|
ECE 534 - Random Processes (Fall 2020)
Department of Electrical and Computer Engineering
University of Illinois at Urbana-Champaign
Instructor: Ilan Shomorony, ilans@illinois.edu. Office hours: Friday 2:00-3:30pm
Lectures: Tuesday and Thursday at 11:00AM - 12:20PM (Online via Zoom)
Zoom meeting information here
Videos will be available at echo360.org
TAs:
- Parisa Karimi, parisa2@illinois.edu. Office hours: Wed. 9-10:30am
- Grant Greenberg, gcgreen2@illinois.edu. Office hours: Thurs. 2-3:30pm
Recitations: Fri. 1-2pm
Zoom office hours and recitations information here
Prerequisites: ECE 313 (Undergraduate Probability); Knowledge of linear systems and undergraduate real analysis will be helpful
Text: B. Hajek, Random Processes for Engineers. Available at http://hajek.ece.illinois.edu/ECE534Notes.html
Statements on diversity, inclusion, and academic integrity.
Announcements
- Stats and solutions for Final Exam
- Stats and solutions for Midterm 2
- Midterm 2 will be on Thursday, 11/19 from 7pm to 8:50pm CT.
- The exam will cover everything until (and including) Markov processes.
- One cheat sheet (two-sided) of handwritten formulas will be allowed in the quiz.
- The cheat sheet from the probability quiz will also be provided.
- Calculators will not be allowed.
- Stats and solutions for Midterm 1
- Midterm 1 will be on Thursday, 10/15 from 7pm to 8:50pm CT.
- You need to register to take the exam on CBTF. See the course Piazza page for more information.
- The exam will cover everything until Chapter 3.4 (including).
- One cheat sheet (two-sided) of handwritten formulas will be allowed in the quiz.
- The cheat sheet from the probability quiz will also be provided.
- Calculators will not be allowed.
- The graded quizzes are available on Gradescope
- The Probability Quiz will be on Thursday, 09/10 from 7pm to 8:50pm CT.
- You need to register to take the exam on CBTF. See the course Piazza page for more information.
- A list of topics can be found here.
- No cheat sheet will be allowed in the quiz.
- Calculators will be allowed.
- Zoom meeting information here.
- We recommend that you download the Zoom desktop app (link)
- All lectures for Fall 2020 will be online via Zoom. Lectures will be recorded an made available at echo360 on the same day.
Topics
- Probability Review
- Convergence of a Sequence of Random Variables
- Minimum Mean Squared Error Estimation
- Jointly Gaussian random variables and vectors
- Random Walks and Brownian Motion
- Discrete-Time and Continuous-Time Markov Processes
- Poisson Process
- Stationarity and WSS
- Martingales and the Azuma-Hoeffding Inequality
- Random Processes Through Linear Systems
- Kalman and Wiener Filtering
- PCA and the Karhunen-Loève Expansion
Grading
- Exams will be administered by CBTF.
- The grading will be distributed as follows:
- Homework 15%
- Probability Review Quiz - 10% (tentative date: 09/10)
- First midterm exam - 20% (tentative date: 10/15)
- Second midterm exam - 20% (tentative date: 11/19)
- Final Exam - 35%
|