University of Waterloo, Waterloo, Ontario, Canada

Department of Electrical and Computer Engineering

            ECE 603: Statistical Signal Processing

Instructor:	Kainam Thomas WONG, Ph. D. ktwong@ieee.org  Office hours: Fridays, 11:30am – 1pm, CEIT 4161 (or CEIT 4148)
Text:	Steven M. Kay, Fundamentals of Statistical Signal Processing: Estimation Theory,  Upper Saddle River, New Jersey, USA: Prentice-Hall, 1993. ISBN-0-13-345711-7 Monsoon H. Hayes, Statistical Digital Signal Processing and Modeling, New York, USA: Wiley, 1996. ISBN-0-471-59431-8

Course Outline | Lecture Notes | Old Examinations

 The University of Waterloo’s policies on plagiarism and on “persons of disabilities”.

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Lecture Notes

course syllabus for Fall 2005

· Review of Signal Processing:

· A review on random processes

· A review on filtering random processes

· Examples

· Statistical Parameter Estimation:

· Maximum likelihood estimation, maximum a posteriori estimation, Cramer-Rao bound

· Eigenstructure-based frequency estimation:

· Pisarenko, MUSIC, ESPRIT

· Their applications in sensor-array direction finding

· Spectrum estimation:

· Moving average (MA), autoregressive (AR), autoregressive moving average (ARMA)

· Various non-parametric approaches

· Wiener filtering: 

· The finite-impulse case; causal and non-causal infinite impulse response cases

· Adaptive signal processing:

· Least-mean-squares adaptation, recursive-least-squares adaptation, Kalman filtering

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Old Examinations

· Fall 2005

· Winter 2005

· Winter 2004

· Winter 2002