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 200-205.

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