公告(Announcement):
The first midterm Exam will be held on 10/20/2009, Tuesday, from 3:40 pm to 6:00 pm. The location will be ED 219. The first midterm exam will cover contents from Topic1 to Topic3, homeworks, and corresponding materials in Gallager's notes. No calculators are allowed.

Office hours:
1:30pm-4:00pm Monday
Please make an appointment in advance.

Teaching Assistant:
李重佑 (ED421, x 54232) (leelityo@gmail.com)
廖怡茹 (ED421, x 54232) (wasiyiru@gmail.com)

Course Description:

• Learn to formulate a real world problem, typically in communications, control, and

networking, using an appropriate probabilistic model.

• Learn to solve the intended and formulated problem.
  
  
  

Text book:
Henry Stark and John W. Woods, Probability and Random Processes with Applications to Signal Processing,

Third edition, Prentice Hall


Grading:
Homework: 20%
Midterm I: 25% (10/20/2009)
Midterm II: 25% (12/1/2009)
Final Exam: 30% (01/12/2010)

Classnote:

• Syllabus Δ
• Topic 1: Review of Probability and Linear Algebra
• Topic 2: Jointly Gaussian Random Variables
• Topic 3: More on Jointly Gaussian Density
• Derivation of Error Probability on page 8 of Topic 3
• Topic 4: Fundamentals of Detection
• Topic 5: Fundamentals of Estimation
• Topic 6: Random Sequence
• Mid2 Solutions
• Topic 7: Random Processes
• Topic 8: Advanced Topics in Random Processes
• Topic 9: Prediction and Kalman Filtering

Reference Materials:

1. R.G. Gallager, Stochastic Processes Essentials. Downloadable at http://web.mit.edu/gallager/www/pages/pubs.html.