ECE 6601A&Q: Random Processes

Tu-Th 2:00pm-3:45pm, Summer 2014

Clough Undergraduate Commons 102

Course Objective: To provide systematic approaches to solving problems involving
random, time-varying phenomena, with emphasis on electrical engineering problems.

Prerequisites: Graduate standing

Instructor: Drs. M. A. Weitnauer and D. Staiculescu
Dr. Weitnauer:
Office: Centergy Bldg, 5
th
floor (call from the 5
th
floor lobby to be let in- the doors are
locked)
Office Hrs: Tuesday and Thursday, 12-1pm in Van Leer E261, and Wednesday 2-3pm in
Dr. Weitnauers office. If you cannot make these hours, please request an appointment.
Phone: 404-894-9482
Email: maweit@gatech.edu

Dr. Staiculescu:
Office: Van Leer W208
Office hours: Friday 11am 12pm.
Phone: 404-894-3532
Email: daniela@ece.gatech.edu

Grading:
Homework 15%
First Exam 25% Thursday, June 5
th

Second Exam 25% Thursday, July 10
th

Final Exam 35% Tuesday, July 29, 11:30am-2:20pm

Homework:
Your completed homework is to be turned in, on paper, by 3:45pm on the date that it is
due, unless you are unable to attend class. Otherwise, you must submit your homework
electronically to the drop box on T-Square and send a brief email (no attachments
allowed!) to both of us to alert us that you have submitted electronically. We will allow
late homework with a grade penalty: the score will be reduced by 50% if your homework
is 0+ to 12 hrs late; 75% if it is 12+ to 24 hrs late, and no credit after 24 hrs.

Internet:
There is a T-Square page for this course. There is a drop box for turning in your
homework. We will post homework assignments, homework solutions, exam solutions,
old exams and their solutions, current lecture notes and old lecture notes. There are also
power point handouts for each lecture topic.


Exams:
All exams will be closed book, calculator allowed, with one page (front and back) of
notes for the First Exam, and one additional page of notes (front and back) for each exam
after that. You are expected to hand in your exam before time is up. We will tell you
when there are 10, 5 and 1 minutes remaining. Any exams turned in after time is up will
receive a 5 point deduction for up to one minute late and an additional 5 pts for each
minute after that. You are responsible for putting your pages in order, stapling them,
putting your name on the front, and handing it in before time is up, regardless of the
amount of traffic at the end of the period. The grades for each exam will be curved so
that the letter grade would be determined based on 90-100 A, 80-89 B, etc., and so the
overall class average is within the ECE guideline for graduate-level courses of [3.2 3.6].

Required Text:
Papoulis and Pillai, Probability, Random Variables and Stochastic Processes, 4
th

ed.
Suggested Supplementary Text:
Schaum's Outline of Probability, Random Variables, and Random Processes. This
is an excellent source of examples and worked problems.

List of Lecture Topics (Also the names of the Power Point files)

Review Topics (not taught in lectures)
course_introduction
Axioms
equally_likely_spaces_and_counting
archetypes_of_equally_likely_spaces
Multinomial
conditional_probability
total_probability_and_bayes_rule
independence_of_events
combined_independent_experiments

(Lectures start here)
Introduction to Random Variables
probability_mass_function
special_discrete_random_variables
probability_density_function
some_special_cont_RVs
gaussian_cdf

Main Course Coverage
PDF_conditioned_on_an_event
function_of_a_RV
function_of_a_RV_examples
expectation_of_a_rv
expectation examples
transform_methods
probability_generating_function
two_random_variables
marginal_pdfs
conditional_pdf
independent_RVs
two_functions_of_two_RVs
one_function_of_two_RVs
conditional_expectation
joint moments
jointly_normal_RVs
linear_mean_square_estimation
nonlinear_MSE_estimation
markov_and_chebyshev_inequalities
random_vectors_straight_forward_extensions
random_vectors_MS Estimation
sample_mean
convergence_of_random_sequences
central_limit_theorem
Introduction to random_processes
characterization_of_a_RP
increments
poisson_process
brownian_motion
Complex_RVs (pdf only)
stationarity
autocorrelation_properties
cyclostationarity
power_spectral_densityRev1
QAM_modulation
white_noise
response_to_systems
linear_time_invariant_systems_and_RPs
shot_noise
ergodicity_theorems
series_expansions
KL examples- end of Exam 2 Coverage
matched_filters
Analog_MSE_Filter
State-Space-Representation-of-a-Stochastic-Linear-System (pdf only)
Kalman_Filter
Kalman_Innovations
intro_to_markov_processes
classification_of_states
classification_of_homogenous_Markov_Chains
computiing_state_probabilities
continuous_time_discrete_state
continuous_time_discrete_state_examples