Teaching

The lectures slides for the courses taught are available for download from this web-page as a PDF.

Advanced Signal Processing

  1. Lecture 1: Random Variables
  2. Lecture 2: ARMA Modeling
  3. Lecture 3: Estimation Theory
  4. Lecture 4: MVU Estimation
  5. Lecture 5: BLUE MLE
  6. Lecture 6: Least Squares
  7. Lecture 7: Adaptive Filters

Spectral Estimation and Adaptive Filtering

  1. Course Introduction
  2. Lecture 1: Spectral Estimation Introduction
  3. Lecture 2: Nonparametric SE
  4. Lecture 3: Modern SE
  5. Lecture 4: Adaptive SP
  6. Lecture 5: LMS Modifications
  7. Lecture 6: Complex and Nonlinear Filters
  8. Lecture 7: Sequential Estimation
  9. Lecture 8: Blind Adaptive Filters (not required)

Digital Signal Processing

  1. Course Introduction and Background
  2. Lecture 1: Digital Filters: FIR and IIR
  3. Supplement to Lecture 1
  4. Basic Spectrum Estimation: DFT vs FFT and Their Relationship
  5. Linear Stochastic Modelling