CET732 Linear Prediction and Optimal Linear Filters

Course Provider

School of Electrical and Electronic Engineering (EEE)



Academic Unit



The objective of this module is to introduce linear prediction, one of the fundamental tools for processing and analyzing real-world signals, such as  audio, speech and biomedical signals. The objective is also to introduce  optimal linear filters that aim at achieving the best linear prediction and  estimation using statistical theory and are useful in wide applications.

This course is part of:

- Graduate Certificate in Signal and Media Processing
- FlexiMasters in Signal and Media Processing


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At the end of the course, learners would be able to apply fundamental principles  and techniques of the course to analyze and design various problems encountered in both academic research and industry R&D practice.

Fundamentals of statistical signal processing. Innovations representation of stationary random process. Forward and backward linear prediction. Solution  of the normal equations. Properties of linear prediction-error filters.  Autoregressive (AR) lattice filters. Wiener filters. Adaptive filters. Applications.

For engineers who wish to upgrade their technical knowledge and skills  in the area of digital signal processing, which can be  used in the Infocomm industry to aid in prediction and in filtering any kind of  signal. 

Standard Course Fee: S$1,635

SSG Funding Support

 Course fee

Course fee payable after SSG funding, if eligible under various schemes


BEFORE funding & GST

AFTER funding & 9% GST

Singapore Citizens (SCs) and Permanent Residents (PRs) (Up to 70% funding)



Enhanced Training Support for SMEs (ETSS)


SCs aged ≥ 40 years old
SkillsFuture Mid-career Enhanced Subsidy (MCES)
(Up to 90% funding)

  • Standard course fee is inclusive of GST.
  • NTU/NIE alumni may utilise their $1,600 Alumni Course Credits. Click here for more information.


Read more about funding
CET700 Signal Space and Modulation1
CET701 Error-Correction Coding1
CET702 Spread-Spectrum Communication System1
CET730 Digital Filter Design and Spectrum Analysis1
CET731 Multirate Digital Signal Processing1
CET733 Digital Filter Implementation and Analog-Digital Conversion1
CET734 General Purpose Digital Signal Processor1
CET735 Algorithms and Architectures for Hardware and VLSI Signal Processing1
CET736 Multimedia Compression and Processing1
CET737 Multimedia Networking1
CET738 Multimedia Systems and Applications1
CET739 Image and Video Fundamentals1
CET740 Image and Video Coding Principles1
CET741 Image and Video Processing Techniques and Error Control1

Listed courses are:

  • Credit-bearing and stackable to Graduate Certificate in Signal and Media Processing (total 9AUs) and FlexiMasters in Signal and Media Processing (total 15AUs) 
  • SSG funded and SkillsFuture Credit approved.