# syllabus ece 551 probability and random processes, fall 551 – probability and random processes,...

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Syllabus

ECE 551 Probability and Random Processes, fall 2013

Lecturer: James W. Phegley, Ph.D.

Office: ENGR. E-210

Office Phone: 453-7044

Office Hours: Monday, Wednesday, and Friday from 1:00 to 3:00 and by appointment.

Email: phegley@engr.siu.edu

Lecture: M, W, F from 4:00 to 4:50

Lecture Room: ASA 14B

Textbook: Papoulis, Athanasios, Probability, Random Variables, and Stochastic Processes, John

Wiley and Sons Inc., New York, 2002.

References: Peebles, Peyton Z., Probability, Random Variables, and Random Signal Principles, 2

nd Edition,

McGraw-Hill, Inc., 1987.

Kreyszig, Erwin, Advanced Engineering Mathematics, 8th

Edition, John Wiley and Sons Inc.,

New York, 1999.

Leon-Garcia, Alberto, Probability and Random Processes for Electrical Engineering, 2nd

Edition, Addison-Wesley, Inc., 1994.

Course Topics: Chapters 1 5: Probability Theory and one-dimensional random variables (Test 1).

Chapters 6, 7, and 9: Two-dimensional random variables, sequences of random variables, and

introduction to random processes (Test 2).

Chapters 10 13: Fundamental random processes, spectral representation and estimation, and

mean square estimation (Test 3).

Chapters 15 16: Markov chains and Markov processes (Final Exam).

Evaluation: Test 1, Friday, Sept. 20 20%

Test 2, Friday, Oct. 18 20%

Test 3, Friday, Nov. 15 20%

Final Exam, Thursday, December 12, 8:00 10:00 P.M. 20%

Homework 20%

Notes: 1.) Students are responsible for all announcements made in class.

2.) If a test (other than the final exam) is missed for a legitimate reason a grade may be given based

on the remaining work.

3.) Late homework is not accepted.

4.) Students are expected to conduct themselves in a professional and ethical manner. Failure to do

so could count against the final grade.

5.) Attendance will be taken at random throughout the semester; excessive absences could count

against the final grade.

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