email sent to class (Text
of email)
Gaussian and joint Gaussian examples
(mathematica file)
stochastic process examples
(mathematica file)
Course Policy and Administration
- Instructor: Ian Dobson,
2564 Engineering Hall
- TA: Jay Wierer, jdwierer@students.wisc.edu,
B632 Engineering Hall; phone number is 265-4885.
Office
Hours: Tuesday 2:30-4:00pm and Wednesday 3:30-4:45 pm
- Professor Office hours: Wednesday 1:30-3:30 pm and
just
after each class until 2:30 pm,
or by appointment. e-mail (dobson@engr.wisc.edu)
is effective for short questions.
Please use the professor office hours for questions about the course
material or
general help with the course. Most administrative matters can be dealt
with by e-mail. I am NEVER available before class because I need to
prepare for the class lecture. Please see Ian in person if you are
having ANY difficulties with the course (do NOT wait until just before
the exams).
- Homework : There will be regular homework which
is
a
very important part of the
learning in the course. Each homework will receive an overall grade
as explained below. It is very important to note that the exams will be
based on the homework questions. Students are encouraged to work
together in
groups to solve the homework problems. However, each student must hand
in their own work. Students are expected to attempt all homework
problems and hand their efforts in. Homework solutions
will not be systematically published, but help is available from the TA
and the professor. Students are
responsible for creating their own
portfolio of homework solutions that they can use to study for the
exams. One aspect is that students should
work to understand homework well enough that they are confident
that their solutions are correct. Please
note that being able to
confirm by yourself that your solution to an engineering problem is
correct is an essential skill in industry. Success in the course
correlates
well with consistent and thoughtful effort on the homeworks throughout
the course.
- Exams : The exams
will be closed book written exams
intended to assess
whether students have mastered the material in the homeworks and the
course. There will be a quiz and a midterm and a final. The quiz
is
scheduled for a suitable date in class. The midterm will be held at a
time most suitable for most students. The final is at
time and place
. Send email or a note to Ian or drop by his office in the first two
weeks of class if there
is ANY chance of religious or other conflicts with these
exam times. Exams are designed for the purpose of assessment only and
exam papers will not be handed back to students. That
is, learning is the focus of the course and the homeworks,
but is not an objective for the exams. Students may choose
to look at their exam papers for a limited period after the exam by
coming to professor office hours.
- Class attendance : Students are expected either to
attend
every class lecture or, in exceptional circumstances, to make
arrangements with other students to obtain and study a copy of the
lecture
notes. It is the student's responsibility to obtain the
necessary exposure to the material presented in class. Attendance
at the class discussion session is strongly encouraged.
- Grading: The grade for the class will be based on
performance in the exams (quiz ~15%, midterm ~25%, final ~30%) and
overall effort and attainment on the homework (30%). The grades
will NOT be curved. For the exams I will set standards for the main
changes in letter grade before grading the exams. (I
may make minor adjustments to these after grading the exam to
position the changes in letter grade at natural breaks in the scores.)
One intention of this grading scheme is that students compete against
my standards in the course instead of against each other.
I want to encourage students to work together and learn from each
other. Each homework will receive a grade of alpha, beta, gamma or
zero reflecting overall effort and attainment. Individual
questions do not receive a separate grade, but
feedback on the answers will be given to the extent possible according
to the time and resources made available for this by the ECE
department.
- Religous or other
conflicts
with class activities : Send email or a note to Ian or drop by
his office in the first two weeks of class if there
is ANY chance of religious or other conflicts with any class activities
that may be scheduled during the semester
- Ethics : The highest standards apply. In
particular,
instructions must be followed meticulously during exams to ensure equal
conditions for all students.
Text : Probability and Stochastic Processes; A
friendly
introduction for electrical and computer engineers, RD Yates and DJ
Goodman, John Wiley 1998, ISBN 0-471-17837-3. WE ARE
USING THE FIRST EDITION OF
THIS TEXT (NOT the second edition issued in 2004). One reason for
using the old edition is to allow students to buy a used text to save
money.
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.
- Link to ECE331
timetable
or college ECE331 web page
last updated April 26 2006