EECE574 Probability and Random Processes (Spring 2014)
offered by Dept. of Electronic and Electrical Eng, Pohang University of Science and Technology
For details meeting schedule, see Schedule/Downloads.
Instructor: Professor Joon Ho Cho
Office) LG 419
E-mail) jcho (at) postech dot ac dot kr
Office Hours: by appointment.
Eun Ae Lee
Ju Bum Kim
Office) LG 418
E-mail) euneh (at) postech.ac.kr
E-mail) wnqja321 (at) postech.ac.kr
It is your responsibility to check every new announcement posted in the homepage. Class notes will be available at Schedule/Downloads.
A. Papulis and S. U. Pillai, Probability, Random Variables and Stochastic Processes, 4th edition. McGraw Hill, 2002.
Peyton Peebles Jr., Probability, Random Variables and Random Signal Principles, 4th edition. McGraw-Hill
Leon-Garcia, Probability, Statistics, and Random Processes For Electrical Engineering, 3rd edition.
This course provides the foundations for modeling uncertainties in Communication, Signal Processing, and Control Systems.
Through this course, students will learn
1. the concepts of probability, random variables, random vectors, and random processes,
2. the concept of characteristic functions,
3. how to model uncertainties in electrical systems,
4. how to compute conditional and unconditional probabilities of events,
5. how to compute expectations of random variables, vectors, and processes,
6. the concepts of various modes of convergence of random sequences, and related limit theorems, and
7. how to deal with random inputs and outputs of discrete-time and continuous-time linear time-invariant systems in the time domain and in the frequency domain.
2. Random Variable
3. Operations on One Random Variable - Expectation
4. Multiple Random Variables
5. Operations on Multiple Random Variables
6. Random Processes - Temporal Characteristic
7. Random Processes - Spectral Characteristic
8. Linear Systems with Random Inputs
9. Optimum Linear Systems
Signals and Systems
Undergraduate-Level Probability and Random Processes
Midterm exam 1: Fail or 10 %
Midterm exam 2: Fail or 20 %
Final exam: 30 %
Homework and Quiz: Fail or 20 %
Participation: 5 %
MATLAB homework and Project: 15 %
Homework will not be graded. Instead, on due dates, we will have quizzes.
Each sub-problem will be graded according to the following scale: 100%, 60%, 20%, and 0%.
Re-grade requests must be filed in writing within one week after the graded quiz has been returned to students.
1. Students may take exams earlier than the original schedule if he/she requests at least one week earlier.
2. Excused class absence on an exam day may lead to a make-up exam for the absentee.
3. Re-grade requests must be filed in writing within one week after the graded exam has been returned to students.
4. Each sub-problem will be graded according to the following scale: 100%, 60%, 20%, and 0%.
Policy on Academic Dishonesty
If the instructor suspects academic dishonesty, the instructor will notify the student(s) and follow the procedure to report to the Graduate School without any exception. Students have the responsibility to be knowledgeable about the consequences of dishonesty.