COURSE TITLE: EECS 422 Random Processes in Communications and Control - I
CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson processes; Markov chains.
REQUIRED TEXTS: Alberto Leon-Garcia, Probability and Random Processes for Electrical Engineering, 3rd Ed.
REFERENCE TEXTS:
A. Papoulis and Pillai, Probability, Random Variables and Stochastic Processes, 4th Edition.
Stark & Woods, Probability, Random Processes, and Estimation for Engineers
Carl Helstrom, Probability and Stochastic Processes for Engineers
Sheldon Ross, Introduction to Probability Models
Sheldon Ross, Stochastic Processes
COURSE GOALS: To provide entering graduate students with a broad coverage of random processes that will serve as a foundation for advanced courses in their specializations, particularly in communications, networks, and signal processing.
PREREQUISITES BY COURSES: EECS 302 and EECS 222.
PREREQUISITES BY TOPIC:
1. Probability theory.
2. Frequency spectrum, Fourier transforms.
DETAILED COURSE TOPICS:
Note: Not every section of every chapter is covered in the course. Also, we may curtail topics at the end depending on comprehension.Week 1: Review of probability theory. Ch. 1 and 2
Week 2: Review of random variables. Ch. 3 and 4
Week 3: Multiple random variables. Ch. 5 and 6
Week 4: Limit theorems and estimation. Ch. 7 and Ch. 8
Week 5: Introduction to random processes. Ch. 9.1 to 9.3
Week 6: Poisson and Wiener processes. Ch. 9.4 and 9.5
Week 7: Properties of random processes. Ch. 9.7 and 9.8
Week 8: Power spectrum and linear systems. Ch. 10
Week 9: Markov chains. Ch. 11
Week 10: Queueing models. Ch. 12
COURSE OBJECTIVES: When a student completes this course, s/he should be able to:
1. Understand the description and behavior of random processes.
2. Model basic classes of random processes.
COMPUTER USAGE: Optional.
LABORATORY PROJECTS: None.
GRADES:
Homework - 25%
Homework assigned weekly and due on Fridays.
Midterm - 30%
Wednesday, May 06, 2009
Final - 45%
Take Home due Tuesday, June 09,2009
Instructor: A. Haddad, 1-8175, ahaddad@eecs.northwestern.edu M468
Office hours: MTuW 1:30 - 3:30, Call or email for availability at other times