ECE 534 - Random Processes (Spring 2025)
Department of Electrical and Computer Engineering
University of Illinois at Urbana-Champaign
Instructor: Ilan Shomorony (he/him), ilans@illinois.edu.
Office hours: Monday, 1:00PM - 2:00PM, via Zoom.
Lectures: Monday and Wednesday at 11:00AM - 12:20PM in ECEB 1015
Lectures will be recorded and videos will be available on mediaspace
TAs:
- Moulik Choraria, moulikc2@illinois.edu. Office hours: Thursday, 2:30 PM - 4:00 PM in room ECEB 2036
- Yashaswini Murthy, ymurthy2@illinois.edu. Office hours: Tuesday, 3:00 PM - 4:00 PM in ECEB 3034
Recitations:
- Friday (Bi-weekly; Next session will be on 2/21), 4:00 PM - 5:00 PM in room ECEB 4070 (Problem-solving sessions, Recordings will be posted on mediaspace)
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
- The Probability Quiz will be on Monday, 02/10 from 7pm to 9:00pm CT.
- Location: ECEB 2015 (Last names A-K) and ECEB 2017 (Last names L-Z)
- A list of topics can be found here.
- One double-sided sheet of handwritten formulas will be allowed.
- Calculators are not allowed.
- There will be no in-person lecture on Monday, 01/27. The lecture has been recorded and is posted on mediaspace.
- The Piazza for the course can be accessed here. See syllabus for access code.
- You can access the Gradescope page for the course here. See syllabus for entry code.
- Full course syllabus available here
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
- The grading will be distributed as follows:
- Homework 15%
- Probability Review Quiz - 10%
- First midterm exam - 20%
- Second midterm exam - 20%
- Final Exam - 35%
|