ECE 534: RANDOM PROCESSES, SPRING 2012
NOTE: NEW CLASSROOM AS OF JANUARY 24th, 2012!
Homework Assignments SPRING 2012:
Problem set 1
...Solutions
Problem set 2
...Solutions
Problem set 3
...Solutions
Homework Assignments from Fall 2011:
Problem set 1
...solutions
Problem set 2
...solutions
Problem set 3
...solutions
Problem set 4
...solutions
Problem set 5
...solutions
C-program for HMM
Problem set 6
...solutions
Problem set 7
...solutions
Exams from Fall 2011:
Quiz
...solutions
Exam 1
...solutions
Exam 2
...solutions
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 253 MEB
In addition:
The TA, Figen, will lead recitation sessions on Wednesday, 4:00-5:00 p.m. in
Room Everitt 170 to discuss problems and solutions from the course notes.
MIDTERM EXAMS:
Monday, 20th of February, 2012 (6pm) and Friday, 30th of March, 2012 (6pm).
Instructor:
Professor
Olgica Milenkovic
Teaching assistant:
S. Figen Oktem
Contact information:
Milenkovic: 126 Coordinated Science Laboratory (Phone: 244-7358)
milenkov at uiuc dot edu
TA: oktem1 at illinois dot edu
Office hours:
Wednesdays: 11 a.m. -1 p.m. in 126 CSL (usually Milenkovic)
Tuesdays: 4 p.m.- 5 p.m. in 368 Everitt Lab (usually Figen)
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:
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).
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.