EECS 401 (AERO 452) Probabilistic Methods in Engineering Spring 1997 Room EECS 1003, M-F 1:00-2:00 PM Instructor: Professor Jeff Fessler Email: fessler AT umich DOT edu Office: 4431 EECS Phone: 763-1434 Office Hours: Mon. Wed. Thu. Fri. 2:00-3:00 PM TA: Nah Oak Song, sno@engin.umich.edu Office Hours: Mon. Tue. Thur. Fri. 3-4 PM, TA room: EECS 2420 (Tentative schedule: check WWW page for changes) Text: "Probability and random processes for electrical engineering" by Alberto Leon-Garcia, 2nd Edition, 1994, Addison-Wesley "Student Solutions Manual" is optional. Objective: To describe random phenomena both qualitatively and mathematically, and to be able to manipulate those descriptions to solve engineering problems. Topics: Basic concepts of probability theory Random variables: discrete, continuous Probability densities and distributions Conditional probabilities, densities, and distributions Bayes' rule, total probability Operations on random variables Expectation, moments, characteristic functions Discrete-time and continuous-time random processes wide-sense stationarity, autocorrelation, spectral density Operations on random processes, e.g. filtering Prereq.: Junior Standing (multivariable calculus, ...) EECS 316 (Linear Systems) is helpful (Fourier series and transforms, impulse functions) Grading: Homework 15% (see policies below) Midterm 1 25% Fri. May. 23, in class Midterm 2 25% Thu. Jun. 12, in class Final 35% Mon. Jun. 23, 8:00 AM, Room TBA In all of the above, legibility counts. Requests for re-grades of exams must be submitted in writing within one week of exam return. All questions may be re-graded. Letter grades will be assigned using a curve, but lower cutoff for A- will be no higher than 90%, and 80% for B-, etc. Some lectures may be drawn from other sources than the textbook. You will be responsible for learning both lecture and text material. Web: My WWW page: http://www.eecs.umich.edu/~fessler/ will have extra copies of some handouts, and other information such as scores, errata, etc. Extra copies of other handouts will be outside of EECS 4234 Notes: 1. Some subset of the problems from each assignment will be graded, although solutions will be provided for all problems. ABSOLUTELY NO LATE HOMEWORK ASSIGNMENTS WILL BE ACCEPTED. However, you will be able to drop your lowest homework score, which gives some flexibility if you are interviewing or ill, etc. 2. All students must take the final exam during the scheduled time, except per UM regulations. All students must take the midterms at the scheduled time. Any exceptions must be approved by Prof. Fessler in writing by May. 14, 1997. 3. No course incompletes will be given, except per UM regulations. 4. Homework policy. You must attempt to solve all homework problems by yourself. Copying homework solutions from another student or from solutions from previous semesters will be considered violations of the engineering honor code. However, after making a genuine attempt to solve the homework problems, you are encouraged to discuss the answers with other students currently enrolled in 401 to check the answers and compare solution approaches. After such a discussion, you may rewrite your answer as long as you do so individually, without refering to the solutions of other students or to solutions from previous terms. Basically, the answers you turn in should reflect your own level of understanding. ------------------------------------------------------------------ Statistical thinking will one day be as necessary for efficient citizenship as the ability to read and write. - H. G. Wells There are three kinds of lies: lies, damn lies, and statistics. - Disraeli He deals the card to find the answer, the sacred geometry of chance, the hidden law of a probable outcome, the numbers lead a dance - Sting, Shape of My Hear, Ten Summoner's Tales, 1993 ------------------------------------------------------------------ Textbooks available at library Billingsley: Probability and measure Davenport: Probability and random processes Feller: An introduction to probability theory and its applications Leon-Garcia: Probability and random processes for electrical engineering Hoel, Port, and Stone: Introduction to stochastic processes Papoulis: Probability, random variables, and stochastic processes Ross: Introduction to probability models "Probability, random processes, and estimation theory for engineers" Henry Stark and John W. Woods, 2nd Edition, Prentice Hall, 1994