uwloo

ECE 603Statistical Signal Processing

Units
0.50
Level
Graduate
Faculty
Engineering
Subject
Electrical and Computer Engineering

When it runs

  1. F24
  2. W25
  3. S25
  4. F25
  5. W26
  6. S26
  7. F26
  8. W27
  9. S27

Ran in 1 of the last 7 terms. Winter 2027: scheduled, 1 lecture section. Spring 2027: schedule not out yet.

Optimum mininum mean-square error (MMSE) Wiener filtering. Parametric and non-parametric spectrum estimation. Eigenstructure-based frequency estimation. Statistical parameter estimation using maximum likelihood (ML), maximum a posteriori probability (MAP), minimum mean-square error (MMSE) and least squares (LS) methods. Adaptive signal processing using least-mean-squares (LMS) and recursive least-squares (RLS) approaches. Discrete-time Kalman filtering. Recommended background: ECE 316: Probability Theory/ECE 342: Signals and Systems/ECE 413: Digital Signal Processing/ECE 604: Stochastic Processes.

Prerequisites

None listed.

Antirequisites

None listed.

Leads to

No course lists it as a requisite.

Winter 2027 sections

Enrolment from UW Open Data, which can trail Quest by up to two days. Instructors and rooms: Schedule of Classes.
SectionClassEnrolledMeets
LEC 00177550 / 40MF 10:00–11:20

Discussed on r/uwaterloo

3 posts and comments in 3 threads mention ECE 603, March 2016 to December 2024. Quoted word for word, newest first; each reply sits under the post and the comment that started its branch. Search r/uwaterloo for newer posts.

Winter 2024

Winter 2021

Winter 2016

Check it elsewhere for Fall 2026

Calendar versions

Graduate Calendar

Older Graduate Calendars

In 42 terms, Fall 2006 to Winter 2024