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