TT8304 Statistical Signal Processing - Spring, 2007

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Lecture notes:
  Basic matrix algebra
  Chapter 2
  Chapter 3.1 & Chapter 3.2
  Chapter 4
  Chapter 5
  Chapter 6
  Chapter 7
  Chapter 8.1 & Chapter 8.2

PC assignments:
  data
  Chapter 2
  Chapter 4
  Chapter 5
  Chapter 6
  Chapter 7.1,2,3,4 & Chapter 7.5,6
  Chapter 8
  Chapter 9.1,2,3 & Chapter 9.4
  Chapter 10.1,2,3 & Chapter 10.4

Problems:
  Chapter 2: 2.5; 2.6; 2.16; 2.24; 2.29; 2.38
  Chapter 4: 4.1; 4.11; 4.12; 4.18; 4.24 (a) and (b)
  Chapter 5: 5.1(a); 5.10; 5.16; 5.17; 5.27(a); 5.28
  Chapter 6: 6.6; 6.18; 6.20; 6.24; 6.27
  Chapter 7: 7.2; 7.4; 7.8; 7.12; 7.13; 7.26
  Chapter 8: 8.3; 8.4; 8.8; 8.11

Lecturer :
   Hefeng Dong, room B229, Electrobuilding
   Tel.: 735 94453
   Email: dong@iet.ntnu.no.

First meeting : January 23 at 14:15, room B243 Electrobuilding.

Place and time : E204 Elektro on Wednesday 9:15-12:00

First lecture : 07.02.2007

Course material:
   Charles W. Therrien, " Discrete Random Signals and Statistical Signal Processing ", Prentice Hall

Contents: The main subjects of the course are:
  Random processes, Linear transformations, Estimation- and detection theory,
  Linear- modelling and prediction, Optimal filtering and spectral analysis.

General information:
  If you intend to attend the course, please borrow the book as early as possible.
  There are number of copies in the department of Electronicas and Telecommunications (iet).
  Information about the course
  Lecture plan
  List of candidates

Editor: The head of the department; Contact: Hefeng Dong; Last modified: 2007-01-25