signal processingdimitris/ece1511/lecture1-2021.pdf · 1. monson hayes,statistical digital signal...

28
ECE1511---Signal Processing file:///C|/Users/Dimitris/Documents/ece1511/index.html[2021-01-02 1:48:52 PM] University of Toronto Department of Electrical & Computer Engineering Communications Group ECE 1511S, Winter 2021 Signal Processing Course URL: https://q.utoronto.ca/... Instructor: Prof. D. Hatzinakos BAHEN BUILDING, 40 St George Str., Room 4144 Tel: 978-1613, E-mail: [email protected] Overview: The course deals with some basic and some advanced topics in the area of digital signal processing. Emphasis is given to statistical signal processing with applications. Text: No specific text will be assigned. Several sources will be recommended for reading. Class Notes for all lectures will be distributed. The notes will be available on line and can be downloaded from the course website. Recommended text references: 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals and Statistical Signal Processing, Prentice Hall, 1992 3. D. Manolakis, V. Ingle and S. Kogon, Statistical and adaptive signal processing, Artech House, 2005 Grading: Weekly homework (50%) One to two problems or computer exercises will be assigned during each lecture. A report is due a week later Project (50%, presentation: 15%, final report: 35%) Student proposed individual projects. Students are expected to make a presentation on their project during the last two lectures. Interactive discussion and feedback from the class is expected. Final project reports are due on Dec. 20. Place and Time: All lectures and office hours will be delivered on line , synchronously with Quercus BBCollaborate. Tuesdays, 2:00-4:00 (Toronto time, First lecture on Jan. 12, 2021) Office hours: Mondays 3:00-5:00 pm or by appointment. Tentative Course plan <

Upload: others

Post on 08-Mar-2021

36 views

Category:

Documents


0 download

TRANSCRIPT

Page 1: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals

ECE1511---Signal Processing

file:///C|/Users/Dimitris/Documents/ece1511/index.html[2021-01-02 1:48:52 PM]

University of TorontoDepartment of Electrical & Computer Engineering

Communications Group

ECE 1511S, Winter 2021

Signal ProcessingCourse URL:https://q.utoronto.ca/...

Instructor: Prof. D. Hatzinakos BAHEN BUILDING, 40 St George Str., Room 4144 Tel: 978-1613, E-mail: [email protected]

Overview: The course deals with some basic and some advanced topics in the area of digitalsignal processing. Emphasis is given to statistical signal processing with applications.

Text: No specific text will be assigned. Several sources will be recommended for reading.Class Notes for all lectures will be distributed. The notes will be available on line andcan be downloaded from the course website.

Recommendedtextreferences:

1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996

2. Charles W. Therrien, Discrete Random Signals and Statistical Signal Processing,Prentice Hall, 1992

3. D. Manolakis, V. Ingle and S. Kogon, Statistical and adaptive signal processing,Artech House, 2005

Grading: Weekly homework (50%) One to two problems or computer exercises will be assigned during each lecture. A report is due a week later

Project (50%, presentation: 15%, final report: 35%) Student proposed individual projects. Students are expected to make a presentation on their project during the last two lectures. Interactive discussion and feedback from the class is expected. Final project reports are due on Dec. 20.

Place andTime: All lectures and office hours will be delivered on line , synchronously with Quercus

BBCollaborate. Tuesdays, 2:00-4:00 (Toronto time, First lecture on Jan. 12, 2021)

Office hours:Mondays 3:00-5:00 pm or by appointment.

Tentative Course plan

<

Page 2: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals

ECE1511---Signal Processing

file:///C|/Users/Dimitris/Documents/ece1511/index.html[2021-01-02 1:48:52 PM]

January 12,2021

Introduction, Discrete Signal Processing and Linear Algebra fundamentals Lecture 1(pdf),

January19,2021

Discrete time random processes and linear filtering Lecture 2(pdf), Problem set 1(pdf) (Due date: ), Problem set 1 solutions(pdf),

January26,2021

Discrete time random processes and linear filtering (continued)

February 2,2021

Discrete signal modeling and statistical signal processing

February 9,2021

MSE and Wiener Filtering

February 23,2021

Kalman Filtering,

March 2, 2021 Adaptive systems and algorithms (LMS, RLS),

March 9, 2021 Spectrum Estimation,Deadline for project approval,

March 16, 2021 Spectrum Estimation (continued),

March 23, 2021 Array Processing,

March 30, 2021 Special topics: Higher-Order Spectral Analysis (H.O.S.) ,

April 6,2021 Special Topics:Alpha stable processes and Fractional Lower Order momentanalysis >,

April 13, 2021 No class

April 20, 2021 Presentation of projects

April 27, 2021 Deadline for project reports

Page 3: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 4: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 5: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 6: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 7: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 8: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 9: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 10: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 11: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 12: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 13: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 14: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 15: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 16: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 17: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 18: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 19: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 20: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 21: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 22: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 23: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
dimitris
Note
f(x) is strictly convex over a closed interval [a,b] if, for any two points x1 and x2 in [a,b] and for any scalar c such that 0<= c <=1, then f(c x1 +(1-c) x2)<cf(x1)+(1-a)f(x2)
Page 24: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 25: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 26: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 27: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals
Page 28: Signal Processingdimitris/ece1511/lecture1-2021.pdf · 1. Monson Hayes,Statistical Digital Signal Processing and Modeling, Wiley, 1996 2. Charles W. Therrien, Discrete Random Signals