As a side note to Barnabas talk today, some
people may be interested in the talk presented here: link
Its not as rigorous in the math because its an undergraduate class but
she follows the textbook by Oppenheim and Schafer which is the standard
reference text used by electrical engineers for discrete signal
processing.
Particularly lecture 2 parallels a lot of what we talked about today.
What is an LTI system, and introduction of Z transform and its
properties. Some may find this as a nice primer before looking at
the more detailed approach considered here.
A relevant paper
suggested by Csaba:
SUBSPACE ESTIMATION AND PREDICTION METHODS FOR HIDDEN MARKOV MODELS by
Sofia Andersson and Tobias Ryden
Hi everyone,
There is no subspace meeting tomorrow (Nov 18).
Hope to see you next week.
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