ECE 331 Introduction to Random Signal Analysis and Statistics, Fall 2009


HOMEWORK

homework 1 Due Friday September 11
homework 2 Due Friday September 18
homework 3 Due Tuesday September 29
homework 4 Due Friday October 9
homework 5 Due Friday October 23
homework 6 Due Friday October 30
homework 7 Due Friday November 13
homework 8 Due TUESDAY December 1


All homework should be handed in to the ECE mailbox marked Bhadekar, Prachi
(enter engineering hall at main entrance (fountain side of building), turn right, and wooden mailboxes are in corridor on your right)
before 11:59 pm (just before midnight) of the due date.
Please note that if you hand homework in late at night, the building may be locked and you will need access.

stochastic process examples (mathematica file)


Course Policy and Administration

Expected Course Topics

  • Discrete and continuous random variables, probability mass functions and densities, independent random variables, expectation, Chebyshev's inequality and the weak law of large numbers.
  • Cumulative distributions, mixed random variables, transformations of random variables, reliability.
  • Conditional probability and expectation, the law of total probability.
  • Various random variables and processes such as binomial, Gaussian, Poisson, exponential, telegraph.
  • Continuous-time, second-order random processes, correlation functions, power spectral densities, random processes filtered through linear time-invariant systems.

  • This list of topics approximates the likely course contents. Other topics such as moment generating functions, parameter estimation and confidence intervals or discrete-time Markov chains may be added if time is available.

    last updated November 17 2009