ECE153: Probability and Random Processes for Engineers

Professor Young-Han Kim, UCSD, Spring Quarter 2013–14

Announcements

Important announcements will be made here.

  • There will be three make-up lectures during the discussion sections on Wednesdays April 2, 9, and 16.

  • [Apr 08 Tue] TA office hours are announced here.

  • [May 29 Thu] There will be a final review session during the discussion hour (Wednesday June 4 from 1 to 1:50 pm).

Course Description

Random variables, vectors, and processes. Convergence and limit theorems. Memoryless, independent increment, Markov, and Gaussian random processes. Stationary random processes. Correlation and power spectral density. Mean square error estimation, detection, and linear estimation. Random noise in linear systems.

Prerequisites

ECE109 (Engineering Probability and Statistics) or equivalent. Working knowledge of calculus, algebra, and probability. These prerequisites should be taken very seriously.

Lectures

TuTh 9:30–10:50 am, York Hall 4080A.

Course Requirements and Grading

  • Weekly homework assignments: Homework will be normally be assigned each Thursday and due the following Thursday in class. Late homework will never be accepted. You are allowed to work on the homework in small groups, but you must write up your own homework to hand in. If you use materials other than the textbook or lecture notes — this applies to having discussions with classmates or searching the Internet — the source should be clearly mentioned. Relying on the materials from previous years is considered cheating. Only two random problems per each assignment will be graded on a scale of 0–5.

  • Midterm exam: In-class midterm on Thursday, May 8; open book open notes.

  • Final exam: Tuesday, June 10, 8–11 am, location: TBA; open book open notes.

  • Grading: Final grades will be determined by a fair classification algorithm explained in class.