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Random Variables and Signals

ECE60000

Spring 2018

Days/Time: TTh / 10:30-11:45 am
Credit Hours: 3

Learning Objective:
To introduce the topics of probability, random variables, and stochastic processes at the graduate level.

Description:
Engineering applications of probability theory; problems on events, independence, random variables, probability distribution and density functions, expectations, and characteristic functions; dependence, correlation, and regression multivariate Gaussian distribution; stochastic processes, stationarity, ergodicity, correlation functions, spectral densities, random inputs to linear systems; Gaussian processes.

Topics Covered:
Engineering applications of probability theory; problems on events, independence, random variables, probability distribution and density functions, expectations, and characteristic functions; dependence, correlation, and regression multivariate Gaussian distribution; stochastic processes, stationarity, ergodicity, correlation functions, spectral densities, random inputs to linear systems; Gaussian processes.

Prerequisites:
Graduate standing; knowledge of basic set theory, matrix analysis, continuous and discrete time signal and systems analysis, Fourier transforms.

Applied/Theory: 20/80

Homework:
Homework will be assigned each week, but will not be collected or graded; the homework and solutions will be available on the course web site.

Projects:
Information not available at this time.

Exams:
Three exams and one final exam.

Textbooks:
Official textbook information is now listed in the Schedule of Classes. NOTE: Textbook information is subject to be changed at any time at the discretion of the faculty member. If you have questions or concerns please contact the academic department.
Tentative: Required--A. Papoulis, "Probability, Random Variables, and Stochastic Processes," 4th ed., McGraw-Hill Europe. ISBN 9780071226615.

Computer Requirements:
ProEd minimum computer requirements; Internet access required to download the homework from the course web pages.

ProEd Minimum Requirements: view

Tuition & Fees: view

Other Requirements:
None.

SEMESTERS

Spring 2017
Spring 2018
Spring 2019
Spring 2020
Spring 2021

CURRENT INSTRUCTOR(S)

Mark R. Bell

Phone
765-494-6412

Email
mrb@ecn.purdue.edu

Office
Purdue University
Electrical Engineering Bldg
465 Northwestern Ave
West Lafayette, IN 47907-2035

Fax
765-494-3358

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