Northern Arizona University
School of Informatics, Computing & Cyber Systems
Tentative Syllabus - EE 526 Random Signals & Systems
Fall 2018
Instructor Paul G. Flikkema
Phone 523-6114
Office SICCS 323
Department Phone 523-6114
Email
[email protected]CATALOG DESCRIPTION: EE 526 Probability and Random Processes (3). Characterization,
classification, and representation of random phenomena. Discrete- and continuous-parameter probabilistic
models. Stationarity, covariance and correlation functions; spectral density. Detection and estimation.
Independent and Markov stochastic models. Applications in communication, networking, and control.
Meeting Pattern: Monday and Wednesday 2:20PM - 3:35PM
Location: SICCS 102
Prerequisites: EE 348 or equivalent
Corequisites: None
Prerequisite Skills [Depth Level (1 through 5): 1 = exposure, 3 = familiarization, 5 = mastery]:
A. Fourier analysis [4]
B. Linear system analysis [4]
Text:
Introduction to Probability. Dimitri P. Bertsekas and John N. Tsitsiklis, 2nd Edition.
Athena Scientific, 2008. ISBN: 978-1-886529-23-6
Recommended Optional Materials/References:
Optimization by Vector Space Methods. David G. Luenberger. Wiley-Interscience, 1969. ISBN-13: 978-
0471181170.
Intuitive Probability and Random Processes Using MATLAB. Steven M. Kay. Springer, 2006. ISBN: 0-
387-24157-4.
Others will be provided during the course.
Credit Hours: 3
Student Learning Expectations/Outcomes: This course gives students the background required for
practice and further study in a broad spectrum of disciplines in engineering, the sciences, and applied
mathematics. These include applications to engineering systems with noise and uncertainty, including
control, communication, and electrical and computing networks; complex stochastic systems in the
sciences; and statistical inference, including detection, estimation, and prediction.
Course Structure/Approach: Most in-class meetings will be based on lectures that amplify and/or
complement the material in the text. There will be periodic homework assignments during the course; in
selected assignments, problems will be selected randomly for grading. The homework scores will count
for 15% of your final course grade. There will be two exams during the course, each worth 25% of the
final course grade).. The final exam will count for 35% of your course grade. Make-ups for exams will be
given only for documented emergencies or if appropriate prior arrangements are made
Homework assignments and requirements will be announced in class.
Grading System: If you get 90% or more of the total possible points in the course, you will get an A.
Similarly, the cutoffs for B, C, and D are 80%, 70%, and 60%. These cutoffs are guaranteed; they may in
fact go lower at the discretion of the instructor. (For example, the cutoffs may drop by 5%.)
Requirements and Recommendations: You are responsible for all material covered in lectures and
reading assignments. Note that the material covered in the lectures may not be covered in the text and
vice versa. Finally, most students find that regular attendance is a must for success in the class.
Course Policy: The book is very friendly and includes many examples (with answers given). You are
expected to work through all of these on your own. Lectures will focus on building a good intuition for
key concepts. Class attendance is strongly recommended.
Academic Integrity: Plagiarism, cheating, fabrication, or fraud will result in immediate failure in the
course. It is your responsibility to understand university policy regarding academic integrity (see
https://www5.nau.edu/policies/client/Details/307?whoIsLooking=All&pertainsTo=All).
NAU Policies: Please refer to the NAU Student Handbook (see https://nau.edu/student-life/student-
handbook) describing policies regarding safe environment, disabilities, etc.
Tentative Course Outline:
Week Topic Required Reading in Text
1 Probability Models Ch 1
2 Discrete Random Variables Ch 2
Continuous Random
3 Ch 3, 3.1-3.3
Variables
4 Review and Exam
Random Vectors,
5 Ch 3, 3.4-3.7
Conditioning
Measures of Random
6 Ch 4, 4.1-4.2, 4.4
Variables, Transforms
Inequalities and Limit
7 Ch 5, 5.1-5.4
Theorems
8 Review and Exam
Ch 6 and notes on Gaussian
9 Stochastic Processes
processes
Ch 6 and notes on Gaussian
10 Stochastic Processes, cont’d
processes
11 Markov Chains Ch 7, 7.1-7.3
12 Statistical Inference Ch 8, 9 (selected sections)
13 Statistical Inference, cont’d Ch 8, 9 (selected sections)
14 Markov Chain Monte Carlo notes
15 Review
