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Instructor Class Description

Time Schedule:

Les Eugene Atlas
E E 519
Seattle Campus

Stochastic Analysis of Data From Physical Systems

Computer systems for acquisition and processing of stochastic signals. Calculation of typical descriptors of such random processes as correlation functions, spectral densities, probability densities. Interpretation of statistical measurements made on a variety of physical systems (e.g., electrical, mechanical, acoustic, nuclear). Lecture plus laboratory. Prerequisite: E E 505 or equivalent.

Class description

Course Description: This is a lab and project oriented course with an emphasis on the advanced theory and application of digital signal processing to real-world signals. It is the advanced digital signal processing class that follows EE 518, Digital Signal Processing I. EE 519 will introduce more advanced concepts like linear prediction (used for voice coding in all modern digital telephony systems), cepstral analysis (the standard representation for most modern speech recognition systems), short-time Fourier transform and related filterbank analysis/synthesis systems (used in MP3 and more modern audio coding systems), optimal and adaptive filtering, Kalman filtering and its modern extensions, and new techniques recently developed by the instructor and his students, called “modulation spectra and filtering.” While example applications will focus on speech, audio coding, acoustics, and music, the concepts presented potentially generalize to higher dimensional systems and applications such as video, robotics, and genome sciences.

Student learning goals

General method of instruction

Lectures, with questions encouraged, and homework discussion.

Recommended preparation

Prerequisites: EE505 and EE518.

Class assignments and grading

Homework and MATLAB computer problems, along with a group-oriented final project, with presentation and write-up.

Homework, Midterm Exam, and Final Project


The information above is intended to be helpful in choosing courses. Because the instructor may further develop his/her plans for this course, its characteristics are subject to change without notice. In most cases, the official course syllabus will be distributed on the first day of class.
Additional Information
Last Update by Les Eugene Atlas
Date: 12/27/2006