EE640 Spring 2012 Class Schedule
Last updated: 4-10-12
Bolded, Underlined, Italic
Text is NOT YET UPDATED.
|
Room RMS 323 |
11:00am-12:15pm |
11:00am-12:15pm |
|
|
Month |
Tuesday |
Thursday |
|
|
1=January |
|
(12) Lecture: Course description, organization. Historical perspective of probability and Stochastics |
|
|
1 |
(17) Lecture: Set Theory, Sets & Conditional Prob. |
(19) Lecture: Combinatorial Probability, binomial and bernoulli distributions V1: MATLAB VISUALIZATION Form 4 images, each is 256x256. 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 0.20 and the fourth matrix is a Gaussian distribution with mean 0 and variance 1. HW#1A Due: Prob. Set theory, 2.2, 2.3, 2.5 w/conditional prob. Problems of interest: 2.1,2.2,
2.3,2.4,2.5 |
|
|
1 |
(24) Lecture: random variables, pdf and cdf. Gaussian and uniform r.v. HW#1B Due: 2.6, 2.10, 2.12 Problems of interest:
2.6,2.7,2.8, 2.9, 2.10, 2.11, 2.12 |
(26) Lecture: Expected Value, Continuous r.v., dirac delta function, conditional, joint and marginal. |
|
|
2 |
(31) Lecture: characteristic function and moment generating. HW #2A Due: 2.13, 2.16, 2.17 Problems of interest 2.13, 2.14,
2.15, 2.16, 2.17, 2.18 |
(2) Lecture: Multivariate Gaussian Random vectors, mean vector, covariance matrix and function of one random variable. HW #2B 2.22,2.24, 2.27 V2: On website Problems of interest 2.19, 2.20,
2.22, 2.23, 2.25, 2.27, 2.28 |
|
|
2=February |
(7) Lecture: Bivariate Gaussian and correlation coefficient. HW #3A: 2.29, 2.30, 2.31 Problems of interest 2.29, 2.30,
2.31, 2.32 |
(9) Lecture: Functions of more than one r.v. Functions of more than one r.v. continuded. Jacobian and auxillary variables. HW #3B 2.34, 2.35, 2.36 V3: See EE640 2012 website Problems of interest 2.33,
2.34,2.35,2.36,2.39,2.41 |
|
|
2 |
(14) Lecture: Functions of more than one r.v. Central Limit Theorem. Lecture: Random Process Introduction. HW #4A Due: 2.42, 2.43, 2.44. Problems of interest 2.42, 2.43,
2.44, 2.45, 2.46, 2.47 |
(16) Lecture: Bounds and convergence. Random Process Statistics, types of R.P. types of stationarity. HW #4B Due: 2.46, 2.47. V4: See ee640 Web page |
|
|
2 |
(21) Quantization noise model. |
(23) Lecture: Wiener-Kitchene Theorem, PSD and cross-cov, cross-correlation. Stochastic differentiation and integration. HW #5A: 2.48, 2.50, 2.51 Problems of interest 2.48, 2.49,
2.50, 2.51 |
|
|
3 |
(28 ) Review for Exam Project 1A, part A.1 HW #5B: 2.55 l.i.m. convergenc, 2.59, 2.62. V5: See website (to be announced) Problems of interest 2.55, 2.56, 2.57,2.58, 2.59, 2.62 |
(1) EXAM I : covers chapter 2, open book, open notes, NO communication devices. |
|
|
3=March Midterm |
(6) Lecture: Stochastic Integration and Differentiation, Linear Systems HW #6A:
3.3, 3.5, 3.6 Problems of interest 3.3, 3.4, 3.5, 3.6, 3.7, 3.8, 3.9,3.10 |
(8) Lecture: Stochastic Series, KL, Expansion. HW# 6B:
3.12, 3.13,3.15 Project 1A, part A.2 Problems of interest 3.11, 3.12, 3.13, 3.14, 3.15 |
|
|
3 |
(13) SPRING BREAK |
(15) SPRING BREAK |
|
|
3 |
(20) Lecture: Lecture: Binary Hypothesis Lecture: Maximum Likelihood Ratio, discussion of next visualization. Fisher Discriminant |
(22) HW# 7A: 3.17, 3.19, 3.23. Problems of interest 3.16, 3.17,
3.18, 3.19, 3.21, 3.23, 3.24 |
|
|
3 |
(27) HW# 7B: 3.41, 3.43, 3.45 . Visualization 7: Correlation Detection in Additive Non-Stationary Colored Noise. Problems of interest: 3.41, 3.43, 3.45, 3.46 |
(29) Lecture: |
|
|
4=April |
(3) EXAM II. Covers graded HW up to this date, mostly chapter 3, open book, open notes, NO communication devices. |
(5) Project 1A,
part A.3 |
|
|
4 |
(10) Lecture: HW #8A:
4.3, 4.4, 4.12 Problems of interest: 4.1, 4.2,
4.3, 4.4, 4.5, 4.6, 4.8, 4.9, 4.12, 4.14, 4.17, 4.18, 4.20 |
(12) Lecture: HW #8B:
4.14, 4.18, 4.20 Due: Project 1B |
|
|
4 |
(17) Binary Detector and
orthogonal decision space HW #9A:
6.3, 6.7, 6.11 Problems of interest: 6.1, 6.2, 6.3, 6.4, 6.6, 6.8,6.10, 6.11, 6.12,
6.14, 6.18, 6.19, 6.20 |
(19) EXAM III: covers material
not on Exam I & II and up to graded HW as well as specified problem set.
Open Book, Open Notes, closed Comm. Devices. HW#9B:
6.12 ROC, 6.14 minimum Probability of error, 6.19 M-ary
MPE. |
|
|
4. Dead Week |
(24) Project 1C: Due |
(26) HW#10: 7-8, 7-10, 7-40 Wiener Problems of interest:7-6, 7-8,
7-10,7-36,7-40, 7-41 |
|
|
5. Finals Week |
(1) Monday everything is due: (4) |
(May 3) |
|