EE640 Spring 2004 Class Schedule (3-30-04) Bolded text is not yet updated.

Room RMB 323

Switched to C053 Raymond

12:30pm-1:45pm

12:30pm-1:45pm

Month

Tuesday

Thursday

1=January

 

(15) Lecture: Course description, organization

1

(20) Lecture: Set Theory, Sets & Conditional Prob.

(22) Lecture: Combinatorial Probability, binomial and bernoulli distributions

1

(27) Lecture: random variables, pdf and cdf. Gaussian and uniform r.v.

HW#1A Due: 2.2 Prob. And set theory, 2.3= P w/o replacement, 2.5 conditional prob.

(29)Lecture: Expected Value, Continuous r.v., dirac delta function, conditional, joint and marginal.

HW#1B Due: 2.6= cond., 2.8=switching network, 2.17 mass func. & cond. Prob.

2=February

(3) Lecture: Continuous r.v. continued, marginal r.v., independent, joint, conditional and marginal r.v.s. Expected value of joint r.v.

HW #2A Due:2.13=expected value of binomial, 2.16=bit error rate, 2.18=expected value.

Problems of interest 2.23

(5) Lecture: characteristic function and moment generating.

HW #2B Due: 2.22=Schwartz inequality, 2.19=expected value, 2.29=condional pdf.

MATLAB VISUALIZATION Form 4 images, each is 128x128. The first matrix is a filled with values from a uniform distribution U(0,1). The second is a binarized matrix from the first with the threshold at 0.5 value. The third matrix is binarized from the first with a threshold 0.25 and the fourth matrix is a Gausian distribution with mean 0 and variance 1.

Problems of interest 2.32, 2.33

2

(10) Lecture: Multivariate Gaussian Random vectors, mean vector, covariance matrix and function of one random variable.

HW #3A Due: 2.25 Gaussian moments, 2.27 Moments, 2.28 Characteristic function.

Problems of interest 2.28, 2.36

(12) Lecture: Functions of more than one r.v. Functions of more than one r.v. continuded. Jacobian and auxillary variables.

 

HW #3B Due: 2.42 mean and covariance, 2.44 covariance proof, 2.47 bivariate Gaussian.

Problems of interest 2.43, 2.45

2

(17) Lecture: Lecture: Bounds and convergence

HW #4A: Project 1, part A, item 2, just do g1, Numerical generation of pseudo random Gaussian sequences

 

(19) Lecture: Convergence and Random Process Introduction. Random Processes

HW #4B Due: 2.40 func of a N rv., 2.38 func of 2 rv, 2.39 func of 2 r.v. 

Problems of interest 2.35,2.45

2

(24) No class: Illness

HW #5A: 2.48 bound proof, 2.49 Tchebycheff and Chernoff bounds, 2.51 Union Bound

Problems of interest 2.50,2.58,2.59

(26) Types of RP, Wiener-Kitchene Theorem, PSD and cross-cov, cross-correlation.

HW #5B: 2.31 conditional Gaussian, 2.46 covariance, 2.55 l.i.m. convergence.

Problems of interest 2.42, 2.47

3

(2) Lecture

(4) Lecture:

3=March

Midterm

(9) Lecture:

HW #6: 3.6 Wiener process and Martingale, 3.7 random walk.

VISUALIZATION: Stationary Noise Visualization (see main web page for description).

(11) Lecture:

Project: All of Project 1A Due

Problems of interest 3.4,3.5

3

(16) SPRING BREAK

(18) SPRING BREAK

3

(23) Lecture: Review for test and Mandelbrott set, Stationarity.

 

(25) MIDTERM EXAM Part A(chapters 1 and 2) Open Book, Open Notes

NOTE: The exam has been split into Part A and Part B. Both Parts will have 3 equally weighted problems but they will be graded as 1 exam and the lowest problem score is dropped (ie. Best 5 out of 6).

3

(30) Lecture: Fisher Discriminant.

HW# 7A: 3.8 Random walk is Martingale, 3.13 autocorrelation, 3.15 autocorrelation properties.

Problems of interest 3.9, 3.14

(1) Lecture:

HW#7B: 3.17 PSD of WSS, 3.19 trinary sequence.

Visualization 7: Non-Stationary Colored Noise

Problems of interest 3.16, 3.18, 3.21, 3.23

4=April

(6) Lecture: Mandelbrott set demonstration. Power Spectral Density of r.p.s.

HW #8A: 4.3 LTIVC, 4.4 LTIVC, 4.6 LTIVC with WSS input .

Problems of interest: 4.1, 4.2, 4.5

(8) Lecture: Stochastic systems, AWGN model, SNR of integrate and dump demodulator.

Due Friday: Project 1B

 

4

(13) Lecture: Random Processes

HW #8B: 4.8 System PSD, 4.12 PSD of integrator, 4.17 response from PSD

Problems of interest: 4.9, 4.12, 4.18

(15) Lecture: LPCCF

Due Friday: Project 1C

4

(20) Binary Detector and orthogonal decision space

HW #9A: 6.2 MAP decision, 6.6 cost minimization, 6.11 Neyman-Pearson

Problems of interest: 6.3, 6.4, 6.10

(22) EXAM Part B (Chapter 3 and part of 4 and part of 6)

4. Dead Week

(27)

HW#9B: 6.12 ROC, 6.14 minimum Probability of error, 6.18 M-ary MPE.

Problems of interest 6.12, 6.19, 6.20

(29)

Due Friday: Project 2A 

5. Finals Week

(4)

(6) Project 2B: Due 4:30pm Friday of Finals week.