ECE 353: INTRODUCTION TO PROBABILITY & RANDOM SIGNALS

Spring 2008

osu
School of Electrical Engineering and Computer Science

 

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Instructor

Thinh Nguyen, Assistant Professor.

Office hours: TR 3.30 - 4.30 p.m.
3115 Kelley Engineering Center
E-mail: thinhq@eecs.oregonstate.edu


Teaching Assistant

Panupat Poocharoen

Office hours: MW 3.30-4.30 p.m.
Help sesssion: W 6.00-7.00 p.m.
KEC1130 (Computer lab)
E-mail: poocharp@onid.orst.edu

Eduado Alban

Office hours : T 3.30-4.30 p.m.
Help sesssion: T 8.00-9.00 p.m.
KEC1130 (Computer lab)
E-mail: albane@onid.orst.edu



Class schedule

TR 2.00-3.20 p.m. , KEC1001


Textbook

Abraham H. Haddad, Probabilistics Systems and Random Signals, Pearson Prentice Hall, 2006. ISBN 0-13-009455-2


Topics

This course introduces the probability theory and its applications. We will cover the following material.

  • Chapter 1 - Introduction
    • What is Probability
  • Chapter 2 - Basic Probability
    • Set Theory and Events
    • Axioms of Probability
    • Conditional Probability and Independence
    • Total Probability and Bayes's Rule
  • Chapter 3 - Basic Probability
    • Set Theory and Events
    • Axioms of Probability
    • Conditional Probability and Independence
    • Total Probability and Bayes's Rule
  • Chapter 4 - Function of a Random Variable and Expectations
    • Function of a Random Variable
    • Expectations
    • Moments, Mean, and Variance
  • Chapter 5 - Two Random Variables
    • Joint Distribution Function
    • Joint Probability Mass Function
    • Joint Probability Density Function
    • Indepedence
    • Gaussian Random Variables
  • Chapter 6 - Expectations and Functions
    • Expectations of Two Random Variables
    • Linear Estimation
  • Chapter 12 - Expectations and Functions
    • Introduction to Random Processes
    • Distributions of Random Processes
    • Mean and Autocorrelation Function
    • Cross-Correlations

Grading policy:

Quiz
5%
Homework
20%
Midterm 1
35%
Final
40%



Exam schedule:

Midterm 1 : May 06, 2008 in class

Final : Thursday, June 12, 2008 (12.00 noon) in class

 


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