ECE 534: Random Processes

ECE 534: RANDOM PROCESSES, SPRING 2016

Class time and place: 11:00-12:20 MW, 1015 ECEB
Instructor: Prof. V. V. Veeravalli. 315 CSL, vvv at illinois dot edu, 333-0144
Office Hours: Mondays 1:30-3:00 in 315 CSL

Teaching Assistant: Xiaobin Gao, xgao16 at illinois dot edu
office hours: Tuesdays 4-6 in in 368 CSL

Announcements

Exam 1 will be held on March 3 from 7:00 PM - 8:30 PM in 1015 ECEB. You will be allowed one sheet of notes (8.5''x11'', both sides) for the exam. Otherwise the exam is closed book.
Exam 2 will be held on April 20 from 7:00-8:30 PM in 1015 ECEB. You will be allowed two sheets of notes (8.5''x11'', both sides) for the exam. Otherwise the exam is closed book.
The Final Exam will be held on Wednesday, May 11 from 1:30-4:30 PM in room 1015 ECEB. You will be allowed three sheets of notes (8.5''x11'', both sides). Otherwise the exam is closed book.

Homework Assignments and Exams

Homework Assignment 1: Due Feb 03, 2016. Solution.
Homework Assignment 2: Due Feb 17, 2016. Solution.
Homework Assignment 3: Due March 2, 2016. Solution.
Homework Assignment 4: Due March 16, 2016. Solution.
Homework Assignment 5: Due April 6, 2016. Solution.
Homework Assignment 6: Due April 20, 2016. Solution.
Homework Assignment 7: Due May 4, 2016. Solution.

Handouts/Notes

Course Details

Syllabus: 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.
Required Text: B. Hajek, Random Processes for Engineers, Cambridge 2015. A soft copy of the book can be downloaded here. Preprints are also available through the ECE Store.

References in Grainger Library:
Papoulis, A.; Probability, Random Variables, and Stochastic Processes
Wong, Eugene; Introduction to Random Processes
Wong, E./Hajek, B.; Stochastic Processes in Engineering Systems
Stark, H./Woods, J.; Probability, Random Processes, and Estimation Theory
Feller, W.M.; An Introduction to Probability Theory and its Applications
Rudin, Walter; Principles of Mathematical Analysis
Grimmett, G. R./Stirzaker, David R.; Probability and Random Processes
Gallager; Discrete Stochastic Processes

Exams, homework, grading, etc.:
Homework (H) problems will be assigned on a (approx.) fortnightly basis. 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).
There will be two mid-term exams and one final. The first midterm exam (M1) will be held on March 3 from 7:00 PM - 8:30 PM, and the second midterm exam (M2) on April 20 from 7:00 PM - 8:30 PM. The final exam (F) will be held on Wednesday, May 11 from 1:30-4:30 PM in room 1015 ECEB
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 (letter paper) or European (A4) 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.
Your course grade will be determined by your performance in the H, M1, M2 and F, according to the formula:

Score = .2H + max{.15M1 + .15M2 + .5F, .25M1 + .15M2 + .4F, .15M1 + .25M2 + .4F},

where H, M1, M2 and F are normalized to 100.
Running scores for ECE 534 will be maintained on the Illinois Compass system (blue stem password required).