ECE 302: Probabilistic Methods in Electrical and Computer Engineering

Fall 2020
Professor Stanley H. Chan

Lecture Video (Recorded Fall 2017)

  • Lecture 00: Introduction

  • Lecture 01: Series, Set theory (Ch. 1.1 - Ch. 1.2)

  • Lecture 02, Video 02: Set Theory, Combinatorics, Matrix (Ch.1.2 - Ch 1.4)

  • Lecture 03, Video 03: Probability Model (Ch.2.1)

  • Lecture 04, Video 04: Conditional Probability (Ch.2.2, Ch. 2.4)

  • Lecture 05, Video 05: Independence (Ch.2.3)

  • Lecture 06, Video 06: Disrete Random Variable, PMF, Bernoulli (Ch.3.1-3.2)

  • Lecture 07: Expectation, Moment, Variance (Ch.3.3)

  • Lecture 08: Binomial, Geometric, CDF (Ch.3.4-3.5)

  • Lecture 09: Poisson (1) (Ch.3.5)

  • Lecture 10, Video 10: Poisson (2) (Ch.3.5)

  • Lecture 11, Video 11: Continuous random variable, PDF, Uniform distribution (Ch.4.1, 4.3)

  • Lecture 12, Video 12: CDF, QQ-plot (Ch.4.2)

  • Lecture 13, Video 13: Exponential, Gaussian (Ch.4.3, Ch. 4.5)

  • Lecture 14, Video 14: Gaussian random variables (Ch. 4.4 - 4.5)

  • Lecture 15, Video 15: Function of random variables (Ch. 4.6)

  • Lecture 16, Video 16: Joint PMF and joint PDF (Ch. 5.1 - 5.2)

  • Lecture 17, Video 17: Conditional distribution, Joint Expectation (Ch. 5.3 - 5.4)

  • Lecture 18, Video 18: Joint expectation, covariance, correlation (Ch. 5.4)

  • Lecture 19, Video 19: Conditional Expectation (Ch. 5.5)

  • Lecture 20, Video 20: 2D Gaussian (Ch. 5.6)

  • Lecture 21, Video 21: Sum of Two Random Variables (Ch. 6.1)

  • Lecture 22, Video 22: Moment Generating Function (Ch. 6.2)

  • Lecture 23, Video 23: Characteristic Function (Ch. 6.3)

  • Lecture 24, Video 24: Law of Large Number (Ch. 6.4)

  • Lecture 25, Video 25: Central Limit Theorem (Ch. 6.5)

  • Lecture 26, Video 26: Linear Least Squares (Ch. 7.1)

  • Lecture 27, Video 27: Maximum Likelihood Estimation (Ch. 7.2)

  • Lecture 28, Video 28: Maximum a Posteriori Estimation (Ch. 7.3)

  • Lecture 29, Video 29: Introduction to Random Processes (Ch. 8.1)

  • Lecture 30, Video 30: Mean Functions, Auto-Covariance Function (Ch. 8.2-8.3)

  • Lecture 31, Video 31: Wide Sense Stationary (Ch. 8.4)

  • Lecture 32, Video 32: Power Spectral Density (Ch. 8.5)

  • Lecture 33, Video 33: Random Process through LTI System (Ch. 9.1 - 9.2)

  • Lecture 34: Cross Correlation through LTI System (Ch. 9.3)

  • Lecture 35, Video 35: Optimal Linear Filter 1 (Ch. 9.4)

  • Lecture 36: Optimal Linear Filter 2 (Ch. 9.4)