ECE 331 Introduction to Random Signal Analysis and Statistics, Lec. 1, Fall 1999

9/2	Friday.  Overview of the course.  Covered almost all of Section 1.1,
	Review of set notation.  Assigned HW Ch 1: 1, 2 DUE FRI. 9/10.


9/6	Labor Day.  No classes, University Offices closed.

9/8	Finish Section 1.1.  Covered Section 1.2, Probability Models.
	Started Section 1.3, Axioms and Properties of Probability.
	Assigned HW Ch 1: 3, 4, 5, 6 DUE WED. 9/15.

9/10	Finished Section 1.3.  Covered Section 1.4 on independence of events.


9/13	Section 1.5: Conditional Probability.

9/15	Worked Problem 20 in Chapter 1.  Covered Section 2.1.
	Assigned HW Ch 1: 15, 17, 19 DUE WED. 9/22.

9/17	Covered Section 2.2: Emphasized Bernoulli, uniform, binomial,
	geometric, and Poisson pmfs.  Skipped hypergeometric and
	negative binomial(=Pascal) pmfs.

9/20	Covered Section 2.3 on multiple random variables: joint pmfs,
	conditional pmfs, independent RVs.

9/22	Started Section 2.4, The Law of Total Probability.
	Worked Examples 2.4 and 2.5.
	Assigned HW Ch 2: 3-10, 13(a) DUE WED. 9/29.

9/24	Continued with Examples 2.6, 2.7 in Section 2.4.

9/27	Worked Example 2.8.  Skipped Example 2.9.  Started Section 2.5
	on Expectation.  Worked Examples 2.10, 2.11, 2.12.

9/29	Talked about moments, worked Examples 2.14, 2.15, 2.16.
	Assigned HW Ch 2: 17, 18, 21, 22, 24 (just the Bernoulli case),
	25, 26, 27 DUE WED. 10/6.

10/1	Did Poisson(lambda) example not in notes.  Covered Section 2.6
	on Conditional Expectation.

10/4	Covered first section of Chapter 3 on continuous random variables.

10/6	Handed out Exam 1 Review (1 page PostScript file.)
	Covered Section 3.2 on expectation up to Example 3.4.

10/8	Discussed moment generating functions and characteristic functions.

10/11	Went over exam review sheet.
	AFTER CLASS REVIEW 3:10-5:00 pm

10/13	EXAM 1 in class.
	Assigned HW Ch 3: 1, 2, 6, 7(a)(b)(d), 13, 14, 18 DUE WED. 10/20.

10/15	Went over Exam 1.  Reviewed Ch 3 material to date.

10/18	Went over Example 3.10.  Started Chapter 4.  Covered Section 4.1 on
	the mean, correlation, and covariance functions of a random process.

10/20	Section 4.2 up to Properties of Correlation Functions and Power
	Spectral Densities on p. 42.
	Assigned HW Ch 3: 20(a), 22, 24, 28(a), 30, 32 DUE WED. 10/27.

10/22	Finished Section 4.2. Covered Section 4.3 up through eq. (4.3).

10/25	Finished Section 4.3.  Briefly discussed the Matched Filter and the
	Wiener Filter (Sections 4.4, 4.5 - You are NOT responsible for these.)
	Began discussion of the Poisson process - NOT in the notes.  Get
	a copy from another student if you were not in class.

10/27	Worked Poisson process problems on handout.  Started Ch. 5.  Covered
	Section 5.1 up to Conditional Cdfs and the law of total probability.
	Assigned HW Ch 4: 3, 4, 5, 6, 10, 11, 12 DUE WED. 11/3.

10/29	Finished Section 5.1.  Covered Section 5.2, Generalized Densities.
	Started Section 5.3, Functions of RVs and Their Cdfs up to Example 5.8.

11/1	Continued with Section 5.3 through Example 5.13.

11/3	Finished Chapter 5.
	Assigned HW Ch 5: 9, 10, 17, 20(c), 21(b) and problems 1, 2, 3
	on Poisson Process handout (copies outside my office) DUE WED. 11/10.

11/5	Went over example Y=X+Z, where X is exp(1) and Z is exp(2) with X
	and Y independent.  Started Chapter 6 up to Example 6.1.
	Last day to drop for undergraduates.

11/8	Went over Examples 6.1, 6.2, and 6.3.

11/10	In Section 6.2, covered joint densities, marginal densities, and
	independent random variables.  Worked part of Problem 4 in Ch. 5.
	Assigned HW Ch 6: 5, 6, 7, 8, 9, 10 DUE WED. 11/17.

11/12	Covered Section 6.3 on Conditional Probability and Conditional
	Expectation for jointly continuous RVs.  Covered most of Section 6.4
	on the bivariate normal.

11/15	Gave hints for Problem 9.  Discussed bivariate normal in more detail.

11/17	Finished Chapter 6.
	Assigned HW Ch 6: 15, 16, 17(a)(b)(c)(d) DUE WED. 11/24.

11/19	Started Chapter 9, Section 9.1.

11/22	Derived Central Limit Theorem, finished sections 8.1 and 8.2.
	Note there are typos in Example 8.3.

11/24	No Class, but HW is DUE.

11/26	Thanksgiving Recess --- No Classes, University offices open.
	Last day to drop for graduate students.

11/29	Finished Sections 8.3 and 8.4.

12/1	Review in class.
	EXAM 2 5:15 pm - 6:30, room 2255 Engr. Hall.
	Assigned HW Ch 8: 2, 3, 4, 5, 7, 8, 9, 10 DUE WED. 12/8.

12/3	Went over exam.

12/6	Answered questions about HW.  Introduced Markov chains (MCs).
	If you missed class, get notes from classmate.

12/8	Gave examples of MCs.  Derived equations to solve for the stationary
	(equillibrium) distribution.  Solved for it for the queuing MC.
	Distributed handout of problems to work.

12/10	Solved for stationary distribution of several MC examples.

12/13	Went over part of MC handout.  Distributed copies of old final
	exams.  Handed out teaching evaluations.

12/15	In class review.

12/16	THURSDAY: Review session, 10 am in 3534 Engr. Hall.

12/17	Final Exam at 7:25 pm in 2535 Engr. Hall
    Exam is closed book, closed notes.  Do bring a calculator!
	You may also bring two sheets of 8.5x11 in. paper with any
	formulas you think may be helpful.  For example, one of the
	sheets could be the handout summary of pmfs and densities.