ECE 5510 Schedule

Links to all video lectures are at http://www.youtube.com/npatwari

No. Date Topics Reading Due
1 Tue. Aug. 25 Overview, Appl. Assignment Intro
2 Thu. Aug. 27 Sets, Axioms of Prob., Indep. of Sets 1.1-1.4, 1.6
3 Tue. Sept. 1 Cond'l Prob., Trees, Law of Total Prob. Mlodinow handout , 1.5, 1.7
4 Thu. Sept. 3 Combinations, Discrete r.v.s I 1.8-1.9 , 2.1-2.4 HW 1
5 Tue. Sept. 8 Discrete r.v.s II, Expectation, 2.3, 2.5
6 Thu. Sept. 10 Continuous r.v.s, Method of Moments 3.1-3.5, 2.6, 3.7 HW 2
7 Tue. Sept. 15 Transformation of r.v.s S. Kay Section 10.7 (WebCT) Appl. 1
8 Thu. Sept. 17 Expectation of functions, Cond'l Distributions 2.7-2.9, 3.3, 3.8 HW 3
9 Tue. Sept. 22 Joint distributions, Random Vectors 4.1-4.5, 5.1-5.3 Appl. 2
Thu. Sept. 24 Review HW 4
Tue. Sept. 29 Exam 1
10 Thu. Oct. 1 4.8-4.10, 5.4
11 Tue. Oct. 6 Joint and cond'l pmfs, pdfs, Expectation, 4.7, 5.6
12 Thu. Oct. 8 Random Vectors, Transformation I -- Videos: (1) Method of Moments Definition, (2) Example: Sum of Two r.v.s 4.6, 5.5, 6.2
Fall Break
13 Tue. Oct. 20 Videos: (1) Covariance Matrices, Gaussian RV (2) Definition and (3) Properties. 4.11, 5.7, 11.3 HW 5, Appl. 3
14 Thu. Oct. 22 Transformation of R.V.s II Kay Sect. 10.7
15 Tue. Oct. 27 Videos: (1) Intro to R.P.s, (2) Bernoulli/Binomial R.P.s, (3) Poisson R.P.s I 10.1-10.5 HW 6
16 Thu. Oct. 29 Poisson R.P.s: (1) Derivation, (2) Indep. Increments, (3) Exponential Inter-arrivals, (4) Example 10.6
Tue. Nov. 3 No class Appl. 4
Thu. Nov. 5 Review HW 7
Tue. Nov. 10 Exam 2
17 Thu. Nov. 12 Autocov., Autocor., PSD 10.8, 10.10, 11.1
18 Tue. Nov. 17 Analysis of R.P.s 10.7, 10.12
19 Thu. Nov. 19 Gaussian R.P.s 10.12 HW 8
20 Tue. Nov. 24 LTI Filtering of R.P.s, Spectral Analysis 11.1, 11.5, 11.8 Appl. 5
Thanksgiving Break
21 Tue. Dec. 1 Discrete-Time R.P. PSD & Filtering 11.2, 11.6, 11.8
22 Thu. Dec. 3 Markov Processes, Chains I 12.1, 12.2 HW 9
23 Tue. Dec. 8 Markov Chains II, Analysis 12.3, 12.4 Appl. 6
Thu. Dec. 10 Review HW 10
Wed. Dec. 16 Final Exam, 10:30am -12:30pm