Graduate-level introduction to signal processing with emphasis on vector space methods and adaptive signal processing.

The course prerequisites are undergraduate level probability and DSP. The linear algebra content will be self-contained, though taught at a somewhat fast pace.

Tuesday and Thursday, 12:30–2:00pm, Online

Instructor: Farzad Kamalabadi, farzadk [at] illinois [dot] edu

Teaching Assistant: Helmuth Naumer, hnaumer2 [at] illinois [dot] edu

Office Hours Information here

Lecture recordings available here

Submit Homework on Compass

Midterm Solution

Lecture 22 Notes PDF

Lecture 21 Notes PDF

Lecture 19 Notes PDF

Homework 7 Solution Available!

Lecture 18 Notes (annotated) PDF

Lecture 17 Notes PDF

Homework 8 Posted! PDF, LaTeX, and image

Lecture 16 Notes (annotated) PDF

Lecture 15 Notes (annotated) PDF and Dynamic Gain Plot and Static Gain Plot

The exam has been distributed over email.

The final project will focus on your choice of a signal processing paper, with the goal of understanding the work and in some way extending it. The first deadline will be a project proposal due on November 5th, and it will conclude with a write-up and in-class presentation after Fall break (starting December 1st).

During this time, the only homework will be to continue working on the final project.

Details regarding the project are available here

This plan will be refined over time.

Time | Topics | Reading |

Week 1 | Vector Space, Hilbert Space, Linear Operators | [VKG] 1, 2.2, 2.3 |

Week 2 | Projections, Bases, DTFT, Numerical Issues | [VKG] 2.4 - 2.6 |

Week 3 | Discrete-Time Signals | [VKG] 3 |

Week 4 | Multirate and Filterbanks | [VKG] 3.7, 7.2-7.4, Notes |

Weeks 5-6 | Continuous-Time, Sampling and Interpolation | [VKG] 4,5 |

Weeks 6-7 | Stochastic Processes | [VKG] 3.8, 4.6, Notes |

Weeks 7 | Estimation | Notes |

Weeks 8 | Approximation, Splines | [VKG] 6 |

Week 9 | Adaptive Signal Processing | Notes |

Week 10 | Midterm (10/29) | |

Week 11-13 | Special Topics | Notes |

Week 14 | Fall Break | |

Weeks 15-16 | Final Project Presentations | N/A |

Textbook

Vetterli, Kovačević, Goyal,

*Foundations of Signal Processing*, Cambridge University Press, August 2014; online

Alternative Linear Algebra Treatment

Axler,

*Linear Algebra Done Right*, available as PDF through UIUC online catalogNote: When you search for the book on the library website two links appear. One is broken, the other doesn't seem to properly redirect through the UIUC proxy. Use the above link. If the above link breaks, let us know.

40% Homeworks

30% Midterm

30% Final Project

Assignment 1 (Due 9/3) Solution

Tuesday Lecture (8/25)

Reading: [VKG] 1, 2.2,

Notes: Introduction

Tuesday Lecture (8/27)

Reading: [VKG] 2.2, 2.3

Notes: Inner Products, Norms, Hilbert Spaces, Linear Operators

Assignment 2 (Due 9/10) Solution

Tuesday Lecture (9/1)

Reading: 2.4, 2.5

Notes: Projections and Bases

Thursday Lecture (9/3)

Reading: 2.5, 2.6, 3.3

Assignment 3 (Due 9/17) Solution

Tuesday Lecture (9/8)

Reading: 3.3

Thursday Lecture (9/10)

Reading: 3.4, 3.5, 3.6, 3.7

Assignment 4 (Due 9/24) Solution PDF and code

Tuesday Lecture (9/15)

Reading: 3.7, 4.4, 7.2

Notes: Multirate (No Buttons)

Thursday Lecture (9/17)

Reading: 4.4, 7

Tuesday Lecture (9/22)

Reading: 5

Notes: Sampling

Thursday Lecture (9/24)

Reading: 5

Notes: Sampling Continued

Assignment 6: PDF, Source and Photos(Due 8/8) Solution (code))

Tuesday Lecture (9/29) Radon Transform

Reading:

Notes: Handwritten Notes to be Uploaded Later

Thursday Lecture (10/1)

Reading:

Notes: Stochastic Processes

Assignment 7: PDF, Source and Audio(Due 8/15) Solution

Tuesday Lecture (10/6)

Reading:

Notes: Estimation

Thursday Lecture (10/8)

Reading:

Notes: Estimation (part 2)

Tuesday Lecture (10/13)

Reading:

Notes: (annotated) PDF and Dynamic Gain Plot and Static Gain Plot

Thursday Lecture (10/15)

Reading:

Notes: (annotated) PDF

PSET 9 pdf, LaTeX (No Images) Due (10/29)

Tuesday Lecture (10/20)

Reading:

Notes:PDF

Thursday Lecture (10/22)

Reading:

Notes: (annotated) PDF

Tuesday Lecture (10/27)

Reading: Chapter 6

Notes: PDF

Thursday Lecture (10/29)

Reading:

Notes:

Tuesday Lecture (11/3)

Reading:

Notes:

Thursday Lecture (11/5)

Reading:

Notes:

Tuesday Lecture (11/3)

Reading:

Notes:

Thursday Lecture (11/5)

Reading:

Notes:

Fall Break

Tuesday Lecture (12/1)

Final Project Presentations

Thursday Lecture (12/3)

Final Project Presentations

Tuesday Lecture (12/1)

Final Project Presentations