EE 5531 F2009 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
Office Hours: To be announced
Teaching Assistant:
Guido Gioberto
Prerequisite:

  • EE 3025 or equivalent. (That is, a 15 week junior-level undergraduate course in probability (75%) and random processes (25%).

  • Matlab proficiency. (That is, at least equivalent to the Matlab instruction covered in EE 3015-3025.)

  • Remarks: At the Study Materials Web Page, you may examine the posted EE 3025 Notes in order to see what we cover in EE 3025. Concerning Matlab, I will also post there some Matlab materials to help you see what the U of M EE undergrads do with Matlab. 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.
Grading:

  • Homework (10%)

  • Exam 1, Wed, Oct 14, 11:15am - 12:05pm (27.5%)

  • Exam 2, Wed, Nov 18, 11:15am - 12:05pm (27.5%)

  • Final Exam, 10:30am - 12:30pm, Saturday, December 19 (35%)

Course Outline:

  • EE 3025 Review ( EE 3025 Notes )

  • Overview of EE 5531

  • Convergence Theory

    • Review of CLT (Section 4.3, 5.6)

    • Strong LLN (Section 14.3)

    • Weak LLN for WSS Processes (Chap 14)

  • 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

    • Design of Kalman Filter (Notes)

    • Predictor Design: Levinson/Durbin Algo and Infinite Memory Predictors (Notes)

    • Stability of M/M/1 Queue driven by Poisson Process (Notes)

    • Solving Laplace PDE using Wiener Process (Notes)

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

Student Conduct:
University of Minnesota official student conduct code 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.