Signals, Systems and Inference

Calendar

Ses #	TopicS	Key Dates
Signals & Systems in Time & Frequency
1	Introduction	Recitation 1
2	Transforms	Recitation 2
3	Energy Spectral Density	Recitation 3 Problem Set 1 Due
State-Space Models
4	State-Space Models
5	State-Space Models, Equilibrium, Linearization	Recitation 4  Problem Set 2 Due
Modal Solutions of LTI Systems, Reachability and Observability, Transfer Functions, Hidden Modes
6	Modal Solution of Undriven CT and DT LTI State-Space Models	Recitation 5
7	Full Modal Solution, Asymptotic Stability, Reachability, and Observability	Recitation 6 Problem Set 3 Due
8	Matrix Exponential, ZIR+ZSR, Transfer Function, Hidden Modes, Reaching Target States	Recitation 7
Observers, State Feedback, Observer-Based Feedback
9	Observers for State Estimation	Recitation 8  Problem Set 4 Due
10	Observers, State Feedback	Recitation 9
11	State Feedback, Observer-Based Feedback	Quiz 1
Probablistic Models, Random Variables
12	Probabilistic Models, Random Variables	Recitation 10
MMSE and LMMSE Estimation
13	Vector Picture for First- and Second-Order Statistics; MMSE and LMMSE Estimation	Recitation 11  Problem Set 5 Due
14	LMMSE Estimation, Orthogonality	Recitation 12
15	Normal Equations, Random Processes	Recitation 13 Problem Set 6 Due
WSS Processes
16	Wide-Sense Stationary Processes; LTI Filtering of WSS Processes	Recitation 14
17	LTI Filtering of WSS Processes	Recitation 15 Problem Set 7 Due
18	Power Spectral Density (PSD)	Recitation 16 Problem Set 8 Due
Wiener Filtering
19	Einstein-Wiener-Khinchin Theorem, PSD Applications, Modeling Filters	Recitation 17 Recitation 18 Quiz 2
20	Wiener Filtering	Recitation 19
21	Wiener Filtering Illustrations	Recitation 20 Problem Set 9 Due
Hypothesis Testing
22	Hypothesis Testing	Recitation 21
Signal Detection
23	Neyman-Pearson Testing, Signal Detection	Recitation 22 Problem Set 10 Due
24	Matched Filtering	Recitation 23 Recitation 24 Problem Set 11 Due Final Exam (during finals week)