EE 5531 Exam 2 will be administered
Wednesday, November 18, 2009,
11:15am - 12:05pm ONLY. (Regular students take the exam
in the regular classroom; Unite students take exam
remotely, but in this same time period.)
Here is the relevant information
concerning this exam:
Exam is closed book and closed notes.
Formula sheet(s) will be provided by the instructor.
No personal formula sheets allowed.
No personal scratch paper allowed. The instructor will
bring scratch paper to use as needed.
No calculators will be allowed. Electronic
devices (cell phones, blackberries, ipods, pda's, etc)
should be turned off and put away.
The coverage of this exam is:
Markov processes as covered in class. This includes:
transition matrix, sta dist, and steady-state dist
of a finite DT Markov chain; generator matrix, transition
matrices P(t), and sta dist of a finite CT Markov chain;
Gauss-Markov process. In Ch 12 Gubner, see Sec 12.1-12.2, Sec 12.4-12.5;
see Supp to Ch 12.
Random process material (especially WSS/SSS processes), as
covered in class. In Ch 10 Gubner, see Secs 10.1-10.2,
Sec 10.3 except for bottom half of p. 397, Secs 10.4-10.5,
Sec 10.6 up thru Example 10.30, Sec 10.8. In Sec 15.5, you
should know what ARMA, MA, and AR processes are. Review
what you were taught in class about AR(p) processes, and
their relationship with p-th order Markov processes and
p-th order predictors; also, the AR(infinity) model and
infinite memory predictor.
Simple stochastic integrals involving the Wiener process.
In Gubner, study Sec 11.3 up thru eqn (11.13), and the formula
in Prob 30 on p. 469.
Study the solutions to Homework Sets 5-8. See
similar problems in posted Solutions to
EE 5531 F2008 Homework Sets 5-8. The following problems
in EE 3025 Worked Problems can help you with Ch 10 material:
Sec 5.1 Problems, Problems 5.3.5-5.3.7, Sec 5.4 Problems.
You can also study the Exam 2 Review Examples downloadable
below.
There will be no questions about Matlab on the exam.
During the exam period, please observe proper etiquette: this
includes starting the exam only when the proctors tell you to start
and turning in your exam precisely when the proctors tell
you that the exam is over.