Winter 2007
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Instructor: |
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Office: |
243A, E2 building |
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Phone: |
(831) 459-4929 |
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email: |
milanfar AT ee DOT ucsc DOT edu |
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Lecture: |
T, Th 12:00 to 1:45, Porter Acad 246 |
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Office Hours: |
T, Th 2-3 PM |
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Text: |
Fundamentals of Statistical Signal Processing: Vols. 1, 2: Detection and Estimation, by Steven M. Kay |
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Reference Texts: |
Statistical Signal Processing by Louis Scharf Decision and Estimation Theory by Melsa and Cohn |
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Grading Policy: |
Homeworks 25%, Midterm 30%, Final 45% |
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Notes: |
Some Homework exercises will require the use of the software package MATLAB. Here is a primer. |
Important Dates:
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First day of class |
Thursday, January 4 |
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Last day of class |
Thursday, March 15 |
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Midterm exam |
Tuesday, February 13 |
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Final Exam |
Wednesday, March 21, 8-11 AM |
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Course Announcements and Handouts
- Homework 1, Assigned Tue Jan 9, due Tuesday Jan 16-- (Solutions)
- Homework 2, Assigned Tue Jan 16, due Tuesday Jan 23-- (Solutions)
- Homework 3, Assigned Tues Jan 23, due Th Feb 1-- (Solutions)
- Homework 4, Assigned Thursday Feb 1, due Th Feb 8-- (Solutions)
- Midterm Practice Questions,
- Some Old Exam Questions
- Midterm Solutions
- Homework 5, Assigned Th Feb 15, due Th Feb 22 -- (Solutions)
- Reading : Chapter 7 of Vol. 1, and Section 11.5 of Vol. 1
- Homework 6, Assigned Th Feb 22, due Th March 1-- (Solutions)
- Homework 7, Assigned Th March 1, due Th March 8-- (Solutions)
- Homework 8, Assigned Th March 8, due Th March 15 -- (Solutions)
- Final Exam Solutions
- Final Scores and Course Grades
Lecture Notes
- Lectures 1-5 (Reviews, Binary Hypothesis testing, ROC Curves, Ch. 1-3, Vol. II)
- Lectures 6-7 (More ROC, Gauss-Gauss detection, Matched Filters, Ch. 2-4, Vol. II)
- A note on the ROC curve
- Independence vs. Correlation
- Lectures 8-9 (Generalized Matched Filters, Performance, Midterm Review, Ch. 3-4, Vol. II)
- Lectures 10-12 (Estimation: Intro, CRLB, Linear Model, Ch 1-4, Vol. I)
- Lectures 13-14 (ML and MAP Estimation, Ch 7 + Ch 11.5, Vol. I)
- Lectures 15-16 (Least Squares, Chapter 8 Vol. I)
- Intro to Nonparametric Estimation: Kernel Regression
- Lectures 17-18 (Composite Hypothesis Testing, Ch 6.4-6.7 +Ch 7., Vol. II)
- Intro to MMSE Estimation and Detection (Ch. 10 vol I, and Ch 5 vol II)
- Intro to MMSE Filtering and Smoothing, the Wiener Filter (Ch 12, vol I)
- Lecture 19 (Final Review)
Tentative Syllabus and Reading:
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Academic Dishonesty and Cheating: Any confirmed academic dishonesty including but not limited to copying homeworks or cheating on exams, will result in a no-pass or failing grade. You are encouraged to read the campus policies regarding academic integrity. Examples of cheating include (but are not limited to):
If there is any question as to whether a given action might be construed as cheating, see me before you engage in any such action. |