University of North Texas, College of Engineering

Department of Electrical Engineering

EENG 5620: Statistical Signal Processing

Spring 2012

Tuesday and Thursday, 1:30 - 2:50 PM

Classroom: B227

Instructor

• Dr. X. Li, Office: NTRP B231,
  Tel: (940) 891-6875, Email: Xinrong@UNT.EDU
  Office Hours: Tuesday and Thursday, 3:00 PM - 4:00 PM
  (additional appointments may be requested by email)
  
  

Textbook and References

• Fundamentals of Statistical Signal Processing, Vol. 1: Estimation Theory, 1993 (Required)
  Author: Steven M. Kay, Publisher: Publisher: Prentice Hall
• Fundamentals of Statistical Signal Processing, Vol. 2: Detection Theory, 1998 (Reference)
  Author: Steven M. Kay, Publisher: Publisher: Prentice Hall
• Detection and Estimation Theory and Its Applications, 2006 (Reference)
  Author: Thomas A. Schonhoff, Arthur A. Giordano, Publisher: Pearson Education, Inc.
  
  

Prerequisites

• EENG 3810 and MATH 5810 or equivalent

Course Objectives

• Basic estimation theories of statistical signal processing;
• Analysis and design of statistical signal processing techniques and systems.

General Policies

• Class attendance is mandatory. Lectures and class discussions will contain vital information needed to do well on the exams.
• Everyone must turn in individual homework. Simply copying other's homework will be treated as a violation of academic honesty.
• If you arrive late, please enter quietly and sit down. Do not walk in front of speakers or disrupt the class in any other way.
• Please remember to turn off phones prior to class.
• Please do not wait until the last minute. If you are having trouble with this class, please come by my office during office hours. I am also available by email.
• Please visit http://www.unt.edu/csrr for your rights and responsibilities.

Disability Accommodation

• The University of North Texas (UNT) complies with Section 504 of the 1973 Rehabilitation Act and with the Americans with Disabilities Act of 1990. UNT provides academic adjustments and auxiliary aids to individuals with disabilities, as defined under the law. Among other things, this legislation requires that all students with disabilities be guaranteed a learning environment that provides for reasonable accommodation of their disabilities. If you believe you have a disability requiring accommodation, please see the instructor and/or contact the Office of Disability Accommodation (http://www.unt.edu/oda) at 940-565-4323 during the first week of class. It is the responsibility of students with certified disabilities to provide the instructor with appropriate documentation from the Dean of Students Office.

Assignments and Exams

• No late assignments will be accepted and no emailed assignments will be accepted, except in extenuating circumstances. Homework is due before the class in the following week.
• There will be one final exam and one final project. The exam will be based on text readings, handouts, class exercises, class lectures and discussions, and homework assignments. Students are responsible for all text material, regardless of whether we review the text material in class or not. If you know in advance that you will miss the exam, you must contact me before the scheduled exam.

Grading Policies

• Homework, 30%
• Project, 30%
• Exam, 40%
• There will be no extra credits.
• Final accumulated number score is on a 100 point scale.
• Final letter grade distribution: A=100-85, B=75-84, C=65-74, D=55-64, F=0-54

Course Outline

1. Review of Probability, Statistics, and Random Process
2. Minimum Variance Unbiased (MVU) Estimation
3. Cramer-Rao Bound (CRB)
4. Linear Models and Best Linear Unbiased Estimators (BLUE)
5. Maximum Likelihood (ML) Estimation
6. Least Squares (LS) Estimation
7. Bayesian Estimation
8. Linear Bayesian Estimation
9. Linear Minimum Mean Square Error Estimation
10. Kalman Filters
11. Final Project Presentation, 2:00 – 3:20 PM, May 1 & 3, 2012
12. Final Exam, 1:30 – 3:30 PM, Thursday, May 10, 2012

Useful Links

• Course webpage: http://www.ee.unt.edu/public/xinrong/courses/EENG5620/Spring12
• UNT Catalogs: http://www.unt.edu/catalog/
• Office of the Registrar: http://essc.unt.edu/registrar (schedule of classes and exams, etc.)
• Eagle Student Services Center: http://essc.unt.edu/

Last updated on 01/15/2012