Catalog Description: This course connects classical statistical signal processing (Hilbert space filtering theory by Wiener and Kolmogorov, state space model, signal representation, detection and estimation, adaptive filtering) with modern statistical and machine learning theory and applications. It focuses on concrete algorithms and combines principled theoretical thinking with real applications.

Units: 3

Prerequisites: EL ENG 120 and EECS 126.

Spring: 3 hours of lecture per week
Fall: 3 hours of lecture per week

Grading basis: letter

Final exam status: Written final exam conducted during the scheduled final exam period

Class homepage on inst.eecs