EE 3340: Random Signals and Noise.
3-0-3. Prerequisites: EE 3213 or EE 3230
Course Objective: To develop the concepts of probabilistic behavior of systems and techniques for representing and analyzing noise processes.
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Instructor: Dr. Bill McKinnon
Other References
Probability, Random Processes, and Statistics
A First Course in Probability, 5th ed. by Sheldon Ross, Prentice
Hall, 1998
Introductory Probability and Statistical Applicaitons, 2nd ed.
by Paul Meyer, 1970
Probability and Random Processes for Electrical Engineers by
Yannis Viniotis, WCB/McGraw-Hill, 1998
Probability and Random Processes for Electrical Engineering, 2nd
ed. by Alberto Leon-Garcia, Addison-Wesley, 1994
Probability, Random Variables, and Stochastic Processes, 3rd ed.
by Athanasios Papoulis, McGraw Hill, 1991
An Introduction to Probability Theory and Its Applications (vol.
1), 3rd ed. by William Feller, John Wiley & Sons, 1968
An Introduction to Probability Theory and Its Applications (vol.
2), 2nd ed. by William Feller, John Wiley & Sons, 1971
Software
Numerical Recipes in C: The Art of Scientific Computing, 2nd ed.
by William H. Press, William T. Vetterling, Saul A. Teukolsky, and Brian
P. Flannery, Cambridge University Press, 1992
Simulation Modeling & Analysis, 2nd ed. by Averill M. Law
and W. David Kelton, McGraw Hill, 1991
Software Sites of Interest
Netlib
STL (Software
Template Library)
Walnut Creek Software (FTP)
Numerical Recipes Online
Gnuplot
Ghostview
Meschach
TNT by Roldan
Pozo
MetaLab @ UNC, Chapel Hill
GNU Software Repository @ MIT
More information may be added as the course progresses.
| % of Grade
(non-degree candidates) |
% of Grade
(degree candidates) |
Distribution Date | |
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| Exam 1 | 15% | 25% | Thurs 15 Apr 99 |
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| Exam 3 | 20% |
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Assignments will be distributed via hyperlinks shown in the syllabus. These links will be activated just prior to class on the days listed in the syllabus. It is the student's responsibility to download the assignment, print it, and solve the problems. The assignments are open book, but are to be solved without any personal assistance from other individuals. An honor code is implicit with each assignment. Academic dishonesty will be dealt with harshly by the instructor and escalated to the department, college, and/or university, if necessary.
Finally, grades are non-negotiable (i.e., "binding") at 5pm one week after they are returned.
| Week #, Date | # |
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| W13, Tues 30 Mar 99 | 1 | Introduction & Syllabus;
Events & Experiments; Definition of Probability |
S.1.1-S.1.6
(download notes) |
|
| Thurs 1 Apr 99 | 2 | Relative Frequency;
Axioms of Probability; Conditional Probability |
S.1.6-S.1.7
(download notes) |
Assignment 1
(solutions) available |
| W14, Tues 6 Apr 99 | 3 | Independence of Events;
PDFs & CDFs |
S.2.2-S.2.3,
S.3.2-S.3.3 (download notes) |
Assignment 1
due |
| Thurs 8 Apr 99 | 4 | Random Variables;
Joint Probabilities |
S.3.1, S.3.5-S.3.6
(download notes, revised) |
Assignment 2
(solutions) available |
| W15, Tues 13 Apr 99 | 5 | Special Discrete & Continuous PDFs & CDFs
(reference sheets); Review for Exam 1 |
S.2.7
(download notes) |
Assignment 2
due |
| Thurs 15 Apr 99 | 6 | Exam 1 | ||
| W16, Tues 20 Apr 99 | 7 | Means and Moments | S.2.4, S.3.7
(download notes) |
|
| Thurs 22 Apr 99 | 8 | Sampling & Confidence Intervals | S.4.1-S.4.4
(download notes) |
Assignment 3
(solutions) available |
| W17, Tues 27 Apr 99 | 9 | Confidence Intervals (cont'd);
Review for Exam 2 |
(download notes) | Assignment 3
due |
| Thurs 29 Apr 99 | 10 | Exam 2 | ||
| Fri 30 Apr 99 | Drop Day | |||
| W18, Tues 4 May 99 | 11 | Review Exam 2 | ||
| Thurs 6 May 99 | 12 | Random Processes;
Stationarity & Ergodicity |
S.5.1-S.5.5
(download notes) |
|
| W19, Tues 11 May 99 | 13 | Stationarity & Ergodicity (cont'd) | (download notes) | |
| Thurs 13 May 99 | 14 | Correlation & Covariance | S.3.4, S.4.7,
S.6.1-S.6.5 (download notes) |
Assignment 4
(solutions) available |
| W20, Tues 18 May 99 | 15 | Correlation & Covariance (cont'd) | S.6.6-S.6.8
(download notes) |
Assignment 4
due |
| Thurs 20 May 99 | 16 | Review for Exam 3 | (download notes) | |
| W21, Tues 25 May 99 | 17 | Exam 3 | ||
| Thurs 27 May 99 | 18 | Review Exam 3
Generating Random Numbers; Software Implementation Issues |
(See Web Page) | Assignment 5
(solutions) available |
| W22, Tues 1 Jun 99 | 19 | Review for Final Exam | (download notes) | Assignment 5
due |
| Thurs 3 Jun 99 | 20 | Review for Final Exam | (download notes) | |
| W23, Mon 7 Jun 99 @ 2.50p | Final Exam |