ECE-S 632– Fundamentals of Stochastic DSP, Winter 2010

Lecture Time and Location

Mondays, 6:00PM - 8:50PM. Curtis 344.


Prof. John MacLaren Walsh. Office: Bossone 203. Telephone: (215) 895-2360. Email:

Office Hours: Wednesday 10AM-noon. Other times available by email appointment.

Course Website

This class has a website: You will need to check it periodically throughout the semester for information concerning reading assignments, homework assignments, exam information, and projects.


A graduate level deterministic digital signal processing course (e.g. ECES 631) covering the discrete time fourier transform, FIR and IIR filters, the discrete fourier transform, and discrete time fourier transform. Also, familiarity with probability, random variables, and random processes: including cumulative distribution functions (CDF), probability density functions (PDF), probability mass functions (PMF), markov chains (MC) and markov processes, stationary and wide sense stationary (WSS) discrete time random processes.


Grading Policy

There will be graded homework assignments, one take home project, a midterm and a cumulative final exam. These will count towards the final grade as follows: homework (20%), take home projects (30%), midterm exam (20%), final exam (30%). Due to the few, yet condensed, nature of the lectures, late homework can not be accepted. If you wish to dispute the grading of a homework/project/exam, you must attach to the homework/project/exam a piece of paper outlining your complaint and return it to the instructor within 2 business days after the homework/project/exam is returned. Any disputation of grading which does not follow these guidelines will not be accepted, and may lead to a reduction in your grade.

Outline of Course Content

Assignment Schedule

This will be updated periodically throughout the semester, and is thus subject to change.

This document is current as of March 14, 2010.