EE Department

University of Nevada, Reno

Fall 2009

EE 782 Random Signal Analysis and Estimation Theory (3 Cr. Hrs.)

Prerequisite: EE 362 Signals and Systems

Instructor: Dr. M. S. Fadali, SEM 325

Time & Location: M, W 11:00-12:00, SEM 331

Office Hours: MW 2:00-3:00, T 10:00-11:00

Text:

R. G. Brown and P. Y. C. Hwang, Introduction to Random Signals and Applied Kalman Filtering, 3ed, J. Wiley, NY, 1997.

References:

A. Papoulis, Probability, Random Variables, and Stochastic Processes, 3^rd Ed., McGraw Hill, NY, 1991.

P. Z. Peebles, Jr., Probability, Random Variables, and Random Signal Processing, 3^rd Ed., McGraw Hill, NY, 1993.

J. M. Mendel, Lessons in Estimation Theory for Signal Processing, Communications, and Control, Prentice Hall PTR, Englewood Cliffs, NJ, 1995.

Journals:

IEEE Trans. Signal Processing, IEEE Trans. Acoustics Speech Signal Processing, IEEE Trans. Automatic control, Automatica, International J. Control.

Course Contents for EE 782

Homework for EE 782 (See WebCT)