Department
of Electrical and Computer Engineering University of
Wisconsin - Madison
ECE 331 Introduction to Random Signal Analysis and Statistics
http://courses.engr.wisc.edu/ece/331/hu/
Spring Semester 2000-2001 (Spring 2001)
| Time and Place: | 12:05-12:55 PM MWF, 2534 Engr. Hall |
| Instructors: | Yu Hen Hu, 3625 Engr. Hall, Tel. 262-6724 E-mail: hu@engr.wisc.edu. |
| Credits: | 3 |
| Prerequisite: | ECE 330 |
| Goals: | This is a first course in probability, random processes and statistics. This course provides the student with an operational understanding of random variables, random vectors, and random processes. Special emphasis is given to continuous-time, second-order random processes, including correlation functions and power spectral densities. The effect of passing such processes through linear time-invariant systems is also analyzed. Confidence intervals and reliability. The course concludes with an introduction to discrete-time Markov chains. |
| 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. Continuous-time, second-order random processes, correlation functions, power spectral densities, random processes filtered through linear time-invariant systems. Parameter estimation and confidence intervals. Discrete-time Markov chains. (time permitting) |
| Textbook: | Required notes will be available at Bob's copy shop |
| Computer Usage: | Some homework assignments may require MATLAB. |
| Homework: | Biweekly homework will be assigned. |
| Grading Policy: (tentative) | 15% five
homework assignments 60% three midterms 25% Final exam, R, May 17, 7:45 AM |