Does differential and partial differential equations subject has applications in Signal Processing? I have basic DSP background and know Matrix algebra and Fourier transforms very well, but I am not sure how differential equations would fit in.

I am asking this because I have the option of taking 2 graduate level diff. equations courses(linear, non-linear and dynamical systems) and am wondering if it would be insightful or practical.


closed as primarily opinion-based by Marcus Müller, A_A, MBaz, Stanley Pawlukiewicz, lennon310 Jan 31 at 14:01

Many good questions generate some degree of opinion based on expert experience, but answers to this question will tend to be almost entirely based on opinions, rather than facts, references, or specific expertise. If this question can be reworded to fit the rules in the help center, please edit the question.

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    $\begingroup$ If your plan is to focus on DSP, there are more useful courses IMO. $\endgroup$ – MBaz Jan 29 at 23:55
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    $\begingroup$ Absolutely take linear dynamical systems. In fact, don't even wait, go start watching Stephen Boyd's lectures now. $\endgroup$ – datageist Jan 30 at 0:39
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    $\begingroup$ to me, the question should be Does Digital Signal Processing have application to ordinary and partial differential equations? $\endgroup$ – robert bristow-johnson Jan 30 at 1:04
  • $\begingroup$ I would unreservedly say "yes". $\endgroup$ – A_A Jan 30 at 10:51

No. The core theory of signal processing does not benefit much from differential equations as much as it does from linear system theory. It's the applications of DSP that make use of them.

As you may anticipate, isolated bunch of DSP algorithms rarely make sense; they must be used within physical applications. And the mathematical nature of the physical laws is the differential equations. Acoustics, Optics, Electromagnetics, Thermodynamics, Mechanics, etc.. all physical phenomena are described by them.

Note that modern engineering techniques favor transform domain based methods (Laplace, Fourier, Z-) over the classical-time domain approach for their solutions, which is probably more emphasised in a pure mathematical treatment of them, yet one still obtains irreplaceable insight from the time domain handling of differential equations too.

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    $\begingroup$ hunh? i guess i woulda said "Yes". or at least "Maybe". because sometimes these continuous-time, continuous-space diff eqs get solved using discrete methods like Euler's forward and Euler's backward method. those discrete approximations to diff eqs are essentially difference equations and then the OP is in DSP land, though he/she may have entered it from a different direction. $\endgroup$ – robert bristow-johnson Jan 30 at 1:02

I don’t think it will hurt or will be a waste of time.

You can think of SP in a number of ways and those ways overlap. It’s a technolgy, a science,a branch of mathematics, an engineering discipline, and your view is largely tied to your self image.

A lot of SP is based on physical models. A lot is based on hueristics.

SP overlaps. You might benefit from taking music or statistics. A lot of people take the longer path.

Differential equations are a way to describe a lot of phenomena that SP is used to sense and often control.

You should consider what motivates you.

To be honest a lot of what I took had to do with what was offered that semester. Getting that piece of paper on time was a huge practical consideration.


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