ECE 673 Spring 2015 Tentative Schedule

 

Date
Major topic
Keywords
Section textbook
Homework
Jan. 20
1. Review of probability theory
  • Basic axioms
  • Counting methods
  • Conditional probability
  • Independence
  • Bayes' theorem
  • Random variables
  • Probability distributions and density functions
  • Functions of random variables
  • Expectation, conditional expectation
  • Markov and Chebyshev inequality
  • Moments and moment generating functions
  • Chernoff bounds
  • Characteristic functions
1, 2.1-2.6, 3.1-3.7, 3.9
 
Jan. 27
Homework 1
Feb. 3
Homework 2
possibly makeup Friday, Feb.~6, 4pm
Feb. 10
2. Random vectors
  • Joint distribution and densities
  • Covariance matrices and properties
  • Multidimensional Gaussian distribution
     
4.1-4.5, 4.7, 4.8
Homework 3
Feb. 17
3. Sequences of random variables

 

 

 

  • Sums of random variables
  • Limit theorems
  • Convergence
  • Repetition parts 1. and 2.
5.1-5.3, 5.5
Homework 4
Feb. 24
Midterm 1
Mar. 3 Homework 5
Mar. 10
4. Random processes
  • Definition
  • Important random processes
  • Random walk
  • Classifications
  • Wide-sense stationary processes and power spectral density
  • Gaussian processes
  • Continuity
  • Ergodicity
  • Differentation and integration
6.1-6.8 Homework 6
Mar. 24
Homework 7
Mar. 31
Homework 8
Apr. 7
Midterm 2
Apr. 14
5. Stationary random processes
  • Power spectral density and its estimation
  • AR, MA, and ARMA processes
7.1-7.3, 7.6
Homework 9
Apr. 21
Homework 10
Apr. 28
6. Markov processes and chains
  • Markov sequences and processes
  • Discrete and continuous Markov chains
  • Repetition parts 1.-6.
8.1-8.3
 

 

J. Kliewer, 1/14/15