EE640 SPRING 2012

STOCHASTIC SYSTEMS

INFORMATION

 

Updated 4-24-12


Class syllabus

Class Schedule

VISUALIZAIONS

V2: 3D Surface Modeling with Noise Mixture

Binary Circuit Image

V3: QR Code and XOR encryption

Input image for QR code visualization

V4: Colored Stationary Noise Synthesis

V5: Auto Focus Using Effective Bandwidth of PSD Estimate

V5: Auto Focus Data

V7: Correlation Detection in Additive Non-Stationary Colored Noise

V7: Reference Fingerprint

V7: Test Fingerprint


PROJECTS

ALL MATLAB functions for the visualizations and project

MATLAB functions specifically for mat5 data

 

MAT5 VIEWER

PLEASE READ LICENSE AGREEMENT

GL3Dview will allow you to view, rotate, zoom and crop the mat5 data. Use load to select the “C.bmp” file and it will load the associated mat5. Use the “Left Mouse Button” to crop by selecting the “Select” button, click drag a box around what you want, then click the “Apply” button to crop.

http://www.engr.uky.edu/~lgh/soft/GL3DView.exe

Tutorial for GL3DViewer.avi


PROJECT 1A:

PART A: SYNTHESIS (EE640_Project_1A09.pdf)

Target Data: Target.zip

Clutter Data: Clutter.zip


PROJECT 1B:

PART B: ANALYSIS (EE640_Project1_B09.pdf)


PROJECT 1C:

PART C: DETECTION AND DISCRIMINATION (EE640_Project1_C09.pdf)


Journal References for project 1


(NOT READY FOR 2010) PROJECT 1S: Supplemental

PART S: Supplemental:EE640_Project_1S.pdf

Old stuff

Stationary Colored Noise

Non-Stationary Colored Noise

 



VISUALIZAIONS (not updated from 2005 yet)

Example of Stationary Colored Noise versus a non-stationary image, both having same PSD

Data Whitening and the Covariance Matrix


LECTURE NOTES

 

Lecture 1: Historical Perspective and Overview of Probability and Stochastic Processes

Lecture 2: Set Theory and Probability

Lecture 3: Combinatorics

Lecture 4: Random Variables

Lecture 5: Expected Values

Lecture 5X: Non-biased variance estimate

Lecture 6: Characteristic Function and Moment Generating Function

Lecture 7: Random Vectors, Covariance Matrix and Correlation Matrix

Lecture 8: Bi-variate Gaussian r.v and Correlation Coefficient.

Lecture 9: Functions of Random Variables

Lecture 9A: Auxiliary Variable

Lecture 10: Central Limit Theorem

Lecture 11: Bounds and Convergence

Lecture 12: RANDOM PROCESSES

Lecture 13: R.P.: TYPES OF STATIONARITY

Lecture 13 Example: Quantization Noise Model

Lecture 14: R.P.: POWER SPECTRAL DENSITY, AUTOCORRELATION AND MEAN SQARE CALCULAS

Lecture 15: LINEAR TIME-INVARIANT STOCHASTIC SYSTEMS

Lecture 16: STOCHASTIC SERIES EXPANSION

Lecture 17:DETECTION AND DISCRIMINATION

Lecture 18: OPTIMUM DECISION BOUNDARIES

Lecture 19: TYPES OF DECISION BOUNDARIES

Lecture 20: MULTI-VARIANT MLR

Lecture 21: QUADRATURE MODULATION AND DEMODULATION

Lecture 22: SIGNAL SPACE DECISION BOUNDARIES     

Lecture 23: OPTIMUM DETECTION FILTER BANKS     

Lecture 24: DETECTION FILTER PERFORMANCE MEASURES     

Lecture 25: ESTIMATION OF PROBABILITY DENSITY FUNCTION     

Lecture 26: ESTIMATION, MINIMUM MEAN SQUARED ERROR     

Lecture 27: ESTIMATION, MAXIMUM LIKELIHOOD     

Lecture 28: STOCHASTIC FILTER PREDICTORS (WIENER FILTER)     

Lecture 29: MINIMUM AVERAGE CORRELATION ENERGY FILTER DERIVATION     

 

OTHER REFERENCES:

 

1.     For Project 1C: Encryption of image data into host image: K. T. Lin, “Information hiding based on binary encoding methods and pixel scrambling techniques,” Applied Optics, Vol 49, No. 2, pp 220-228, January (2010).

 

2.     B.V.K. Vijaya Kumar and L. G. Hassebrook, "Performance Measures for Correlation Filters," Applied Optics, 29, 2997-3006, (July 1990).

 

HOW TO INPUT BMP INTO MATLAB

 

B_bmp=double(imread('example.bmp')); % load example.bmp image

Br=B_bmp(:,:,1);

Bg=B_bmp(:,:,2);

Bb=B_bmp(:,:,3);

Bbw=(Br+Bg+Bb)/3;