EE278: Introduction to Statistical Signal ProcessingDavid Tse, Stanford University, Autumn 2014
Overall ContentsLaw 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
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