ECE 503 Random Processes for Engineering Applications

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NEWS: Exam 1 will be on September 30. Exam 2 will be on November 2.

 

 

COURSE SYLLABUS

 

Fall 2009

 

2003-04 Catalog Data: 

Random Processes for Engineering Applications (3) I Probability, random variables, stochastic processes, correlation functions and spectra with applications to communications, control, and computers. P, SIE 305.

 

Text Book:                         

Probability, Random Variables, and Stochastic Processes, 4th Ed., A. Papoulis, McGraw-Hill, 1991.

 

References:                           

The Probability Tutoring Book, Revised Printing, C. Ash, IEEE Press, 1993.

 

Instructor:                                                     

Dr. Bane Vasic, Professor of Electrical and Computer Engineering and Mathematics.

 

Grader:                                                          

Dzung Viet Nguyen <nguyendv@email.arizona.edu>

 

Prerequisites by Topic:        

An undergraduate course in probability.

 

Overall Educational Goals:  

Graduate level understanding of probability, random variables, and random processes.

 

Specific Educational Outcomes:

Mastery of theoretical and practical aspects of the course topics.  Proofs and definitions are expected in addition to solution of practical problems.

 

Course Topics:                       

1. Probabilty

2. Random variables

3. Distribution and density functions

4. Expectation and moments

5. Tranformations of random variables

6. Joint distributions, densities, and transformations

7. Random sequences and convergence

8. Weak law of large numbers, central limit theorem

9. Random processes, distributions and densities

10. Stationarity

11. Correlation

12. Spectra

13. Markov chains

 

Class Requirements:             

1. three 50 minute lectures per week

2. approximately five homework problems per week

3. two 50 minute mid-term exams

4. one comprehensive final exam

 

Computer Usage:                  

none

 

Laboratory Projects:            

none

 

Assessment of Course Outcomes:

Homework       15%

Exam #1          25%

Exam #2          25%

Final Exam       35%

 

Details:

 

Homework: Few text problems will be assigned on Mondays, and collected the following Monday in class, at the start of the class period. These will be graded (not all problems every time). Late work is not accepted, neither is work placed in my mailbox or pushed under my office door. The homework assignments and solutions will be posted on my web page under “Teaching/ECE503.” If you find a grading error, contact the grader.

 

Exams: All exams will be closed notes, closed book. Calculators are not permitted.

 

Academic Integrity: All submitted work must be original. The minimum penalty for plagiarism and cheating on exams and quizzes is an E grade.

 

Student Questions: The instructor will not be able to answer questions submitted by e-mail nor accept student visits out of the office hours.  

 

 

Prepared by: Bane Vasic                                         

 

Date: August 10, 2009

 

 

 

 You can download the PDF version of this syllabus (Click to download )