EE 5531 F2008 Syllabus
Class Time: MWF 11:15am-12:05pm, MechE 212
Instructor:
John C. Kieffer
Room 6-179 EE/CS
TEL 612-625-8574
E-mail kieffer@umn.edu
Teaching Assistant:
Nikhil Kundargi
Room 6-120 EE/CS
TEL 612-301-6666
E-mail kunda007@umn.edu
Office Hours:
1:30pm to 3:00pm, Mon, Wed, Fri (6-179 EE/CS)
2:15pm to 3:45pm, Tuesdays (6-120 EE/CS)
(and by appointment)
Prerequisite:
You should have had at least a junior-level undergraduate course in probability and random processes, at least equivalent to EE 3025. You may examine our EE 3025 Notes in order to see what we cover in EE 3025. It is not recommended that you take EE 5531 without the proper background. You will probably discover within the first 2-3 weeks of the course whether you have the proper background or not, so that you can adjust your enrollment status in case it is necessary to do so.
Textbook:
John A. Gubner, PROBABILITY AND RANDOM PROCESSES FOR ELECTRICAL AND COMPUTER ENGINEERS, Cambridge Univ. Press, 2006. (Mathematics Library Reserve and University Bookstore)
Grading:
Course Outline:

  • EE 3025 Review ( EE 3025 Notes )

  • Overview of EE 5531

  • Rigorous Treatment of Central Limit Theorem (Section 4.3, 5.6)

  • Rigorous Treatment of Law of Large Numbers (Section 14.3)

  • Random Vectors, Gaussian Random Vectors (Chapters 8,9)

  • Markov Processes (Chapter 12)

  • Second Order Theory of Random Processes (Chapter 10)

  • Special Types of Random Processes (Chapter 11, Section 15.5)

  • Ito Integral (Sections 11.3, 13.4, and Notes)

  • Applications

    • Kalman Filter (Notes)

    • Prediction Theory (Notes)

    • Stability of the M/M/1 Queue (Notes)

    • Probabilistic Solution of Dirichlet Problem (Notes)

  • Karhunen-Loeve Expansion/Detection Theory (Section 13.3, Notes)

  • Wold Decomposition (Notes)

Student Conduct:
University of Minnesota has an official student conduct code which defines how students should conduct themselves in their classes. Inappropriate conduct includes cheating on exams, submitting homework that is not your own work, disruptive behavior, and other things. Instructors are required to deal with violations of the student conduct code according to the official mechanisms laid out in the conduct code.