Syllabus ECE 551 Probability and Random Processes, fall 551 – Probability and Random Processes, ... Random Variables, and Random Signal Principles, ... Probability Theory and one-dimensional random ...

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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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