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ECE 534 - Random Processes (Fall 2019)
Department of Electrical and Computer Engineering
University of Illinois at Urbana-Champaign
Lectures: Tuesdays and Thursdays at 11:00AM - 12:20PM in Room 2017, ECE Building.
Instructor: Ilan Shomorony, ilans@illinois.edu, 324 CSL. Office hours: Tuesday 1:30-3:00pm
TAs:
- Parisa Karimi, parisa2@illinois.edu. Office hours: Wednesday 9:30-11:00am ECEB 5034
- Leda Sari, lsari2@illinois.edu. Office hours: Thursday 2:30-4:00pm ECEB 4036
Recitations: Biweekly on Friday 1-2pm, ECEB 2015
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
Announcements
- Final Information:
- Time: Friday, Dec. 13, 8:00-11:00am
- Location: ECEB 2017
- You will be allowed three 8.5 x 11'' sheets (front and back) of handwritten notes. No calculators or other electronic devices will be allowed.
- If you have a conflict, please send an email to ilans@illinois.edu
- Solutions to Midterm 2
- Midterm 2:
- Time: Thursday, Nov. 21, 7:15-8:45pm (There will be an exam ending at 7pm in the same room)
- Location: ECEB 2013 and ECEB 2015
- You will be allowed two 8.5 x 11'' sheets (front and back) of handwritten notes. No calculators or other electronic devices will be allowed.
- Topics: Everything until (and including) Markov processes
- If you have a conflict, send an email to ilans@illinois.edu ASAP
- There will be no lecture on Tuesday, 10/29
- Solutions to Midterm 1
- Midterm 1:
- Time: Thursday, Oct. 17, 7:00-8:30pm
- Location: ECEB 2015 and ECEB 2017
- You will be allowed two 8.5 x 11'' sheets (front and back) of handwritten notes. No calculators or other electronic devices will be allowed.
- Topics: Everything until (and including) Chapter 3.4
- If you have a conflict, send an email to ilans@illinois.edu ASAP
- There will be no lecture on Tuesday, 10/01
- Solutions to probability quiz
- Probability Quiz:
- Time: Thursday, Sept. 12, 7:00pm
- Location: ECEB 1002 (Grainger auditorium)
- You will be allowed one 8.5 x 11'' sheet (front and back) of handwritten notes. No calculators or other electronic devices will be allowed.
- List of topics
- If you have a conflict, send an email to ilans@illinois.edu ASAP
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 Markov Chains
- Continuous-Time Markov Chains and Poisson Processes
- Stationarity, WSS and Ergodicity
- Martingales and the Azuma-Hoeffding Inequality
- Random Processes Through Linear Systems
- Kalman and Wiener Filtering
- Other topics as time permits
Grading
- Homework 15%
- Probability Review Quiz - 10%
- First midterm exam - 20%
- Second midterm exam - 20%
- Final Exam - 35%
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