Applied & Computational Harmonic Analysis:
Lecture Slides Page (Winter 2018)
Lecture 01: Overture / Motivations / What Is a Signal? (Monday, Jan. 8)
Lecture 02: Basics of Fourier Transforms (Wednesday, Jan. 10)
Lecture 03: Uncertainty Principles (Wednesday, Jan. 17)
Lecture 04: Discretization via Sampling (Monday, Jan. 22)
Lecture 05: Fourier Series on Intervals (Wednesday, Jan. 24)
Lecture 06: Functions of Bounded Variations; Fourier Series on Intervals II (Monday, Jan. 29)
Lecture 07: Discrete Fourier Transform (Wednesday, Jan. 31)
Lecture 08: Fast Fourier Transform (Monday, Feb. 5)
Lecture 09: From Sturm-Liouville Theory to Discrete Cosine/Sine Transforms (Wednesday, Feb. 7)
Lecture 10: Karhunen-Loève Transform/Principal Component Analysis (Monday, Feb. 12)
Lecture 11: Time-Frequency Analysis and Synthesis; Windowed (or Short-Time) Fourier Transform (Wednesday, Feb. 14)
Lecture 12: Introductory Frame Theory; The Balian-Low Theorem (Wednesday, Feb. 21)
Lecture 13: Continuous Wavelet Transforms (Monday, Feb. 26)
Lecture 14: Continuous Wavelet Transforms II and the supplementary slides on Analytic Signal (Wednesday, Feb. 28)
Lecture 15: Discrete Wavelet Transforms; Multiresolution Approximation; Scaling Functions (Monday, Mar. 5)
Lecture 16: Conjugate Mirror Filters; Mother Wavelets; Orthonormal Wavelet Basis (Wednesday, Mar. 7)
Lecture 17: Vanishing Moments; Support Size; Regularity; and Daubechies's Compactly Supported Wavelets (Monday, Mar. 12)
Lecture 18: Fast Wavelet Transforms; Various Extensions (Wednesday, Mar. 14)
Supplementary Lecture I: A Library of Orthonormal Bases and Adapted Signal Analysis
Supplementary Lecture II: Multiscale Basis Dictionaries on Graphs and Networks
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