EE278 Course Information: Winter 2010-2011
Handouts (lecture notes, homework)
Grades near borderlines may be adjusted by evidence of strong effort on
the homework, improvement from midterm to final, participation in class,
problem sessions, office hours.
||Robert M. Gray
Email: rmgray at stanford.edu
Office: Packard 261
Office hours: Tu 3:00-4:30, Th 2:30-4:00, and by appointment
Email: nadinehu at stanford.edu
Office hours: Wed 2-4 Packard 104
Email: yilmaz at stanford.edu
Office: Packard 259
TuTh 12:50-2:05pm, room 200-030|
Introduction to Statistical Signal Processing,
Gray and Davisson, Cambridge University Press, Corrected paperback
Important note: Do not buy the 2004 hardcover edition. Either
download the free pdf or buy the 2010 corrected paperback, ISBN
978-0-521-13182-7. The pdf and paperbook incorporate corrections made
over several years.
Lecture notes will be handed out covering the material and will be
made available at the handouts url above.
Random variables, vectors, and processes
Time averages, expectations, and laws of large numbers
Stationarity, autocorrelation, and spectral analysis
Minimum mean squared error estimation, detection, and linear filtering
IID, Markov, independent increment, counting, Gaussian, and Poisson random processes
Homework is assigned each Thursday and due the following Thursday
You are allowed and encouraged to work on the homework in small
groups, but you must write your own homework to hand in.
Late homework will not be accepted without prior approval.
You may bring a calculator. Cell phones must be turned off.
Computers (laptops, notepads, etc.) are not allowed. |
Tuesday, 8 February, 12:50-2:10pm.
Closed book except for one sheet (two sides) of notes.
Thursday, 17 March, 7:00-10:00pm.
Open course materials (course text, lecture notes,
25% Homework assignments|
30% Midterm examination
45% Final examination