EE 5350: Statistical Signal Processing Spring 2011 Instructor(s): Professor Michael Manry Office Number: Nedderman Hall, Room

536 Office Telephone Number: 817-272-3483 Email Address: manry@uta.edu Office Hours: T-Th 10-11 AM Section Information: EE5352.001,002 Time and Place of Class Meetings: MW 1:00 to 2:20 PM, NH 105 Description of Course Content: Estimation of autocorrelations, cross-correlations and power spectral densities. Least squares filter design via Toeplitz recursion and AR modeling. Algorithm development using maximum likelihood and minimum mean square error approaches. Lower bounds on estimation error variance. Adaptive noise cancellation. Student Learning Outcomes: Course Learning Objective 1 2 3 4 5 6 7 8 9 10 11 Student is expected to demonstrate Shift and frequency domain descriptions of white- and colored Gaussian noise Estimation of autocorrelation and crosscorrelation functions, along with the associated power spectra Derivation of mean and variance of autocorrelation and power spectral density functions Derivations of normal equations for designing shaping filters, Wiener filters, and autoregressive models. Solutions to normal equations using the Toeplitz and Levinson-Durbin recursions, SVD, and gradient methods Adaptive noise cancellation Signal model derivation for Maximum likelihood (ML) and maximum a-posteriori (MAP) estimation Derivation of ML and MAP estimates Derivation of Cramer-Rao bounds on error variance for ML and MAP estimates Mixture models for non-Gaussian probability density functions Ability to implement algorithms in c or Matlab

Special Requirements: Prerequisite: EE 5350 and, EE 5302 or consent of instructor. Required Textbooks and Other Course Materials: Text: "Fundamentals of Statistical Signal Processing: Estimation Theory" by Steven M. Kay Partial lecture notes, homework assignments, and program assignments are available on the course webpage. Descriptions of major assignments and examinations with due dates: Requirement or Assignment Homework 1 Program 1 Homework 2 Homework 3 Program 2 Exam 1 Homework 4 Homework 5 Program 3 Exam 2 Program 4 Homework 6 Homework 7 Program 5 Exam 3 Final Exam Date 1/25 1/30 2/5 2/18 2/20 2/25 3/10 3/20 3/27 4/1 3/27 4/15 4/28 5/1 5/3

Grading Policy Homework : 10 % Programs : 20 % 3 Quizes + Final : 70 % The Final Counts as Two Quizes Attendance Policy: Attendance is not taken after the first few days. However, Pop Quizes are given occasionally. Drop Policy: Students may drop or swap (adding and dropping a class concurrently) classes through self-service in MyMav from the beginning of the registration period through the late registration period. After the late registration period, students must see their academic advisor to drop a class or withdraw. Undeclared students must see an advisor in the University Advising Center. Drops can continue through a point two-thirds of the way through the term or session. It is the student's responsibility to officially withdraw if they do not plan to attend after registering. Students will not be automatically dropped for non-attendance. Repayment of certain types of financial aid administered through the University may be required as the result of dropping classes or withdrawing. Contact the Financial Aid Office for more information.

Academic Integrity: It is the philosophy of The University of Texas at Arlington that academic dishonesty is a completely unacceptable mode of conduct and will not be tolerated in any form. All persons involved in academic dishonesty will be disciplined in accordance with University regulations and procedures. Discipline may include suspension or expulsion from the University. According to the UT System Regents Rule 50101, 2.2, "Scholastic dishonesty includes but is not limited to cheating, plagiarism, collusion, the submission for credit of any work or materials that are attributable in whole or in part to another person, taking an examination for another person, any act designed to give unfair advantage to a student or the attempt to commit such acts." Make-up Exam Policy: No make-up exams