ELEG 6313: Stochastic Processes Course Syllabus

Fall, 2003

Pre-requisites:

Math 3023 or consent of instructor.

Textbook:

Probability and Stochastic Processes, by Roy Yates and David Goodman,

John Wiley & Sons, Inc. 1999.

Reference:

Probability, Random Variables and Stochastic Processes, by A. Papoulis and S.U. Pillai, 4th Edition, McGraw-Hill, 2002.

Instructor:

Prof. Lijun Qian

Office: WILS Room 110E

Phone: (936)857-2418

Email:

Office Hours:

MWR 2:00-4:00 PM, TF 1:00-2:00 PM, and by appointment

Lectures:

M4:30-5:50 PM, WILS Room 103;

W 5:30-6:50 PM, WILS Room 109K

Course Objectives:

This course focuses on principles of probability and stochastic processes with a strong tilt towards applications in electrical and computer engineering.

The course will cover the following material:

  • Experiments, Models, and Probabilities.
  • Discrete Random Variables and Multiple Discrete Random Variables.
  • Continuous Random Variables and Multiple Continuous Random Variables.
  • Stochastic Processes, Poisson process, correlation, stationary processes, and wide sense stationary random processes.
  • Moments, moment generation function, central limit theorem.
  • Sample mean, laws of large numbers.
  • Random signal processing, linear filtering, power spectral density, Gaussian process, and white Gaussian noise processes.
  • Modeling of systems using stochastic processes and system analysis.
  • Hypothesis Testing, linear estimation, MAP and ML estimation.

Grading:

Homework20%

Pop Quizzes10%

Midterm Exam30%

Final Exam40%

Homework has to be handed in one week from the date that it is assigned. Late homework will NOT be accepted unless due to acceptable reasons. Quiz and exams are close-book and close-notes. However, one page note is allowed in the midterm and in the final exams.

Exam Policy:

Every student must take all exams on the assigned dates. Any student who misses an exam without a valid excuse will automatically receive zero for that exam.

Class Attendance:

PVAMU requires regular class attendance. Attending all classes supports full academic development of each student. Excessive absenteeism may result in a student’s course grade being reduced to a grade of “F”. Accumulation of one week of unexcused absences constitutes excessive absenteeism.

Attendance Policy:

See attached University Class Attendance Policy.

Students with Disabilities:

Students with disabilities who believe they need an adjustment in this class, are encouraged to contact the Office of Disability Services at (936)857-2610/2620 as soon as possible. Once you have received a letter of adjustment from the office, kindly make an appointment with me to discuss appropriate adjustments for this class.