EECS 501 (AERO 552) "Probability and Random Processes" Fall 1995 Room EECS 1003 or 1301, MWF 10:30-11:30 AM Instructor: Professor Jeff A. Fessler Email: fessler@umich.edu Office: 4431 EECS Phone: 763-1434 Office Hours: Mon. & Fri.: 11:30 AM - 12:30 PM, Wed. 4-5 PM, or by appointment TAs: Ilan Sharfer: 4315 EECS, 763-4459, ilan@eecs.umich.edu Office Hours: TBA Nah Oak Song: 4212 EECS, 936-0269, sno@engin.umich.edu Office Hours: TBA Text: "Probability, random processes, and estimation theory for engineers" by Henry Stark and John W. Woods 2nd Edition, Prentice Hall, 1994 Objective: To describe random phenomena both qualitatively and mathematically, and to be able to manipulate those descriptions to solve engineering problems. Topics: 1.4 Probability Axioms 1.3 Sigma Algebras 2.3, 2.4 Probability Distributions and Densities 2, 3, 5 Random Variables and Random Vectors 4 Expectation 7.1, 8.2 Poisson and Wiener Processes 10 Stationary Processes 7.1 Autocorrelation 10.1 Spectral Density 10.3 Effects of Filtering 6.5, 11.2 Linear Least-Squares Estimation 7.4 Convergence of Random Sequences Goal: most of Chapters 1-11 of text Prereq.: EECS 401 (Probabilistic Methods in Engineering) or equivalent (and multivariable calculus, Fourier series and transforms, impulse functions, linear systems) Exams: Midterm: Mon. Oct. 23, 7-9 PM, Room 1001 EECS Final: Thurs. Dec. 14, 4-6 PM, Room TBA Grading: Homework: 15% Midterm: 35% Final: 50% In all of the above, legibility counts. There will also be up to 4 closed-book short quizzes that will each count equivalent to a homework assignment. 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 will be drawn from other sources than the textbook. You will be responsible for learning both lecture and text material. Notes: 1. Some subset of the problems from each assignment will be graded, although solutions will be provided for all problems. Due to the fast pace of this course, NO LATE ASSIGNMENTS WILL BE ACCEPTED. However, you will be able to drop your lowest homework score. 2. The final exam MUST be taken during the scheduled time, except per UM regulations. All students must take the midterm at the scheduled time. Any exceptions must be approved by Prof. Fessler in writing by Sep. 20, 1995. (If there are more than a couple exceptions then the midterm will be given in class on Mon. Oct. 23). 3. No course incompletes will be given, except per UM regulations. Mon. Sep. 25 Last drop day with reduced fees Fri. Dec. 8 Last day of classes ------------------------------------------------------------------ There are three kinds of lies: lies, damn lies, and statistics. - Disraeli Statistical thinking will one day be as necessary for efficient citizenship as the ability to read and write. - H. G. Wells ------------------------------------------------------------------ Other textbooks (on reserve 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