ECE 534: RANDOM PROCESSES, FALL 2013
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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C code for HMMs
Problem set 5
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C-program for HMM
Problem set 6
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Problem set 7
...solutions
Exams:
Quiz
...solutions
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:
Tuesdays and Thursdays, 2:00-3:20 p.m. in 106B8 Engineering Hall
Instructor:
Professor
Bruce Hajek
Teaching assistants:
Elad Yarkony and Bo Zhao
Contact information:
Hajek: 105 Coordinated Science Laboratory (Phone: 333-3605)
b-hajek at uiuc dot edu
TAs: yarkony2 and bozhao1 (at illinois dot edu)
Office hours:
Recitation sessions:
Fridays, 1-2 pm Room 168 Everitt Laboratory (TAs discuss even numbered problems from notes)
Required course notes: B. Hajek, An Exploration of Random Processes for Engineers.
Available for download at
http://www.ifp.illinois.edu/~hajek/Papers/randomprocesses.html
and for sale in the ECE Store, Room 60 Everitt Laboratory.
Additional References (some of these can be downloaded by uiuc students using the i-share program. Click on course reserves and then enter the course rubric, ECE 534.
Grading:
The point weighting formula:
Collaboration on the homework is permitted, even encouraged, but 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).
The probability quiz at the beginning of the fourth week is meant to test material from the prerequisite course, ECE 313. That material will be reviewed in the first few lectures and is the focus of the first problem set. The quiz is closed book, with no notes or calculators allowed.
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 permitted.
The extra credit homework is to write up solutions to stared problem(s) in the chapters of the notes with assigned reading. If there are more than two stared problems, you may select any two of them to write up. These writeups should be turned in separately, but at the same time, as the regular homeworks. Extra credit will not be added to your score unless you would have received an A score without the extra credit. Thus, the points only effect the ranking of top students (which is for internal ECE department use only) or could raise an A to an A+ grade.
Homepages for previous semesters