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, 12:30–1:50pm, In Person

Instructor: Zhi-Pei Liang, z-liang [at] illinois [dot] edu

Teaching Assistant: Parisa Karimi, parisa2 [at] illinois [dot] edu

Parisa's office hours: Tuesdays and Wednesdays 5-6 pm, online.

**Zoom meeting information:**
Join Zoom Meeting
Meeting ID: 883 653 4419
Password: 338988

Lecture 1 slides are uploaded!

HW1 is uploaded! HW1 Solution

HW2 is uploaded! HW2 Solution

HW3 is uploaded! HW3 Solution

HW4 is uploaded! HW4 Solution

HW5 is uploaded! HW5 Solution

HW6 is uploaded! HW6 Solution

HW7 is uploaded! HW7 Solution

HW8 is uploaded! HW8 Solution

HW9 is uploaded! HW9 Solution

HW10 is uploaded! HW10 Solution

J.G. Proakis and D.G. Manolakis, Digital Signal Processing. Principles, Algorithms and Applications, 4th Ed., Prentice-Hall, 2007.

Vetterli, Kovačević, Goyal, Foundations of Signal Processing, Cambridge University Press, August 2014; here

A.V. Oppenheim, R.W. Shafer, and J. R. Buck, Discrete-Time Signal Processing, Prentice-Hall, 1999.

A. C. Singer, Powerpoint Notes. here

Handouts

Week 1:

Overview of digital signal processing and its applications

Review of basic signal processing concepts

Week 2:

All-pass systems

Minimum-phase systems

Group delay

Week 3:

Filter structures

Optimal design of FIR filters

Week 4:

Multichannel sampling

Week 5-6:

Digital rate conversion

Digital filter banks

**Midterm 1**

Week 7:

Time-frequency analysis: Window Fourier transform

Week 8-9:

Wavelet transform

Week 10:

Linear predictive modeling

Week 11:

ARMA processes

Week 12-13:

Adaptive filters

**Midterm 2**

Week 14:

Fall break

Week 15-16:

Principal component analysis (PCA)

Independent component analysis (ICA)

Cannonical component analysis (CCA)

Application examples

**Final exam**