Statistical Signal Processing, ELEG636 (Spring of 2005)


Instructor:

Dr. Xiang-Gen Xia

Office:

311 Evans Hall

Email/Phone:

xxia@ee.udel.edu, (302)831-8038

Time:

Tu. Th. 3:30pm-4:45pm

Place:

Drake Hall, Room 004

Office Hours:

Tu: 5:00-6:00pm

Grading Policy:

  1. Homeworks: 20%
  2. Midterm: 30%
  3. Final: 50%

Textbook:

Simon Haykin, Adaptive Filter Theory 4th Ed., Prentice-Hall PTR, New Jersey, 2002.

References:

  1. L. C. Ludeman, Random Processes: Filters, Estimation, and Detection, Wiley, New Jersey, 2003.

  2. J. G. Proakis et. al., Algorithms for Statistical Signal Processing, Prentice-Hall PTR, New Jersey, 2001.

Course Contents:

  1. Some Fundamentals on Probability

  2. Statistical Models

  3. Linear Systems and Spectral Representations

  4. Eigen Analysis

  5. Maximum Likelihood Estimation

  6. Bayes Estimation

  7. Wiener Filtering

  8. Steepest Descent and the LMS Algorithm

  9. Least Squares Filtering and the RLS Algorithm

  10. Blind Equalization

Lecture Notes:

I am using

Prof. Ken Barner's ELEG 636 Lecture Notes