Courses | Dr. Balu Santhanam

Homework

Problem set #1
Solution to PS #1
PS # 2.0, Assigned 09/02/02, Due 09/09/02
Chapter 2.0 (textbook): 2.41, 2.53, 2.57, 2.59, 2.70, 2.71, 2.73, 2.81
PS # 3.0, Assigned 09/18/02, Due 09/25/02
Chapter 3.0 (textbook): 3.1(5), 3.2(15), 3.2(16), 3.3(19), 3.3(20), 3.3(23) 3.4(45), 3.5(51), 3.5(54), 3.6(74)
Problem set #4
Problem set #5
Problem set #6

Exams

Term: Fall 2012
Instructor: Balu Santhanam
Pre-requisites: EECE-314, Math-314. Basic knowledge of MATLAB helpful.
Course Abstract: Probability axioms, random variables, mean, variance, Chebyshev inequality, characterisitic functions, transformations of random variables, confidence intervals, jointly defined random variables, multivariate Gaussian variables, conditional probability densities, random processes, correlation, power spectrum, white noise, Markov processes and chains, transmission of noise through LTI systems.

Class Notes
[Expand]Probability Theorems

Notes on Bayes Theorem
Notes on the Binomial probability law

[Expand]Random Variables

Notes on random variables
Notes on Uniform Quantization
Uniform Quantization Example
Notes on Gaussian Integral
Notes on Transformation of Random Variables
Examples on Transformation of Random Variables
Example on Characteristic Functions
Example on Characteristic Functions
Note on Discrete Random Variables

[Expand]Pair of Random Variables

Notes on Second-order Statistics
Independence and Uncorrelatedness
Notes on the Multivariate Gaussian
Notes on Transformation of Random Vectors
Notes on Order Statistics
Covariance Matrices

References
Course Outline/Syllabus
Solutions to Problems
[Expand]ECE-314 review material

Notes on convolution
Notes on Fourier Series

[Expand]MATLAB Programs

Die Rolling Program
Binary Random Number Generator
Uniform Quantization Function
Random Number Generator for Specified CDF's
Correlation Coefficient Computation
Linear Regression
Least Squares Linear Fit

[Expand]Transform Tables

DTFT Table
Zee Transform Table