EECS 501 - Winter 2009
Probability and Random Processes
Lecture Mon and Wed 1:30-3:00PM, 3427EECS
Discussion Fri 1:30-3:00PM, 2305GGBL
Instructor: Alfred Hero: 4234A EECS - hero at eecs.umich.edu - 734 763-0564
GSI: Ali Kakhbod: 4438 EECS - akakhbod at umich.edu
Textbook: "Probability and Random Processes for Electrical and Computer
Engineers," John Gubner, Cambridge, 2006, ISBN 0521864704.
Instructor office hours: 4234A EECS, T and W 3-4:30PM
GSI office hours: 4438 EECS, W 6-7:30PM and F 3:4:30PM
Course description (from catalog)
Prerequisite: EECS 401
or graduate standing. I, II (4 credits). Introduction to probability
and random processes. Topics include probability axioms, sigma
algebras, random vectors, expectation, probability distributions and
densities, Poisson and Wiener processes, stationary processes,
autocorrelation, spectral density, effects of filtering, linear
least-squares estimation, and convergence of random sequences.
Course Mechanics
This is a graduate level introduction
to probability and random processess and the organization and order of
topics will roughly follow that of the Gubner texbook. Lectures will
take place on Mon and Wed and and the recitation/discussion will take place
on Fri from 1:30-3PM and in 3427 EECS.
Your grade in this
course will be determined by a weighted average of scores from the
following:
Exam 1: 30%
Exam 2: 30%
Biweekly
quizzes: 15%
Weekly homeworks: 25%
We will drop the quiz
with lowest score and the homework with lowest score in determining
your grade.
Some important information
Homework assignments and solutions will be posted on the course
webpage.
Homeworks are to be turned in to Prof. Hero before
class on the due date and solutions to the homework will be posted
soon thereafter. No late homeworks will be accepted.
Corrected
homeworks will be returned to students at the recitation/discussion
sessions on friday.
Exam Dates
Midterm inclass exam, Mon. Feb 16, 6-8PM,
1005 EECS : solns
Comprehensive final exam: Wed April 29, 1:30-3:30 in
EECS1200.
Homework assignments: (All assignments are exercises in Gubner)
Due F 01/16/09 (hand-in before beginning of discussion): 1.6,
1.23, 1.29, 1.36, 1.53, 1.55, 1.63, 1.68
Due M 01/26/09: 2.3,
2.4, 2.9, 2.14, 2.23, 2.26
Due M 02/2/09: 2.34, 2.38, 2.40, 2.41, 2.45, 2.52
Due W 02/11/09: 2.43, 3.1, 3.6, 3.8, 3.17,
3.26, 3.38, 3.43 (4.2, 4.6 postponed to next hwk)
Due M 03/2/09: 4.2, 4.6, 4.23, 4.28, 4.40, 4.46, 4.49, 4.55, 4.66
Due M 03/9/09 5.10, 5.20, 5.29, 5.34, 5.35, 5.37, 5.51, 5.56
Due M 03/16/09: 7.7, 7.20, 7.30, 7.33, 7.39, 7.59, 8.9, 8.10
Due W 03/23/09: 8.13, 8.14, 8.22, 8.24, 8.28, 8.29, 8.46
Due W 04/1/09: 9.8, 9.12, 10.1, 10.16, 10.14, 10.15, 10.23
Due M 04/13/09: 10.28, 10.36, 10.42, 10.50, 10.55, 10.60
Due M 04/20/09: 11.9, 11.12, 11.14, 11.15, 11.27, 11.33
Useful links:
UM Academic
Calendars
Michigan
Internet Auction (Used Textbook Auction organized by UM students).
Policies and Guidelines
All Undergraduate and Graduate students are expected to abide by the College
of Engineering Honor Code as stated in the Student Handbook and the Honor
Code Pamphlet. This applies to inclass exams, to takehome exams, and to all
assigned homeworks. Violation of the Honor Code and the following policies is
grounds for me to initiate an action that would be filed with the Dean's
office and would come before the College of Engineering's Honor Council. If
you have any questions about this policy, please do not hesitate to contact
me.
Exam Policies
For all exams the work must be entirely your own, you are not
allowed to consult with anyone else on these problems. For take home
exams you will be allowed to use materials from library and computer
facilties but no discussion of the exam with other individuals is permitted
during the exam period. In particular you are prohibited from discussing or
exchanging information concerning methods of solution, overall solution
strategies, computer code, or technical references that you located which can
help solve the problem.
Homework Policy
All home work assignments (problem sets) are to be completed on your
own. You are allowed to consult with other students in the current class
during the conceptualization of a problem but all written work, whether in
scrap or final form, are to be generated by you working alone. You are not
allowed to sit together and work out the details of the problems with anyone.
You are not allowed to discuss the problem set with previous class members,
nor anyone else who has significant knowledge of the details of the problem
set. Nor should you compare your written solutions, whether in scrap paper
form, or your final work product, to other students (and vice versa). You
are also not allowed to possess, look at, use, or in anyway derive advantage
from the existence of solutions prepared in prior years, whether these
solutions were former students' work product or copies of solutions that had
been made available in previous years.