ECE 732: Advanced Signal Processing


Prerequisites: 

Background in undergraduate level signal processing, probability and statistics, 
e.g., ECE 431 and 331
Homework Problems
Instructor: 

        Robert Nowak
        E-mail: nowak@engr.wisc.edu
        Web: http://www.ece.wisc.edu/~nowak/
        Phone:  608 265 3914 
        3627 Engineering Hall
        Office Hours: after lecture, Tuesday and Thursday, 12:15-1:15pm
Teaching Assistant: 

        Kei Hao
        E-mail: khao@wisc.edu
Office Hours: Tuesday and Thursday, 2-3pm, B630 Engineering Hall

Lectures: 

        Fall 2003
        Tuesday, Thursday 11:00 AM - 12:15 PM 
        3032 Engineering Hall

Discussion Sessions: 

The TA will hold a weekly discussion session to review homework problems/solutions, 
discuss projects, and review topics covered in the lectures.
Time: Thursdays 5:30-7pm
Place: 3355 Engineering Hall
Course Notes: available for purchase at Bob's Copy Shop 
Textbook: none 

Grading and Evaluation: 

Two Midterms: 40% (20% each)
	    Exam 1: handed-out at class Oct 21, due Oct 23
	    Exam 2: handed-out at class Dec 9, due Dec 11 
Three Projects: 45% (15% each)
Homework & Course Participation: 15%

Keeping up with the course and participating in lectures (asking questions) 
is very important to successful learning.  Keep your homework solutions organized
in a folder or binder. I will ask you to turn in your solutions from time to time 
to see how you are keeping up with the coursework. 

Course Outline:

1. Minimum Mean Square Error Estimation and Filtering
        - mean square error
        - orthogonality principle
        - Wiener filtering
        - adaptive filtering and the Least Mean Square algorithm

2. Spectral Estimation: The Basics
        - Periodogram
        - Non-parametric Spectrum Estimation
        - Parametric Methods
        - Minimum Variance and Eigenanalysis Methods

3. Time Meets Frequency
        - Time-frequency Analysis
        - Windowed Fourier Transform
        - Wavelet Transforms
        - Instantaneous Frequency
        - Quadratic Time-Frequency Distributions

4. Wavelet and Multiresolution Signal Analysis
        - Signal Spaces 
        - Signal Bases and Frames
        - Wavelet Transforms

5. Filter Banks and the Discrete Wavelet Transform
        - Discrete Wavelet Transform
        - Analysis and Synthesis Filter Banks
        - Regularity and Vanishing moments
        - Approximation Theory

6. Wavelet-Based Signal and Image Processing
        - Image Compression and Coding 
        - Denoising


Course Notes

Reference Textbooks (not required, on reserve at Wendt Library): 
Oppenheim and Schafer, Discrete Time Signal Processing, Prentice-Hall, 1989.
Haykin, Adaptive Filter Theory, Prentice Hall, 1986. 
Solo and Kong, Adaptive Signal Processing Algorithms, Prentice Hall, 1995.
Mallat,  A Wavelet Tour of Signal Processing, 2nd edition, Academic Press, 1999
Burrus, Gopinath, and Guo, Introduction to Wavelets and Wavelet Transforms: A Primer, Prentice Hall, New Jersey, 1998
Kay, Modern Spectral Estimation : Theory and Application, Prentice Hall, 1988
Proakis and Manolakis, Digital Signal Processing, 3rd edition, Prentice Hall, 1996
Flandrin, Time-Frequency / Time-Scale Analysis, Academic Press, 1999

Useful Websites: 

        Rice Wavelet Toolbox for Matlab Computational Mathematics Laboratory

        Rice University
TIME-FREQUENCY TOOLBOX for Matlab 1999