EE 5375/7375. Random Processes in Engineering.

Fall 2010

Course outline: An introduction to probability and stochastic processes as used in communication and control. Topics include probability theory, random variables, expected values and moments, multivariate Gaussian distributions, stochastic processes, autocorrelation and power spectral densities, and an introduction to estimation and queuing theory.

Textbook: A. Leon-Garcia, Probability and Random Processes for Electrical Engineering, 2nd ed., Addison-Wesley, 1994.

Prerequisites: EE 3360 Statistical Methods in Electrical Engineering or equivalent, or

instructor’s permission

Instructor: Dinesh Rajan

Email: rajand@lyle.smu.edu

Phone: 214-768-1259 Fax: 214-768-3573

Office location: 346 Junkins Building, SMU campus

Office hours: TBD

TA/Grader: TBD

Class room: Junkins 112

Class time: Monday, Wednesday 2:00-3:20 pm

Other references

R. D. Yates and D. J. Goodman, Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers, Wiley & Sons, 1998.

A. Papoulis and S. U. Pillai, Probability, Random Variables and Stochastic Processes, 4th ed., McGraw-Hill, 2002.

H. Stark and J. Woods, Probability and Random Processes with Applications to Signal Processing, 3rd ed., Prentice Hall, 2002

Grading

Homeworks 30%

Classwork/participation 10%

Exam 1 25%

Final Exam 35%

Both the exams will be “inclass” exams.

Outline of the Course Topics:

• History of Probability and Random processes, Motivation and Applications
• Review of Probability, Independence, Conditional probabilities
• Discrete and Continuous random variables, Expectations, Entropy
• Sum of Independent Random variables, Sample averages, Central limit theorem
• Discrete-time and Continuous-time random processes
• Brownian motion process, Stationary random processes
• Poisson processes, Wiener processes, White noise
• Time Averages, Autocorrelation, Random walk
• Power spectral density, Filtering
• Markov chains, Markov processes
• Introduction to Queueing theory

Homeworks

To be posted

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* Disability Accommodations:  If you need academic accommodations for a disability, you must first contact Disability Accommodations & Success Strategies (DASS) at 214-768-1470 or www.smu.edu/alec/dass.asp to verify the disability and to establish eligibility for accommodations.  Then you must schedule an appointment with the professor to make appropriate arrangements. 

* Religious Observance: Religiously observant students wishing to be absent on holidays that require missing class should notify their professors in writing at the beginning of the semester, and should discuss with them, in advance, acceptable ways of making up any work missed because of the absence. (See University Policy No. 1.9.)
* Excused Absences for University Extracurricular Activities: Students participating in an officially sanctioned, scheduled University extracurricular activity will be given the opportunity to make up class assignments or other graded assignments missed as a result of their participation. It is the responsibility of the student to make arrangements with the instructor prior to any missed scheduled examination or other missed assignment for making up the work. (University Undergraduate Catalogue)

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