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:
- Homeworks: 20%
- Midterm: 30%
- Final: 50%
Textbook:
Simon Haykin,
Adaptive Filter Theory
4th Ed., Prentice-Hall PTR,
New Jersey, 2002.
References:
- L. C. Ludeman, Random Processes: Filters, Estimation, and
Detection, Wiley, New Jersey, 2003.
- J. G. Proakis et. al., Algorithms for Statistical
Signal Processing, Prentice-Hall PTR,
New Jersey, 2001.
Course Contents:
- Some Fundamentals on Probability
- Statistical Models
- Linear Systems and Spectral Representations
- Eigen Analysis
- Maximum Likelihood Estimation
- Bayes Estimation
- Wiener Filtering
- Steepest Descent and the LMS Algorithm
- Least Squares Filtering and the RLS Algorithm
- Blind Equalization
Lecture Notes:
I am using
Prof. Ken Barner's ELEG 636 Lecture Notes