EE278 Course Information: Winter 2010-2011

Handouts (lecture notes, homework)

Instructor Robert M. Gray
Email: rmgray at
Telephone: 650-723-4001
Office: Packard 261
Office hours: Tu 3:00-4:30, Th 2:30-4:00, and by appointment
Teaching Assistant Nadine Hussami
Email: nadinehu at
Telephone: TBA
Office hours: Wed 2-4 Packard 104
Course Administrator Kelly Yilmaz
Email: yilmaz at
Telephone: 650-723-4539
Fax: 650-724-3468
Office: Packard 259
Lectures TuTh 12:50-2:05pm, room 200-030
Problem Sessions TBD
Textbook Introduction to Statistical Signal Processing, Gray and Davisson, Cambridge University Press, Corrected paperback edition, 2010.
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.

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, 12:50-2:10pm.
Closed book except for one sheet (two sides) of notes.

Final examination:
Thursday, 17 March, 7:00-10:00pm.
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.