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Most signal processing methods consist in extracting a piece of
information from the observed signal. This information extraction
step is necessary, and often difficult, because all signals arising
from physical measurements are affected by noise, that is, a random
signal that perturbs the useful one. The whole purpose of signal
processing is to extract the useful information from a noisy
signal. The objective of this course is to introduce the methods that make it possible to perform this task.

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