EE 600 Random Variables and Signals


EE600 Course Information - Fall 2001

Course Instructor: Professor Edward J. Delp
Office: Room 354 MSEE
Telephone: 49-41740
Office Hours: MF 12:30-1:30pm and by appointment


Credit: 3 credit hours.

Prerequisites: Graduate Standing. Knowledge of basic set theory, matrix analysis, continuous and discrete time signal and systems analysis, Fourier transforms.

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; multi-variate Gaussian distribution. Stochastic processes, stationarity, ergodicity, correlation functions, spectral densities, random inputs to linear systems; Gaussian processes.

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

This course is one of the required core courses and as such is intended to provide breadth in a student's program and also to serve as a prerequisite for more advanced courses. The emphasis is on applications of probability to engineering problems and the major objective is to train the student to formulate such problems within the framework of probability theory.

Grading: There will be two hour exams and a final exam. The hour exams will be October 10 and November 16. There will also be 3-8 unannounced 10-15 minute quizzes.
The grade will be determined by:

Hour Exams: 50%
Quizzes: 10%
Final Exam: 40%

If the final exam score is higher than the lowest test score, then the final exam score will replace the lowest test score. The lowest quizz grade will be dropped.

Final Exam: The Final Exam will be on December 13, 2001 from 8:00 - 10:00AM.

The final is totally comprehensive and includes all the homework assignments and the following sections from the book:
Chapters 1-8
Chapter 9.1, 9.2
Chapter 10 and 11
Chapter 12.3
Chapter 14

Test 1: The first hour exam will be on October 10, 2001. The material covered on this exam will include Chapters 1 - 6 of the text and Homeworks 1- 7.6.

Test 2: The second hour exam will be on November 16, 2001. The material covered on this exam will include Chapters 7, 8, 9.1, 9.2, and 10.1 of the text and Homeworks 7.7 - 10.7.

Homework: Homework will be assigned each week, but will not be collected or graded. The homework and solutions are available as PDF (Arobat) files via ftp.
Many of the homeworks and solutions have been revised. You should make sure you have the latest versions by examining the time stamps at the top of the assignment.


Teaching Asistant

There is a Teaching Assistant available for help. You are encourage to see the TA for help with homework problems and other questions about the course material. The TA has many office hours per week. Follow this link for more information.

EE600 TA Office Hours


Assignments and Course Outline

Reading and Homework Assignments

Tenative Course Outline


Text:

A. Papoulis, Probability, Random Variables, and Stochastic Processes, 3rd edition, McGraw Hill, 1991.

References:

There are various books on reserve in the Engineering Library. You are encouraged to make use of them. The following is a list of reference books you may find helpful:

P.E. Pfeiffer, Concepts of Probability Theory, Dover, 1978.

W.B. Davenport, Probability and Random Processes, McGraw-Hill, 1970.

A. Papoulis, Probability, Random Variables, and Stochastic Processes, 1st edition, McGraw Hill, 1965.

R.M. Gray and L.D. Davisson, Random Processes: A Mathematical Approach for Engineers, Prentice-Hall, 1986.

C.W. Helstrom, Probability and Stochastic Processes for Engineers, Macmillan, 1984.

H. Stark and J. W. Woods, Probability, Random Processes, and Estimation Theory for Engineers, 2nd edition, Prentice Hall, 1994.

L. Breiman, Probability and Stochastic Processes, 2nd edition, Scientific Press, 1986.

P. Z. Peebles, Probability, Random Variables and Random Signal Principles, 3rd Edition, McGraw Hill, 1993.

A. Leon-Garcia, Probability and Random Processes, 2nd edition, Addison-Wesley, 1994.

S. Lipschutz, Probability, Schaum's Outline.


Testing Policy:

No make up exams are possible. It is also not possible to take an exam early.

The hour exams will be October 10 and November 16. If the final exam score is higher than the lowest test score, then the final exam score will replace the lowest test score.

If you dispute your grade on an exam, you have one week from the date that the exam was returned to request a change in the grade. After this time, no further change in grade will be considered. All requests for a change in a grade must be submitted in writing to Professor Delp. You must sign, date, and attach your regrade request (in ink) to the original exam paper. If you feel that you may need your exam to aid you in studying, then you should make a copy of your exam before you submit it for a regrade request.

Regrade requests are to be used for procedural errors and/or possible mistakes in interpreting your solutions. Regrade requests of the type: "I think I should receive more points on X," will be routinely rejected.

Professor Delp reserves the right to regrade the entire exam.


To make sure you have the latest version of this page, note the time stamp at the bottom of this page and use the "reload" feature of your Web browser.
This page was created on August 15, 1997 and last updated on November 13, 2001 at 10:22PM EST.

Professor Edward J. Delp