 4 Metric Spaces. Skipped proofs of Theorems 4.13
and 4.14.
9/14 Covered Def. 4.15 (boundary). Covered Section 4.3 Sequences and
Convergence in Metric Spaces through Theorem 4.26. Gave different
proofs of Theorems 4.19 and 4.20. Download variation on new proofs.
Assigned HW#2: 4-3, 4-4, 4-7, 4-8 4-10 DUE THU 9/21.
NOTE: In Problem 4-8, the formula for the closed ball should
read {x ∈ Q : |x| ≤ r }.
9/19 Discussed the completeness of Rd. Discussed upper
and lower bounds on Euclidean distance. Theorem 4.28: Closed
and bounded subsets of Rd are sequentially compact.
Covered Section 4.4 Fixed Points and Contraction Mappings.
9/21 Covered Section 4.5 Continuous Functions. Worked Problem 4-18.
Started Section 4.6 Compact Sets. Proved Finite Intersection
Property Theorem 4.38. Proved Lemma 4.40, Corollary 4.41, and
Lemma 4.42. Did not prove Lemma 4.43. Defined uniform continuity.
Assigned HW#3: 4-13, 4-14, 4-16(⇒ only), 4-17, 4-19 DUE THU 9/28.
9/26 Went over solutions to some problems in HW#2. Proved Theorem 4.47.
Started Section 5 Normed Vector Spaces. Covered Section 5.1
Projections - Introduction. Gave lots of examples.
9/28 Solved Problem 5-2(b)(c). Proved Lemma 5.4. Discussed Corollary 5.5
and Theorem 5.6.
Assigned HW#4: 5-3, 5-5, 5-6, 5-7, 6-3, 6-5, 6-6, 6-10 DUE THU 10/5.
10/3 Covered Section 5.3 Projections onto Closed Finite-Dimensional Subsets.
Proved Th. 5.8, 5.9, 5.10. Started Section 6. Discussed Problem 6-3,
parallelogram law, polarization identity, orthogonal complement,
Problem 6-11 and Remark following it. Derived the Orthogonality
Principle (Th. 6.7). Discussed projections onto finite-dimensional
subspaces in Section 6.1.
10/5 Discussed (6.7) and (6.8). Covered Section 6.2 Projections onto
Infinite-Dimensional Spaces, Section 6.3 The Projection Theorem.
Derived Proposition 6.13 (inner-product characterization of best
approximation from a convex set).
Assigned HW#5: 6-11, 6-12, 6-13, 6-16, 6-17 DUE THU 10/12.
10/10 Proved Strict Separation Th. 6.14. Covered Sections 7.1 and 7.2.
10/12 Started Section 7.3 Adjoint Operators. Skip Lemma 7.19, Lemma 7.20,
Problem 7-32, 7-33. Briefly discussed Section 7.3.1 Ellipses.
Quickly went over Section 7.3.2 Projections onto range A.
Assigned HW#6: 6-23, 6-26, 6-29, 6-32, 6-33, 7-8 DUE THU 10/19.
10/17 Section 7.4 Solving Linear Equations. Introduced Gaussian Quadrature
and distributed handout. Recommend reading the proof of Theorem 9;
use the Gram-Schmidt formula (6).
10/19 Discussed approximation of functions, use of Matlab functions polyfit
and polyval. Distributed handout on Piecewise Polynomial Functions
and discussed through Section 2.1.
Assigned HW#7: 7-24, 7-25, 7-26, 7-34, 7-35, 7-41 DUE THU 10/26.
See additional notes.
10/24 Introduced the B-splines in Section 2.2 of the handout. Showed how
to use splinetool, export splines, use fnder and fnint for splines.
Started discussion of Section 8: Spectral Theory.
10/26
Exam 1 Review Problems: 2-8, 6-31, 6-34, 6-35, 7-3, 7-4, 7-6,
7-39, 7-43, 7-44, 7-45, 7-46. Solutions.
10/31 Exam 1. Example showing linear independence. Example showing
how the trace problem arises.
11/2 Went over Exam 1. Proved Lemmas 8.2 and 8.3.
Assigned HW#8: Matlab problem on handout and 8-1, 8-2, 8-3,
8-9, 8-10, 8-11 DUE THU 11/9.
11/7 Proved the Spectral Theorem. Covered matrix example, sqrare-root
of an operator application, Fredholm eq. of the 2nd kind example.
Stated Theorem 8.5 giving sufficient conditions for an operator's
eigenfunctions to form a complete orthonormal set.
11/9 Discussed HW#9, how to efficiently implement quadrature in Matlab.
Proved Theorems 8.5, 8.6, and the SVD.
Assigned HW#9: Matlab problem on handout and 8-12, 8-14, 8-17
DUE THU 11/16. legendrequad01.m
11/14 Additional material on approximation of functions. See writeup.
Matlab scripts discussed: lincmb.m, smpthm.m, aprxscript.m, stscript.m
Discussed Fredholm equations of the 2nd kind and regularization.
11/16 Briefly discussed function approximation and related it to the SVD
and pseudoinverse. Started Section 9. Covered Sections 9.1, 9.2,
and 9.4. We are skipping Section 9.3.
Assigned HW#10: 8-18, 9-1, 9-2, 9-3, 9-5, 9-6, 9-8 DUE THU 11/30.
11/21 Covered Section 9.5 Kuhn-Tucker Sufficiency Conditions, Section 9.6
More on Gateaux derivatives. Skip Section 9.7. Section 9.8 only
the part after the proof of Lemma 9.6 to the end of the section.
Section 9.9 The Frechet Derivative.
11/23 THANKSGIVING -- NO CLASS
11/28 Proved Theorem 9.30. Skipped Section 9.10. Covered Section 9.11
The Chain Rule and the Product Rule.
11/30 Section 9.12 Applications. Section 9.13 Functions Concentrated in
Time and Frequency - thru (9.41) (prolate spheroidal wave functions).
Assigned HW#11: 9-12, 9-14, 9-15, 9-16, 9-17 DUE THU 12/7.
12/5 Almost finished Section 9.13.
12/7 Worked on minimizing the out-of-band energy of time-limited signals.
Distrbuted teaching evaluations.
12/12 Gave a precise definition of the prolate spheroidal wave functions.
Discussed sampled version of integral equation for \psi_k. Derived
the sampling theorem and showed both pointwise and norm convergence.
12/14 Discussed Hilbert-Schmidt operators.
Review Problems: 7-8, 7-16, 7-28, 7-42, 8-6, 8-7, 9-22, 9-23.
Also 8-20 FROM TODAY's HANDOUT.
12/18 MONDAY, Final Exam, 12:25 pm in 3534 EH.
Web Page Contact: gubner(at)engr(dot)wisc(dot)edu