EE278 Course Information: Winter 20102011
Handouts (lecture notes, homework)
Instructor
 Robert M. Gray
Email: rmgray at stanford.edu
Telephone: 6507234001
Office: Packard 261
Office hours: Tu 3:004:30, Th 2:304:00, and by appointment

Teaching Assistant
 Nadine Hussami
Email: nadinehu at stanford.edu
Telephone: TBA
Office hours: Wed 24 Packard 104

Course Administrator
 Kelly Yilmaz
Email: yilmaz at stanford.edu
Telephone: 6507234539
Fax: 6507243468
Office: Packard 259

Lectures

TuTh 12:502:05pm, room 200030

Problem Sessions

TBD

Textbook

Introduction to Statistical Signal Processing,
Gray and Davisson, Cambridge University Press, Corrected paperback
edition, 2010.
http://ee.stanford.edu/~gray/sp.html.
Important note: Do not buy the 2004 hardcover edition. Either
download the free pdf or buy the 2010 corrected paperback, ISBN
9780521131827. 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.

Syllabus

Basic probability
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

Homework is assigned each Thursday and due the following Thursday
by 5pm.
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.

Examinations

You may bring a calculator. Cell phones must be turned off.
Computers (laptops, notepads, etc.) are not allowed.
Midterm examination:
Tuesday, 8 February, 12:502:10pm.
Closed book except for one sheet (two sides) of notes.
Final examination:
Thursday, 17 March, 7:0010:00pm.
Open course materials (course text, lecture notes,
homework, solutions).

Grading

25% Homework assignments
30% Midterm examination
45% Final examination

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.
