EE278: Introduction to Statistical Signal Processing

David Tse, Stanford University, Autumn 2014

Overall Contents

Law of large numbers and central limit theorem; random vectors and processes; Gaussian, Markov processes; stationarity; autocorrelation and power spectral density; minimum mean square error estimation, detection, linear estimation, Kalman and Wiener filtering; Cramer Rao bound; introduction to compressed sensing.

Lectures

  • Tue, Thu 11:00 AM - 12:15 PM at Hewlett 201.

Final Exam Information

  • Final exam will be on Wed, 12/10, from 7-10 pm in Hewlett 201.

  • Additional office hours by Prof. Tse on Thur, 12/04, from 3-4 pm and on Wed, 12/10, from 9 to 11 am.

  • Final exam practice party on Mon, 12/08, from 2-5 pm in Packard 3rd floor.

  • Additional office hours by John on Tues, 12/09, from 10-11 am in Packard 104.

  • Additional office hours by Yuxin on Tues, 12/09, from 5-6 pm in Packard 338.

Announcements

  • 12/10: Final exam solutions.

  • 12/10: Final exam solutions are being updated.

  • 11/29: Practice Final posted. Solutions to practice final.

  • 11/26: Homework 8 is out. It is due Friday, 12/05.

  • 11/24 to 11/28: Thanksgiving recess (no classes).

  • 11/18: Random processes in linear systems reading posted.

  • 11/15: Homework 7 is out. It is due Friday, 11/21.

  • 11/08: Homework 6 is out. It is due Friday, 11/14.

  • 11/06: Random processes reading posted.

  • 10/31: Homework 5 is out. It is due Friday, 11/7.

  • 10/27: Midterm Solutions are posted.

  • 10/24: Please fill out mid-quarter CA evaluations.

  • 10/24: Midterm review will be held on Oct 27 from 9 am to 11 am, in place of homework party on Tuesday.

  • 10/21: Midterm exam will be held at Hewlett 200, on Oct 27 from 6pm to 8pm. Practice problems and solutions.

  • 10/18: Homework 4 is out. It is due on Friday, 10/24.

  • 10/14: No lecture today. The make-up lecture will be in Hewlett 201, from 8:10 am to 9:00 am, Friday, 10/17.

  • 10/10: Homework 3 is out. It is due on Friday, 10/17.

  • 10/2: Homework 2 is out. It is due on Thursday, 10/9.

  • 9/29: Classroom changed to Hewlett 201.

  • 9/25: Homework 1 is out. It is due on Thursday, 10/2.