Calendar

Ses # TopicS Key Dates
Signals & Systems in Time & Frequency
1 Introduction Recitation 1
2 Transforms Recitation 2
3 Energy Spectral Density

Recitation 3

Problem Set 1 Due
State-Space Models
4 State-Space Models  
5 State-Space Models, Equilibrium, Linearization

Recitation 4 

Problem Set 2 Due
Modal Solutions of LTI Systems, Reachability and Observability, Transfer Functions, Hidden Modes
6 Modal Solution of Undriven CT and DT LTI State-Space Models Recitation 5
7 Full Modal Solution, Asymptotic Stability, Reachability, and Observability

Recitation 6

Problem Set 3 Due
8 Matrix Exponential, ZIR+ZSR, Transfer Function, Hidden Modes, Reaching Target States Recitation 7
Observers, State Feedback, Observer-Based Feedback  
9 Observers for State Estimation

Recitation 8 

Problem Set 4 Due
10 Observers, State Feedback Recitation 9
11 State Feedback, Observer-Based Feedback

Quiz 1
Probablistic Models, Random Variables
12 Probabilistic Models, Random Variables Recitation 10
MMSE and LMMSE Estimation
13 Vector Picture for First- and Second-Order Statistics; MMSE and LMMSE Estimation

Recitation 11 

Problem Set 5 Due
14 LMMSE Estimation, Orthogonality Recitation 12
15 Normal Equations, Random Processes

Recitation 13

Problem Set 6 Due
WSS Processes
16 Wide-Sense Stationary Processes; LTI Filtering of WSS Processes Recitation 14
17 LTI Filtering of WSS Processes

Recitation 15

Problem Set 7 Due
18 Power Spectral Density (PSD)

Recitation 16

Problem Set 8 Due
Wiener Filtering
19 Einstein-Wiener-Khinchin Theorem, PSD Applications, Modeling Filters

Recitation 17

Recitation 18

Quiz 2
20 Wiener Filtering

Recitation 19 
21 Wiener Filtering Illustrations

Recitation 20

Problem Set 9 Due
Hypothesis Testing
22 Hypothesis Testing Recitation 21 
Signal Detection
23 Neyman-Pearson Testing, Signal Detection

Recitation 22

Problem Set 10 Due
24 Matched Filtering

Recitation 23

Recitation 24

Problem Set 11 Due

Final Exam (during finals week)