Lecture | Date | What we talk about | Assigned Reading |
---|---|---|---|
1 | Jan 22 | Introduction | Hayes, ch. 2.2 |
2 | Jan 24 |
BASICS and review
Basics of DSP and linear algebra |
Hayes, ch. 2 |
Jan 29 | no class | ||
Jan 31 | no class | ||
3 | Feb 5 | Chapter 1: SIGNAL MODELING Stochastic signal models |
Hayes, ch.2, ch.3 (p.57-70); Singular value decomposition; see also Horn and Johnson, p.414ff. |
4 | Feb 6, 7:30-9 PM, 293 Cory Hall | WSS models via autocorrelation and power spectrum | Hayes, ch.3 (p.70-99) |
5 | Feb 7, 293 Cory Hall | Power spectrum, spectral factorization | Hayes, ch.3 (p.99-108) |
6 | Feb 12 | Models from data; Power Spectrum Estimation | Hayes, ch.3 (p.108-119), ch.4 (p.188-200), ch.8 (particularly 8.2.1, 8.2.2, 8.2.4, 8.4, 8.5.1) |
7 | Feb 13, 7:30-9 PM, 293 Cory Hall | Power spectrum estimation Chapter 2: SIGNAL REPRESENTATION AND APPROXIMATION |
|
8 | Feb 14 | Hilbert space theory of signal processing: Fourier, Basics of Hilbert space, Hilbert space Projection Theorem | See also: Vetterli/Kovacevic, ch. 2 and 4 |
9 | Feb 19 | Hilbert space theory of signal processing: Time-Frequency, Uncertainty Principle | |
10 | Feb 21 | Hilbert space theory of signal processing: Wavelets (Haar case and its filter bank) | O. Rioul and M. Vetterli, Wavelets and Signal Processing, IEEE Signal Prcessing Magazine, vol. 8, no. 4, Oct. 1991, pp. 14-38. |
11 | Feb 26 | Hilbert space theory of signal processing: Wavelets (Design and Algorithms) | |
12 | Feb 28 |
Hilbert space theory of signal processing: Wavelets (Design and Algorithms); "Optimal Transforms" (Karhunen-Loeve Transform)
|
M. Unser, Sampling - 50 Years After Shannon, Proceedings of the IEEE, vol. 88, no. 4, April 2000, pp. 569-587. |
13 | March 4 |
Sparse signal models and randomized signal processing
|
R. Baraniuk, Compressive Sensing [Lecture Notes], IEEE Signal Processing Magazine, vol. 24, no. 4, July 2007, pp. 118-121. |
14 | March 6 | Sparsity and "Compressed Sensing" | |
15 | March 11 | *** in-class midterm *** | Coverage: Lectures 1-13 according to this schedule, with all assigned reading; Homework 1-5. Rules: You can bring any amount of handwritten notes as well as the class textbook and any handouts from the class. No other printed materials are allowed. Computation and communication devices are not permitted. |
March 13 | no class | ||
16 | March 18 | Chapter 3: SIGNALS, SYSTEMS, NOISE Wiener theory of signal processing: FIR and IIR Wiener filters |
Hayes, ch. 7.1-7.2 |
17 |
March 20
|
Wiener theory of signal processing: FIR and IIR Wiener filters
|
Hayes, ch. 7.1-7.2 |
Spring Break | |||
18 | April 1 | Wiener theory of signal processing: Wiener filter | Hayes, ch. 7.2-7.3 |
April 2 | *** project proposals due *** | ||
19 | April 3 |
Wiener theory of signal processing: Wiener filter
| Hayes, ch. 7.3 |
20 |
April 8
|
Wiener theory of signal processing: Wiener filter, Innovations approach
|
Hayes, ch. 7.3 |
21 | April 10 | Wiener theory of signal processing: Kalman filter, Innovations approach | Hayes, ch. 7.4 |
22 | April 15 | Adaptive Filters (LMS) | Hayes, ch. 9.1-9.3 |
23 | April 16 | *** take-home midterm due *** | |
24 | April 17 | Adaptive Filters (LMS) | Hayes, ch. 9.1-9.3 |
25 | April 22 | Adaptive Filters (LMS variations, convergence) | O. Dabeer and E. Masry, Analysis of mean-square error and transient speed of the LMS adaptive algorithm, IEEE Transactions on Information Theory, vol. 48, no. 7, July 2002 |
26 | April 24 | Adaptive Filters (RLS and beyond) | Hayes 9.4 |
April 25,28,30 | Project Review Meetings | ||
27 | April 29 | Elements of General Estimation Theory (CRLB, EM algorithm) | Optional Reading: T. M. Cover and J. A. Thomas, Elements of Information Theory. Wiley-Interscience, 1991. Chapter 12 |
May 1 |
no class (EECS Faculty Retreat)
|
||
28 | May 6 | Elements of Estimation Theory (Application to Spectrum Estimation) | Hayes, ch. 8 |
29 | May 8 | DSP in 2008: The Big Picture | |
30 | May 13, 9-12 | Project Presentations, Part I (followed by pizza) | |
May 13, 12:30-3:30 | Project Presentations, Part II | ||
31 | Friday, May 16, at NOON | Project Report Due (firm deadline due to University Regulations!) |