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EE 60563: Probability and Random Processes Fall 2018

This document provides information about the EE 60563 Probability and Random Processes course for Fall 2018 at the University of Notre Dame. It outlines the instructor, meeting times, grading structure, required text, and course content. The course will cover introductory probability theory, random vectors and transformations, random processes and filtering. Additional reference materials are provided. Old exams and homework solutions are available online for practice. Office hours are open and by appointment.

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Raven Odinson
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115 views2 pages

EE 60563: Probability and Random Processes Fall 2018

This document provides information about the EE 60563 Probability and Random Processes course for Fall 2018 at the University of Notre Dame. It outlines the instructor, meeting times, grading structure, required text, and course content. The course will cover introductory probability theory, random vectors and transformations, random processes and filtering. Additional reference materials are provided. Old exams and homework solutions are available online for practice. Office hours are open and by appointment.

Uploaded by

Raven Odinson
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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EE 60563: Probability and Random Processes

Fall 2018
Instructor: Assoc. Prof. Ken Sauer
Office: Fitzpatrick 272 Phone: 631-6999, E-mail:[email protected]
Office hrs.: Open
Lecture: TTh, 9:30 - 10:45 AM, DeBartolo 240
Homework: Old exams and homework sets with solutions; not graded
Grading: 40% final exam, 30% ea. for 2 mid-terms
Text: John A. Gubner, Probability and Random Processes
for Electrical and Computer Engineers,
Cambridge University Press, NY, NY 2006.
Web site: http://www.nd.edu/˜ sauer/random

Course Outline

1. Introductory Probability Theory and Random Variables, ch. 1-5.


Probability spaces, axiomatic theory, independence, conditional probabilities, Bernoulli
trials, Bayes’ theorem, distribution and density functions, pairs of random variables,
conditional distributions, correlations, transformations of random variables, expecta-
tions.

2. Random Vectors and Transformations, ch. 7-9.


Finite-dimensional collections of RVs, correlation/covariance matrices, eigenanalysis,
orthogonalizing transformations, linear, least-mean-squared-error estimation from ran-
dom vectors.

3. Random Processes and Filtering, ch 10, (selections from)11,13,14


Sequences of random variables, limit theorems, correlation functions, stationarity and
ergodicity, Gaussian processes, Poisson processes, spectral properties, linear systems
and stochastic processes, linear, least-mean-squared-error estimation, orthogonality,
Wiener filtering.

Example Additional References

1. H. Stark and J. Woods, Probability, Random Processes, and Estimation Theory for
Engineers, any edition, Prentice-Hall.

2. A. Leon-Garcia, Probability, Statistics, and Random Processes for Electrical Engineers,


any edition, Pearson Prentice Hall.

3. P.Z. Peebles, Probability, Random Variables, and Random Signal Principles, any edi-
tion, McGraw-Hill, New York.
Miscellaneous Comments

• The text is relatively brief on some aspects of probability and basic random variables.
There are many other books, including the texts by Garcia and Peebles, which give
more complete coverage. If your background in the basics is lacking, or you need to
review, please consider looking at other sources, too. Basic probability texts are also
good places for finding sample problems for review.

• “This course includes too much material,” is a common complaint. Unfortunately, be-
cause of the varied backgrounds of people in the class, and the number of other courses
and research which depend on your knowing something about stochastic processes, a
lot is crowded into EE60563.

• Old exams from EE60563 are available for practice, and can be printed from the Web-
site.

• Office hours are given as “open,” meaning they are not restricted to pre-set times. Just
drop in any time, or email to make sure I’m available.

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