ECE 534: RANDOM PROCESSES, FALL 2008
Homework Assignments:
Problem set 1
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Problem set 2
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Problem set 3
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Problem set 4
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Problem set 5
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C-program for HMM
Problem set 6
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Problem set 7
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Exams:
Quiz
...solutions
...feedback
Exam 1
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Exam 2
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Final
...solutions
This is a graduate-level course on random (stochastic) processes, which builds on a first-level (undergraduate) course on probability theory, such as ECE 313 . It covers the basic concepts of random processes at a fairly rigorous level, and also discusses applications to communications, signal processing, control systems engineering, and computer science. To follow the course, in addition to basic notions of probability theory, students are expected to have some familiarity with the basic notions of sets, sequences, convergence, linear algebra, linear systems, and Fourier transforms.
Meeting times: Wednesdays, 8-8:50 a.m. and Fridays, 8-9:50 a.m. in Room 269 Everitt Lab
Instructor:
Professor
Bruce Hajek
Teaching assistants:
Yu Ru (Robin), Victor Wu, and Chunxiao Zhou
Contact information:
Hajek: 105 Coordinated Science Laboratory (Phone: 333-3605)
b-hajek at illinois dot edu
TAs : {yuru2,vwu3,zhou4} at illinois dot edu
Office hours:
Recitation session (TA works out examples on board): Mondays, 11-11:50 a.m. in Room 257 Everitt Lab.
Mondays, 4-5 p.m., Room 369 EL
Tuesdays, 1-3 p.m., Room 368 EL (not 369!)
Tuesdays, 5-6 p.m., Room 369 EL
Thursdays, 1-2 p.m., Room 369 EL
Fridays, 3-4 p.m., Room 369 EL
Required course notes: B. Hajek, An Exploration of Random Processes for Engineers.
Available for download at
http://www.ifp.uiuc.edu/~hajek/Papers/randomprocesses.html
and will be available for sale in Everitt Laboratory (probably room 243, possibly room 60, around $20)
References reserved in Grainger Engineering Library:
Grading:
The point weighting formula:
Collaboration on the homework is permitted, however each student must write and submit independent solutions. Homework is due within the first 5 minutes of the class period on the due date. No late homework will be accepted (unless an extension is granted in advance by the instructor).
No notes are permitted at the probability quiz. You may bring one sheet of notes to the first hour exam, two to the second hour exam, and three to the final exam. You may use both sides of the sheets, the sheets are to be standard US or European size with font size 10 or larger printing (or similar handwriting size). The examinations are closed book otherwise. Calculators, laptop computers, tables of integrals, etc. are not permited.