ELEC 531 - Statistical Signal Processing -  Fall '02
Course Information



Course Outline 

Homework Problems
 
Instructor:          
Robert Nowak
Associate Professor
Department of Electrical and Computer Engineering
Rice University

Vox:    (+1 713) 348-6318
Fax:    (+1 713) 348-6196
Email:  nowak@rice.edu
Web:    www.dsp.rice.edu/~nowak

Office: 2023 Duncan Hall

Time and Place:  
DH 1046, T-Th, 1:00-2:20pm

Assistants:  
Rui Castro (rcastro@rice.edu)  
Mike Rabbat (rabbat@rice.edu)  
Becca Willett (willett@rice.edu)  

Office Hours: 
TBA and by appointment
 
Prerequisites: 
Undergraduate DSP course and basic (engineering) background in mathematics and statistics

Reference Textbooks (not required): 
Kay, Fundamentals of Statistical Signal Processing.  Estimation Theory, Prentice Hall, 1993.
Kay, Fundamentals of Statistical Signal Processing.  Detection Theory, Prentice Hall, 1993.
Scharf, Statistical Signal Processing, Addison-Wesley, 1991.
Oppenheim and Schafer, Discrete Time Signal Processing, Prentice-Hall, 1989.
Poor, An Introduction to Signal Detection and Estimation, Springer-Verlag, 1988.
Van Trees, Detection, Estimation, and Modulation Theory.  Part I, Wiley, 1968.
Haykin, Adaptive Filter Theory, Prentice Hall, 1986. 
Solo and Kong, Adaptive Signal Processing Algorithms, Prentice Hall, 1995.
Hastie, et al, The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Springer, 2000.
Lehmann and Casella, Theory of Point Estimation, Springer, 1998.
Robert, The Bayesian Choice, Springer, 2001.


Course Notes: 
To be distributed at class

DSP Software: 
MATLAB
MATLAB Tutorial


Grading:
TBA