ELEC 533 - Schedule

ELEC 533 / STAT 583 / CAAM 583
Fall 2007

Schedule

Class topics, Reading Assingments, Home Works and important dates (due dates of HW, dates of tests) will come on-line in a timely manner. Should you have trouble getting a printout please get help from the Course Assistants and also notify me. If you need to reach me you may also get help from Mr. Bob Garcia in DH 2023, or email him.

Additional, optional reading is listed in the Course materials.

The course is based on Lecture Notes and a Textbook. The Lecture Notes have been adapted from Prof. Rolf Riedi, who taught this course for a number of years. Handouts will be distributed in hardcopy form in class.

If a .ps or .pdf file comes up with poor resolutin on your screen, the printed version should still be perfectly fine. If that is not the case alert me.

No.	Date	Topic	Homework (Due in class on due date unless otherwise indicated)	Reading Assignment from Stark & Woods	Notes, Handouts
1	Aug 27	Orientation, Introduction		pp 1 - 7	ELEC_533-history.pdf
2	Aug 29	Probability space, basics		Review Combinatorics, pp 24 - 31
	Sep 3	NO CLASS (Labor Day)
3	Sep 5	Probability space, basics, cont'd disctrete and continous spaces		pp 1 - 24
4	Sep 10	random variable, CDF, PMF	HW1 pdf, due Sep 17 HW1 TeX source, if you wish to do HW in LaTeX commands.tex is needed to compile the Tex source	pp 1 - 24, 58 - 66
5	Sep 12	pdf of random variable; conditional probability, Bayes		pp 68 - 80
6	Sep 17	Functions of one random variable; Expectation, Stieltjes integral		pp 116 - 134, 169 - 175
7	Sep 19	Expectation, Stieltjes integral, cont'd; Moments of a r.v.; Joint r.v.	HW2 pdf, due Sep 26 HW2 TeX source	pp 192 - 196
8	Sep 24	Joint distributions, cont'd; Functions of two r.v.; covariance		pp 88 - 99, 32 - 44, 134 - 152
9	Sep 26	Joint Gaussian r.v.; Conditional CDF and pdf	HW3 pdf, due Oct 3 HW3 TeX source	pp 88 - 99, 134 - 152, 196 - 205	optional: pp 269 - 275
		Material for QUIZ: ending with functions of 2 r.v.	Date of QUIZ: Oct 10 In class, 50 min Open only 2 handwritten pages
10	Oct 1	Conditional CDF and pdf, cont'd Conditional expectation		pp 80 - 88, 103 - 108 pp 183 - 192
11	Oct 3	Conditional expectation, cont'd E[X\|Y] rules, several variables; MMSE estimation of r.v.		pp 183 - 192 pp 552 - 562, 199 -200 also 251 - 258
12	Oct 8	Estimation of r.v., cont'd LMMSE, Gaussian & non-Gaussian		pp 552 - 562, 199 - 200 269 - 276
13	Oct 10	QUIZ	HW4 pdf, due Oct 17 HW4 TeX source
	Oct 10	Notice: No office hour today Instructor out of town
	Oct 15	RECESS, NO CLASS
14	Oct 17	Estimation of r.v., cont'd, LMMSE Characteristic function	HW5 pdf, due Oct 24 HW5 TeX source	pp 216 - 225, 269 - 281 also recall 251 - 258
15	Oct 22	Characteristic function, cont'd Inequalities		pp 216 - 225, 269 - 281, pp 205 - 210
16	Oct 24	Inequalities, cont'd Convergence of r. sequences	HW6 pdf due Oct 31 HW6 TeX source	pp 375 - 382, 225 - 230
17	Oct 29	Convergence of r. sequences, cont'd Limit theorems		pp 375 - 382, 225 - 230 pp 383 - 387, 225 - 230, 214 - 216
		MATERIAL for MIDTERM: UP TO HERE including convergence of r.sequences but excluding limit theorems	Midterm handed out: Nov 7, due Nov 14 Take home, 3 hours Open notes, closed books. notes = only your own handwritten notes, length of notes is unlimited
18	Oct 31	Limit theorems, cont'd Random processes; basics		pp 383 - 387, 225 - 230, 214 - 216 pp 400 - 405
	Nov 2	REVIEW session (optional), DH 1046, 11:00 am
19	Nov 5	Random processes; basics, cont'd Renewal processes		pp 400 - 405, pp 406 - 410
20	Nov 7	Renewal processes, cont'd: Poisson process		pp 406 - 410, also 320 - 322
21	Nov 12	Renewal processes: Poisson process, cont'd	HW7 pdf due Nov 19 HW7 TeX source	pp 400 - 414 pp 418 - 421, 429-430, also 317 - 318, 326 - 328	Optional reading: S & W pp 324 - 326 Pradhu pp 159-160
22	Nov 14	fdd consistency; Gaussian r. proc.		pp 418 - 421, 317 - 318, 323 - 326	Wong & Hajek 37 - 40
23	Nov 19	fdd consistency; Markov r. proc. Gauss-Markov r. proc.	HW8 pdf due Nov 26 HW8 TeX source	pp 421 - 430 "on your own": pp 436-437
	Nov 21	No class; Thanksgiving
24	Nov 26	Power spectral density; cross-corr. mean square calculus.	HW9 pdf due Dec 3 HW9 TeX source	pp 443 - 448, 487 - 497 337, 348 - 354
25	Nov 28	M.s. calculus cont'd; r.p. in linear system		pp 501 - 510, 439 - 442 436, 444, 446-448 487-502	Optional: S&W 445
26	Dec 3	r.p. in linear system; white noise; examples		pp 501 - 510, 436, 439 - 444, 447 - 452 337-351; 502-506	Optional: S&W 445
	MATERIAL for FINAL: up to here	\	Final test handed out on Dec 7, due Dec 17 Take home, 4 hours, open notes, open books. Instructions
27	Dec 5	Last class MMSE estimation of r.p. Karhunen-Loeve expansion		pp 518 - 526
28	Dec 7		OPTIONAL DISCUSSION SESSION: 11am-12:30pm DH 1046

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ELEC 533 / STAT 583 / CAAM 583 Fall 2007

Schedule

ELEC 533 / STAT 583 / CAAM 583
Fall 2007