EEE-350 RANDOM SIGNAL ANALYSIS
Instructor:
Dr. Keith E. Holbert
Office:
ERC-555; 965-8594
Office Hours:
MWF, 8:45-9:30 a.m.; TTh, 1:15-2:00 p.m.
Class Meeting Info:
MWF, 9:40-10:30 a.m. in JWS-250
Final Exam:
Monday, December 14, 1998 from 7:40-9:30 a.m.
Semester Exams:
Scheduled for September 28 and November 9
E-mail: Keith.Holbert@asu.edu
Text:
R.H. Williams, Electrical Engineering Probability, 1991.
Other References:
http://www.eas.asu.edu/~holbert/eee350/eee350.html
Peebles, Probability, Random Variables, and Random Signal Principles, 1993.
Course Goal:
To provide students with the fundamental knowledge required to apply probability and
statistics to electrical engineering problems.
Course Description:
Probabilistic and statistical analysis applied to electrical signals and systems.
EEE-303 or MAE-317.
Prerequisite:
Topics: Covers Chapters 1-4, 6-8 in text.
Probability; basic concepts and definitions
Special distributions; Gaussian, Poisson, Binomial, etc.
Sampling and statistics
Maximum likelihood estimation and confidence intervals
Noise; second order processes
Correlation and spectral densities; application to linear systems
Grading
Homework (9)
Exam #1
Exam #2
Final Exam
20%
25%
25%
30%
Homework
Homework is expected to be turned in on time (on-time is defined as the start of class that day).
Students may work together on the homework, but copying is unacceptable. Assignments should be neat,
and logical. Presentation and methods for arriving at the answer are just as important as the mathematical
answer. Reference all tables or graphs used to obtain required data. Computer solutions must include the
program, "input deck," and output (which clearly indicates the final answer). For complete credit: (1) show all
work, and (2) box the answer and include the units.
TV Information
On-campus students must push microphone button and keep it depressed while talking so their
comments can be heard by remote site students. Remote site students must mark materials with their
NAME, COURSE NUMBER, and SITE. All televised courses are taped at the University Libraries Video
Resources located in ECA-100. Tapes are on reserve for the entire session. Students should call
965-5046 for further information. Phone numbers for remote site students to use during class are
Call-in questions (Instructor Desk): 965-4484
Technical problems (Control Room): 965-4481
EEE-350 SEMESTER TEACHING PLAN
(MWF, Fall 1998)
The textbook sections (given in parenthesis) should be read prior to class for that day's lecture.
Week
Date
1
8/24
8/26
8/28
8/31
9/ 2
9/ 4
9/ 7
9/ 9
9/11
9/14
9/16
9/18
9/21
9/23
9/25
9/28
9/30
10/ 2
10/ 5
10/ 7
10/ 9
10/12
10/14
10/16
10/19
10/21
10/23
10/26
10/28
10/30
11/ 2
11/ 4
11/ 6
11/ 9
11/11
11/13
11/16
11/18
11/20
11/23
11/25
11/27
11/30
12/ 2
12/ 4
12/ 7
12/ 9
Introduction; Basic descriptors (1.11.2)
Random numbers (1.3); Frequency (1.4)
Monte Carlo (1.5)
Probability basics (2.12.3)
Abstract prob. (2.4); Set ops (2.5)
### Labor Day Holiday ###
Axioms and properties (2.6)
Conditional probability (2.7)
Independent random events (2.8)
Sequences of random experiments (2.9)
(2.9) cont'd.
Distribution functions (3.1)
Density functions (3.1)
Review for Exam #1
*** Exam #1 ***
Expectation (3.2)
(3.2) cont'd.
Gaussian random variable (3.3)
Discrete random variables (3.4)
Single random variable functions (3.5)
(3.5) cont'd.
Bivariate random variables (4.1)
(4.1) cont'd.
Expectation (4.2)
(4.2) cont'd.
Bivariate Gaussian RV (4.3); Sum of two RVs (4.4)
(4.4) cont'd.
Sums of IID RVs (4.5)
(4.5) cont'd.
Max. likelihood (6.1)
Mean estim. (6.2); Variance estim. (6.3)
Review for Exam #2
*** Exam #2 ***
### Veteran's Day Holiday ###
More estimators (6.4)
Reliability (7.1)
Failure rates (7.2)
Reliability of systems (7.3)
Correlation (8.1)
(8.1) cont'd.
### Thanksgiving Day Holiday ###
Power spectral density (8.2)
(8.2) cont'd.
Linear systems (8.4)
(8.4) cont'd.
Review for Final Exam
12/14
*** Final Exam ***
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
Subject/Topic
Homework
[Hmwk #1 Due]
[Hmwk #2 Due]
[Hmwk #3 Due]
[Hmwk #4 Due]
[Hmwk #5 Due]
[Hmwk #6 Due]
[Hmwk #7 Due]
[Hmwk #8 Due]
[Hmwk #9 Due]