Here are some prelim studying resources for those of us taking the DSP prelim in August. The material we are responsible for is:

• Oppenheim and Schafer, Discrete-Time Signal Processing, 2nd edition, Prentice-Hall, 1999. Chapters 1-10
• Simon Haykin, Adaptive Filter Theory, 3rd edition, Prentice-Hall, 1996. Chapters 1-6.
• Alberto Leon-Garcia, Probability and Random Processes in Electrical Engineering, 2nd edition, Addison Wesley, 1994. Chapters 1-5, 8.

• Vetterli and Kovacevic, Wavelets blah blah blah
• Papoulis, Probability, Random Variables, and Stochastic Processes
• Gallager, Discrete Stochastic Processes
• Gallager, Lecture Notes on Stochastic Processes

• 6.15.03 : 7:30 PM at ICSI. We will discuss O&S Chapters 2-3 most likely, as time permits.
• 6.22.03 : (Kofi/Ram) sampling, multirate, basic probability, conditional probabilities, transforms of random variables
  • Leon-Garcia : 2.18, 2.28, 2.29, 2.34, 2.37, 2.39, 2.41, 2.45, 2.52, 2.54, 2.56, 2.68, 2.70, 2.71, 2.75, 2.79, 3.14, 3.15, 3.18, 3.21, 3.27, 3.29, 3.35, 3.45, 3.52, 3.54, 3.57, 3.60, 3.82
  • Oppenheim and Schafer : 4.2, 4.7, 4.9, 4.12, 4.14, 4.19, 4.23, 4.27, 4.29, 4.34, 4.37, 4.39, 4.42, 4.46, 4.47, 4.48, 4.51, 4.53, 4.55, 4.62
• 6.29.03 : (Jana/Walter) random processes, cross correlation, covariance, filtering random processes, transform analysis (all-pass, minimum phase, etc), spectral factorization, innovations
  • Haykin (3rd ed) : 2.5, 2.6, 2.8, 3.4, 3.7, 3.10 -- (page 1) (page 2)
  • Oppenheim & Schafer : 2.82, 2.83, 2.87, 2.90, 5.32, 5.35, 5.37, 5.40, 5.41, 5.46, 5.53, 5.54, 5.57, 5.59, 5.64, 5.69, 5.72
• 7.4.03 : NO MEETING
• 7.13.03 : (Anand/Jana) DFT, linear algebra (SVD, positive definiteness, Toeplitz), KLT, combinatorics
  • Vetterli & Kovacevic : 2.5, 2.12
  • Oppenheim & Schafer : 8.3, 8.9, 8.23, 8.24, 8.30, 8.35, 8.41, 8.43, 8.49, 8.55, 8.60, 8.62
  • Bertsekas : page 1 and page 2
• 7.20.03 : (Dan/Ryan) FFT, computation structures, filter design
  • Oppenheim & Schafer : 7.1,3,5,8,15,19,20,22,25,30,32,36,43,44,47,49,54,56
  • Oppenheim & Schafer : 9.3,6,7,12,18,25,30,32,33,41,44,47,48,51,53
• 7.27.03 : (Ram/Walter) hypothesis testing and detection, estimation theory, MMSE/LLSE, Wiener filters, Fourier analysis using the DFT
  • Oppenheim & Schafer: Ch. 10 Basic Problems, 10.21, 10.22, 10.25, 10.30, 10.31, 10.32
  • Ram's Problem Set
• 8.3.03 : (Anand/Dan) LMS, Kalman filters, linear prediction
• 8.10.03 : (Kofi/Ryan) convergence theorems, Markov chains, birth/death chains, Poisson processes
• 8.17.03 : TBA, possibly wavelets and filterbanks
• 8.22.03 : DAY OF JUDGEMENT (476 Cory)
  • 8:30 -- Jana Van Greunen
  • 9:30 -- Walter Richter
  • 10:30 -- Dan Hazen
  • 11:30 -- Anand Sarwate
  • 12:30 -- Lunch
  • 1:30 -- Ryan White
  • 2:30 -- Kofi Boakye
  • 3:30 -- Ram Rajagopal

Handouts

Prelim Crew I
Transformations of random variables
Moments and generating functions
A hodge-podge of combinatorics
The singular value decomposition
Stepping through steepest descent and LMS

Oppenheim and Schafer Problems

Chapter 2

1, 8, 11, 14, 16, 20, 34
35, 41, 46, 47, 49, 53, 66, 69, 70, 79
84, 87, 89, 90

Chapter 3

3, 6, 10, 11, 19, 23
29, 32, 38, 41, 46
48, 49, 50, 53, 55

Chapter 4

2, 7, 9, 12, 14, 19, 23, 27
29, 34, 37, 39, 42, 46
47, 48, 51, 53, 55, 62

Chapter 5

10, 11, 18, 24, 25
32, 33, 40, 45, 46, 50
58, 61, 69, 72, 73

Links

Video from Avideh Zakhor's EE 123 Class
6.041, the MIT undergrad probability class
6.341, the MIT deterministic signal processing class

Ryan's Plan

6/10 - read through chapter 7 of Oppenheim (I only got through chap 6)
6/17 - read chapters 8,9,10 of Oppenheim
6/24 - read chapters 5-7 of Papoulis (random variables, MSE, and limit theorems)
7/01 - 8,9,11 Papoulis (statistics, stochastic process basics, spectral representation)
7/08 - 12,13,16 Papoulis (more MSE, Spectral Estimation, Markov Chains)
7/15 - Chapters 1,2,3,5 Haykin (Adaptive Signal Processing)
7/22 - Chapters 1,2 Gallager; Chapters 6,7 Strang (the linear algebra one, not the DSP Strang)