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syllabus - networking using an appropriate probability...

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Course Syllabus Course Title IEE5620 Stochastic Processes, Fall 2006 Lecture 9:10 pm – 10:00 pm, Thursday 1:30 pm – 3:20 pm, Friday Instructor Feng-Tsun Chien EC 713, Department of Electronics Engineering Tel: 03-5712121 ext. 54194 E-mail: [email protected] Office Hour 3:30 pm – 4:30 pm, Friday, or by appointment Teaching Assistants Po-Kai Fan E-mail: [email protected], tel: x54177 Office Hour: 3:40 pm – 4:30 pm, Wednesday, ED 634 Chin-Jiun Hsiao E-mail: [email protected], tel: x54177 Office Hour: 4:30 pm – 5:30 pm, Wednesday, ED 634 Textbook “Probability and Random Processes with Applications to Signal Processing” Third edition, Prentice Hall Author: Henry Stark and John W. Woods Course Website http://cwww.ee.nctu.edu.tw/ ftchien/class/rp06f.htm Reference Material Gallager’s notes on random process at MIT http://web.mit.edu/gallager/www/pages/pubs.html Prerequisites Probability and Linear Algebra Course Objectives 1. Learn to formulate a real world problem, typically in communications, control, and
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Unformatted text preview: networking, using an appropriate probability model 2. Learn to solve the intended and formulated problem Homework Homework will be assigned every 2–3 weeks.Late homework will not be accepted. Discussions are encouraged, however, homework must be finished and written individually. 1 Tentative Course Outline Week 1 Introduction and Preliminaries – Linear Algebra and Probability Week 2 – Week 4 Jointly Gaussian Random Variables Week 5 – Week 7 Fundamentals of Detection Week 6 Midterm I (10/20/2006) Week 7 Fundamentals of Estimation Week 8 – Week 10 Random sequence Week 10 – Week 11 Random Processes Week 12 Midterm II (12/1/2006) Week 13 – Week 14 Mean Square Calculus Week 15 – Week 16 Applications (Kalman Filter) Week 17 Final exam (12/29/2006) Grading Homework (20%) Midterm I (Date: 10/20/2006, 25%) Midterm II (Date: 12/1/2006, 25% each) Final (Date: 12/29/2006, 30%) Exams are closed-book and closed-notes. You can bring calculators. 2...
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