RandProcNotesPart1

RandProcNotesPart1 - Lecture Notes for EEL 6545 Random...

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Lecture Notes for EEL 6545 Random Processes Spring and Fall Semesters Arthur David Snider, Professor Emeritus snider@usf.edu The current syllabus and the takehome exams are available from the course Blackboard site. CONTENTS Generic Syllabus (Download a current version from the Blackboard site) Guide to the lecture movies Accurate calculations and evaluation of integrals using MATLAB . Lecture Notes
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Syllabus: EEL 6545 Random Processes in Engineering Instructor : Prof. A. D. (Dave) Snider, ENB 246A, 813-974-4785, FAX: 813/974-5250 snider@usf.edu Office hours (see Blackboard) Text : Introduction to Random Processes, available at ProCopy and Blackboard. Author: A D Snider It is recommended that you have a basic book on statistics covering the multivariate Gaussian distribution. If you don't own one I recommend Probability and Stochastic Processes Author: R. Yates, D. Goodman Publisher: Wiley The lectures can be viewed (by anyone at any time) at http://netcast.usf.edu/browse.php?page=Classes/engineering/snider/RandomProcesses . Catalog Description: Review of probability, functions of random variables, joint Gaussian distribution, autocorrelation, power spectra, ARMA modeling, Wiener and Kalman filters, Wiener/Poisson/Markov Processes. Course Prerequisites : EGN 3443 or equivalent first course in statistics (laws of probability, Bayes's theorem, probability density function, moments)
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Welcome to my classes, USF students! You're taking a "web-only" class from me. That means you won't see me live; you'll watch lectures I taped in the past, on the course materials. I will be available in my office for consultation a few hours per week, and we can Skype. I'll answer your emails promptly, unless they are addressed in the syllabus or at the course web site in Blackboard, https://my.usf.edu. This site contains class announcements, documents, old and current exams, assignments, etc. Think about this: you're taking a course from a professor whom you'll hardly ever see. So you don't have much chance for an "A" unless you follow the web procedures precisely. Be sure to read this long-winded syllabus entirely. Then print it out and stick it in the back of your textbook for future reference. You may have misgivings about non-live lectures. Let me relate a few observations that I have made over the past years with this process. First of all, this procedure has proved quite successful - to my surprise. I was leery about it at first, but I soon found out that the average student performance on tests was slightly better than it had been before, when I was lecturing live. I think the reasons for this are as follows: 1. You will never need to miss a lecture due to illness, conflicting appointments, being out of town, or simply being tired. The lectures are at the web site all semester long, 24/7. 2. You can re-watch any lecture, or part of a lecture, as many times as you need.
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RandProcNotesPart1 - Lecture Notes for EEL 6545 Random...

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