The sections of Stark and Woods you will be responsible for the final exam are:

Ch. 1 all

Ch. 2 except p. 79: Poisson Transform

Ch. 3 all

Ch. 4 except p. 210: joint characteristic functions

Ch. 5 except 5.4 (simultaneous diagonalization) and 5.6 (characteristic functions of random vectors)

Ch. 6 except 6.2 (confidence intervals) and 6.8 (decision theory) (nor the proofs of the minimum variance property in 6.6)

Ch. 7 except L{} operator notation, Z-transform, Martingales

Ch. 8 except L{} operator notation, p. 398: Markov-p, Chapman-Kolmogorov, p 408: periodic and cyclostationary

Sections 10.1-10.4

I announced in class that the Poisson process and ergodicity will not be on final. If Fourier transforms or convolutions are needed, they will be simple ones (such as Dirac impulses and rectangular functions). I also announced that there will be questions relating to the major topics we have covered since midterm: estimation, random sequences, continuous-time random processes. There will also be a little bit on power spectral density and convergence of random sequences. The final is cumulative, so other topics may be tested as well.

Handouts

- Syllabus
- Random processes
- Gaussian sequences and linear systems
- Generating random numbers on computers.
- Solutions to Quiz 3

Links

TA office hours, held in Room 3312 EECS:

Ilan Sharfer: 2-4 PM Wed., 10:30-12:30 Thurs.

Nah Oak Song: 10:30-12:30 Tues., 12:30-2:30 Thurs.