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

1/20	Wednesday.  Overview of the course.  Covered Section 1.1, Review
	of set notation.  Started Section 2.2 on Probability Models.
	Assigned HW Ch 1: 1, 2, 3, 4, 5, 6 DUE WED. 1/27.

1/22	Finish Section 1.2.  Start Section 1.3, Axioms and Properties
	of Probability.
	

1/25	Finish Section 1.3.  Section 1.4, Independence.

1/27	Section 1.5, Conditional Probability.
	Assigned HW Ch 1: 15, 17, 19, 20 DUE WED. 2/3.

1/29	Begin Chapter 2 on Random Variables.  Section 2.1, Definition and
	Notation.  Section 2.2, Discrete Random Variables: Bernoulli,
	discrete uniform, binomial.

2/1	Finish Section 2.2.  Section 2.3, Multiple Random Variables.

2/3	Finished Section 2.3.
	Assigned HW Ch 2: 3, 4, 5, 6, 7, 9, 11 DUE WED. 2/10.

2/5	Covered Section 2.4 on Continuous Random Variables and
	Section 2.5 on Mixed Random Variables.
	Please read Examples 2.8 and 2.11

2/8	Covered Sections 2.6 and 2.7 on Cumulative Distribution Functions.

2/10	Started Chapter 4, Expectation.
	Assigned HW Ch 2: 13, 22, 23, 25, 26, 29, 31, 32 DUE WED. 2/17.

2/12	Finished Section 4.1 on expectation and its properties.
	Covered Section 4.2 on moments.  Started Section 4.3 on
	probability generating functions.

2/15	Before class, discussed the "probability that both children
	are boys" problem, given that first child is a boy, or instead,
	given that at least one of the two children is a boy.
	Covered Section 4.3 on probability generating functions and
	Section 4.4 on moment generating functions.  Almost finished
	Section 4.5 on characteristic functions.

2/17	Finish Section 4.5.  Section 4.6 on probability bounds.
	Assigned HW Ch 4: 4, 8, 13, 14, 18, 19, 20, 23, 24 DUE WED. 2/24.

2/19	Worked several unassigned problems from Chapter 4.  Worked
	Problem 17 in Chapter 2.

2/22	Begin Chapter 5, Sections 5.1 and 5.2.
	Handed out review questions.  Extra copies are outside my office.

2/24	Continued Section 5.2 up to, but not including, the bivariate normal.

2/26	Go over review questions for exam.

3/1	Exam 1 - In class.  Covers Chapters 1, 2, and 4.

3/3	Went over exam.  Finished Section 5.2 on the bivariate normal density.
	Covered Section 5.3, Jointly Discrete RVs.
	Assigned HW Ch 5: 4, 5, 7, 9, 10, 13, 14 DUE WED. 3/17.

3/5	Section 5.4, Mixed RVs.  Section 5.5, Expectation.
	Section 5.6, Independence.

3/8	NO CLASS - Spring Break
3/10	NO CLASS - Spring Break
3/12	NO CLASS - Spring Break

3/15	Started Section 5.7, Conditional Probability.

3/17	Continued with Example 5.13.  Finished Section 5.7, started
	Section 5.8 on Conditional Expecation and the Generalized
	Law of Total Probability.
	Assigned HW Ch 5: 16, 17, 18, 20, 24, 26, 30 DUE WED. 3/24.

3/19	Finished Chapter 5.  Worked parts of problem 31.

3/22	Reviewed Example 5.3.  Started Chapter 6.  Completed Section 6.1
	and started Section 6.2.  Finished Example 6.2.

3/24	Finished Section 6.2.  Also included a brief discussion of the
	weak law of large numbers and estimating the mean of a sequence
	of uncorrelation RVs.  Briefly discussed Chapter 7, random
	processes.
	Assigned HW Ch 5: 31(a)-(d), Ch 6: 1, 3, 5, 6 DUE WED. 3/31.

3/16	Covered Section 7.1: Mean, Correlation, and Covariance.
	Covered Section 7.2: Wide-Sense Stationary Processes.

3/29	Covered Section 7.3: The Power Spectral Density.  Started
	Section 7.4: WSS Processes through LTI systems.
	Also noted that the characteristic function of an N(m,sigma²)
	is exp(j nu m - sigma²nu²/2).

3/31	Broke class into groups and had them compute E[XY], E[XZ], and
	E[YZ] using density from Problem 2 in Chapter 6.
	Continued with Section 7.4 up to Example 7.6.
	Assigned HW Ch 7: 3, 7, 8, 10, 11, 12 DUE WED 4/7.

4/2	Finished last two examples in Section 7.4.  Covered Section 7.5:
	The Matched Filter.

4/5	Derived the Wiener filter of Section 7.5.

4/7	Worked problems 15 and 16 in Ch. 7.  Also showed that the
	minimum mean squared error estimator of a random variable
	V based on observing another random variable U is given by
	the function g(u)=E[V|U=u].  In general, the function g is
	not linear.

4/9	Hand out exam review questions.

4/12	Review for Exam 2.

4/14	Exam 2 in class.  Covers Chapters 5-7.  Does not cover sections
	6.3-6.5.  The table of transforms on p. 77 will be given on the exam.

4/16	No class in honor of Engineering EXPO.

4/19	Went over Exam 2.

4/21	Went over handout (PoissonPr.ps) on the Poisson process.

4/23	Started Chapter 3.
	Assigned HW Handout on Poisson process DUE WED 4/28.
	Extra copies outside my office or get PDF file.

4/26	Finished Chapter 3.  Started Chapter 8 on Parameter Estimation.

4/28	Continued with Chapter 8.
	Handed out first 3 pages of Chapter 8.

4/30	Chapter 8.
	Handed out complete copy of Chapter 8.
	Recommended problems, not collected (solutions will be posted later):
	Ch 3: 1, 2, 3, 4, 7(b), 8(d), 9(a)
	Ch 8: 1, 2, 3, 4, 6, 7, 8, 9, 10, 12; i.e., all but 5 and 11.

5/3	Covered more on Chapter 8.

5/5	Teaching Evaluations.  Finish Chapter 8.
	Handed out old final exams.

5/11	TUESDAY, Final Exam at 12:25 pm in 2534 Engr. Hall -- Open EVERYTHING