ECE 534  Random Processes (Spring 2024)
Department of Electrical and Computer Engineering
University of Illinois at UrbanaChampaign
Instructor: Ilan Shomorony (he/him), ilans@illinois.edu.
Office hours: Monday 23pm over Zoom (info)
Lectures: Monday and Wednesday at 11:00AM  12:20PM
Lecture videos will be available on mediaspace
TAs:
 Kayvon Mazooji, mazooji2@illinois.edu. Office hours: Friday at 1:00PM  2:30PM in room ECEB 2036
 Taha Ameen, tahaa3@illinois.edu. Office hours: Thursday at 1:00 PM  2:00 PM in room ECEB 2036
Recitations: every other Friday at 11:00AM  12:00PM in room ECEB 2015 (next session: 2/16/2024)
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
 Probability Quiz was graded: mean = 42/55, stdev = 8.5 (Solutions)
 A Piazza for the course was created and can be accessed here. This will mainly be used for discussions between students.
 PreCourse Anonymous Survey
 Full course syllabus available here
 You can access the Gradescope page for the course here. The code entry code is 4GWP82.
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
 DiscreteTime and ContinuousTime Markov Processes
 Poisson Process
 Stationarity and WSS
 Martingales and the AzumaHoeffding Inequality
 Random Processes Through Linear Systems
 Kalman and Wiener Filtering
 PCA and the KarhunenLoève Expansion
Grading
 The grading will be distributed as follows:
 Homework 15%
 Probability Review Quiz  10% (Feb 5, in class)
 First midterm exam  20% (Mar 4, 79pm)
 Second midterm exam  20% (Apr 15, 79pm)
 Final Exam  35%
