Random Signals and Noise

EE 3340 Section B Spring 1999

Last Modified Sun Jun  6 15:51:06 EDT 1999
Report problems to b.mckinnon@ieee.org


General Information

From the Georgia Tech Course Catalog:

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.


Jump to textbook & reference information
Jump to grade distribution information
Jump to the syllabus for the quarter (download)

Jump to the ECE Departmental Web Page


Instructor: Dr. Bill McKinnon

Teaching Assistant: Mehmet Demirkol

Textbooks

Required: Probabilistic Methods of Signal and System Analysis, 3rd ed. by Cooper and McGillem, Oxford Univ. Press, 1999

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.


Grade Division

  % of Grade 
(non-degree candidates)
% of Grade 
(degree candidates)
Distribution Date
Homework
20%
25%
Varies
Exam 1 15% 25% Thurs 15 Apr 99
Exam 2
15%
25%
Thurs 29 Apr 99
Exam 3 20%
25%
Thurs 20 May 99
Final Exam
30%
0%
Mon 7 Jun 99 @ 2.50p
Class attendance is not mandatory.  I do not care where you spend your time, as long as you get your work done.  However, in the same breath, notice that I am not tolerant of missed deadlines.  Prior notification of interviews, etc. and immediate notification of emergency situations will be mandatory for rescheduled events.

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.



Syllabus

This online syllabus will be constantly updated as the quarter progresses. It is the student's responsibility to regularly check the syllabus for updates.
 
Week #, Date #
Lecture Topics 
& Notes
Reading
Events & 
Assignments
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


Last Modified Sun Jun  6 15:51:06 EDT 1999
Report problems to b.mckinnon@ieee.org