MATLAB implementations of Kalman filtering, spectral estimation, stochastic processes, and statistical detection — from first principles.

Reproducible spectral estimation experiments on synthetic signals and LEMON closed-eye EEG

Data analysis project focused on time series exploration and statistical characterization of oceanographic variables in relation to ENSO climate variability. The workflow includes data preprocessing, anomaly detection, seasonal decomposition, correlation analysis, lag analysis, and spectral analysis using Welch’s method.

Cross-spectral matrix spectral-analysis toolkit with anomaly detection and a browser demo.