EE 523 Random Processes for Communications and Signal Processing

This course is intended as a graduate introduction to probability and random processes. It shall give the student the ability to mathematically model stochastic systems and analyze and predict their performance. Graduate students working in communications and signal processing will find it most useful. However students from other areas can also benefit from it if they have required background and interest. Please contact me if you have any specific questions.

Course information sheet

Instructor

Prof. Aditya Ramamoorthy

Department of Electrical and Computer Engineering

3222 Coover Hall

Ph: (515)-294-1583

Email: adityar AT iastate DOT edu

Office hours – Tues. 1:00-2:00pm, Thurs. 11:00am-12:00pm 

Class meeting time – TR 4:10-5:30pm, Coover 1016.

Reference texts:

• Probability and Random Processes, Grimmett & Stirzaker, Oxford University Press, USA; 3 edition (August 2, 2001)
• Course notes by Prof. Bruce Hajek (UIUC) available for download.[link]

Announcements

Lecture Notes

• Lecture set #1

• Lecture set #2

• Lecture set #3

• Lecture set #4

• Lecture set #5

• Lecture set #6

• Lecture set #7

• Lecture set #8

• Lecture set #9

• Lecture set #10

• Lecture set #11

• Lecture set #12

• Lecture set #13

• Lecture set #14

• Lecture set #15

Homeworks

• Homework #1 (due by 01/22/09)

• Homework #2 (due by 01/27/09)

• Homework #3

• Homework #4

• Homework #5

• Homework #6

• Homework #7

• Homework #8

• Homework #9