EE378A: Statistical signal processing, part A

Announcements

• The deadline for Homework 3 is extended to May 17th (Friday).

• Lecture notes have been posted.

• Homework 2 solution has been posted.

• Homework 3 has been posted.

• We have set up a forum in piazza where you can post and discuss about the homeworks.

Course Overview

Themes include:

• Bayesian inference, estimation, and hypothesis testing

• Linear vs. non-linear, causal vs. non-causal, exact vs. approximate inference

• Hidden Markov processes and some more general graphical models

• Prediction, filtering, and denoising (classical and modern)