Signal Processing Course: Links to Software

Most of the relevant software runs under Matlab. You will find the signal processing, system identification, optimization and statistics toolboxes all very useful.

For autoregressive models and multivariate autoregressive models look in the system identification toolbox. Also see the ARfit web page.

For Nonlinear Dynamics look at the Wuppertal web page.

Check out Netlab for supervised and unsupervised learning with neural networks and other models using Bayesian methods.

For Linear Dynamical Systems/Kalman filters look at Sam Roweis' web page or Zoubin Ghahramani's or Kevin Murphy's .

For Hidden Markov Models look at Zoubin Ghahramani's web page.

For Wavelets download Wavelab .

For Independent Component Analysis download the ICA toolbox .