COURSE TITLE: EECS 422 Random Processes in Communications and Control - I

CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson processes; Markov chains.

REQUIRED TEXTS: Alberto Leon-Garcia, *Probability and Random Processes for Electrical
Engineering*, 3rd Ed.

REFERENCE TEXTS:

A. Papoulis and Pillai, *Probability, Random Variables and Stochastic
Processes*, 4th Edition.

Stark & Woods, *Probability, Random Processes, and Estimation for Engineers*

Carl Helstrom,* Probability and Stochastic Processes for Engineers*

Sheldon Ross, *Introduction to Probability Models*

Sheldon Ross, *Stochastic Processes*

COURSE GOALS: To provide entering graduate students with a broad coverage of random processes that will serve as a foundation for advanced courses in their specializations, particularly in communications, networks, and signal processing.

PREREQUISITES BY COURSES: EECS 302 and EECS 222.

PREREQUISITES BY TOPIC:

1. Probability theory.

2. Frequency spectrum, Fourier transforms.

DETAILED COURSE TOPICS:

Week 1: Review of probability theory. Ch. 1 and 2

Week 2: Review of random variables. Ch. 3 and 4

Week 3: Multiple random variables. Ch. 5 and 6

Week 4: Limit theorems and estimation. Ch. 7 and Ch. 8

Week 5: Introduction to random processes. Ch. 9.1 to 9.3

Week 6: Poisson and Wiener processes. Ch. 9.4 and 9.5

Week 7: Properties of random processes. Ch. 9.7 and 9.8

Week 8: Power spectrum and linear systems. Ch. 10

Week 9: Markov chains. Ch. 11

Week 10: Queueing models. Ch. 12

COURSE OBJECTIVES: When a student completes this course, s/he should be able to:

1. Understand the description and behavior of random processes.

2. Model basic classes of random processes.

COMPUTER USAGE: Optional.

LABORATORY PROJECTS: None.

GRADES:

Homework - 25%

Homework assigned weekly and due on Fridays.

Midterm - 30%

Wednesday, May 06, 2009

Final - 45%

Take Home due Tuesday, June 09,2009

Instructor: A. Haddad, 1-8175, ahaddad@eecs.northwestern.edu M468

Office hours: MTuW 1:30 - 3:30, Call or email for availability at other times