ECE 511 - Analysis of Random Signals Summer 2021 ver 2

Dr. S. R. Borkar
Dept of ECE; [email protected]
Office hours: M W 11:45am - 12:45 pm - Virtual on Collaborate Ultra
Office hours for Beacon Students: M W 9:00-10:00pm ((Beijing time) - Virtual on zoom
Send me an email in advance in case you would like to have a discussion
Course Description:
Probability theory, including discrete and continuous random variables, functions and transformations of random variables.
Random processes, including correlation and spectral analysis, the Gaussian process and the response of linear systems to
random processes (3-0-3)
Prerequisites: MATH 374 or equivalent; Graduate Standing; Intensity to learn!
Learning Objectives:
Given a problem statement, determine probabilities for individual, joint, and conditional events
For problems with repeated trials, determine probabilities for defined events
Given a problem statement, define associated random variables, probability density function (pdf) and Probability
Distribution Function (PDF)
Given continuous or discrete random variables, determine various probability characteristics
Determine the mean, standard deviations, moments, and Characteristics Function for given probability density
or distribution functions
Determine the probability density and distributions functions for
A single variable as a function of one variable
A single variable as a function of two variables
Two variables as function of two variables
Given a linear system, determine the probability characteristics and power spectrum of the output
Determine the correlation functions and frequency spectrum for random processes
Text Book:
A. Papoulis and S. Pillai, Probability, Random Variables and Stochastic Processes, McGraw Hill, 2002
Supplementary Notes Provided by Instructors
Additional References:
H. Stark and J. Woods, Probability, Statistics, and Random Processes for Engineers, Pearson, 4th Ed. 2012
W. Davenport, Probability and Random Processes - An Introduction to Applied Scientists and Engineers
Background
Basics of Probability, Integration
Course Outline:
Topic Chapter Section Tentative Week of
M1: Introduction to Probability 1.1 - 1.2 5/24
M2: Introduction to Set Theory 2.1
Axiomatic Definitions 2.2 5/31*
Conditional and Total Probability 2.3
M3: Combinatorics or Repeated Trials 3.1
Bernoulli Trial 3.2
M4: Introduction to Random Variables 4.1 6/7
Distribution and Density Functions 4.2
Special Cases 4.3
Conditional Distribution and Total Probability 4.4 6/14
M5: Functions of one Random Variable 5.1-5.2
Exam I (Tentative) 6/21
Review of Exam I Solutions
Expected Value and Variance 5.3
Moments and Characteristic Functions 5.4-5.5 6/28
M6: Bivariate Distributions 6.1
One Function of Two Random Variables 6.2 7/5*
Two Functions of Two Random Variables 6.3
Joint Moments and Joint Characteristic Functions 6.4-6.5 7/12
Conditional Distributions and Expected Values 6.6
M9: Introduction to Stochastic Processes 9.1 7/19
Systems with Stochastic Inputs 9.2
Exam II (Tentative) 7/26
Review of Exam II Solutions
Power Spectrum 9.3 8/2
 Discrete Time Processes 9.4
M10 Selected Practical Applications (Time Permitting) Supplementary Notes
Final Exam 8/9
*: May 31 Memorial day and July 5 Independence Day Holidays
Course Modus Operandi
All students are required to adhere to the University Guidelines on COVID-19 Precautions and Face Coverings in Class
This is a challenging time for the whole campus community including students, staff, and faculty. Your cooperation
in ensuring and adapting to changes in the guidelines will be appreciated
You can log in remotely via the Collaborate Ultra ECE 511 Lecture sessions on the course site
All classes will be recorded for later viewing by the students.
Assignments will be assigned every session, need to be submitted the corresponding session the following week PRIOR to
the start of the class. Generally, these will be problems from the assigned Textbook.
All Homework should be submitted to the corresponding folder in the assignment section of the blackboard site.
No paper copies or submission via email to the TA or instructor
NO LATE assignments accepted without PRIOR instructor agreement
Show all detailed work as part of your problem solutions
Assignments will generally be graded based on general approach and completions; summary solutions will be
provided on the Black Board site
Teaching Assistant (TA)): Xin Zhang, [email protected]
TA Virtual Office hours: 2:00-4:00pm Mondays (Collaborate Ultra Session); Advance appopintments
Exams: Open Text Book and closed notes; basic calculators OK.; no other resources
Points Distribution
Assignments 5%
Exam I 30%
Exam II 30%
Final Exam 35%
Taking all the three exams is required. Not appearing in any of the exams will result in a failure grade in the overall course
Course Grade Policy: A (>=90%); B(75-89%); C(60-74%)
Adhere to Academic Integrity and Honesty
http://www.iit.edu/student_affairs/handbook/information_and_regulations/code_of_academic_honesty.shtml
Academic Honesty Guidelines summary provided in the Syllabus section of the course blackboard site
You may seek any resources but the homework submissions must be your own work
Illinois Tech’s Sexual Harassment and Discrimination Information has also been placed in the Syllabus section.
Please review it and ensure compliance.
Interactive Dialogue; fast paced
Students with disabilities, please contact Center for Disability Resources (CDR)
Gary Walley, mailto: [email protected]; http://www.iit.edu/cdr/
3424 S. State Street, Room 1C3-2, telephone 312-567-5744
Feedback expected - slow, fast, ….
Learning is a serious activity but we will do that with fun and humor
Some Key Pointers
Reading textbook thoroughly and reviewing solutions of examples is very, very important
Develop skills of Critical thinking; putting structure around nebulous things