Spring 2008

 

ECE
530

Introduction to Stochastic
Processes and Estimation Theory

Spring 2008

Instructor:
Dr. Aly A. Farag
aly.farag@louisville.edu




Recent Announcements

1.Classroom: Paul C. Lutz 306. Meeting Time: 1:00p.m.- 2:15p.m. Tuesday, Thursday.

All class material are on
UofL
backboard as well.

2. The second exam will be held on April 8, Tuesday.



Course Information

Prerequisites: EAC 330, IE 360, ECE 420. Introduction to the theory and
applications of random processes, a nonmeasure-theoretic approach to the study
of random variables, functions of random variables, least square estimation,
convergence, stochastic representation, stationarity, ergodicity, Gaussian
processes, Poisson processes, Markov chains, and random fields.

Download Course Syllabus

Textbook:
Probability, Random Variables and Stochastic Processes
,Papoulis
and S. U. Pillai, McGraw-Hill, 4th Edition,New York, 2002.



Teaching Assistant

Dongqing Chen
Phone: (502)852-2789
dqchen@cvip.louisville.edu
Office Hours: 3:00 p.m.–5:00 p.m., Tuesday  Location: Room 06, Paul C. Lutz Hall



Lecture
Notes/Handouts

 



Homeworks

Homework-1——Homework
Solution-1

 Homework-2——Homework

Solution
-2

  
Homework-3
——Homework

Solution
-3

  
Homework-4
——Homework

Solution
-4

  
Homework-5
——Homework
Solution-5

Homework-6——Homework
Solution-6

Homework-7——Homework
Solution-7

   Homework-8——Homework
Solution-8

Homework-9——Homework
Solution-9

 

 



Projects

Project-1



Matlab
& C/C++ Examples

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Exams

Resources

 


 

 

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