Course Information

Instructor: Payman Arabshahi, Jet Propulsion Laboratory, MS 238-343, <payman at jpl.nasa.gov>. (626) 395-3852 (Campus), (818) 393-6054 (JPL). Office hours: after class (161 Moore), or by appointment.

Teaching Assistants:

• Mostafa El-Khamy, <mostafa at caltech.edu>, (626) 395-3011. Office Hours: Tuesday 6:00 - 7:30 pm in 155A Moore.
• Masoud Sharif, <masoud at systems.caltech.edu>, (626) 395-2215, Office hours: Wednesday 5:30 - 7:00 pm in 155C Moore.

Class Mailing List: ee162-list at its.caltech.edu

Textbook: Scott L. Miller and Donald G. Childers, Probability and Random Processes: With Applications to Signal Processing and Communications, 2nd ed., Academic Press, 2004.

Course Description: Introduction to single-parameter random processes: stationarity; correlation functions; power spectral density; Gaussian processes. Response of linear systems to random processes. We will cover most of Chapters 1-11 in the text.

Prerequisite: Basic calculus, linear systems, and some familiarity with probability.

Grading:
Homeworks: 25% (assigned and collected on Thursdays)
Midterm: 35% (given Oct. 28 , due Nov. 1)
Final: 40% (given Dec. 2, due Dec. 6)

You have the option of throwing away the midterm score after taking it (or not taking the midterm exam at all) in which case all of its weight gets shifted to the final exam. To be precise, your grade G will be computed as:

G = 0.25H + max(0.35M + 0.4F, 0.75F)

where H=average homework grade, M=midterm exam grade, and F=final exam grade.

• Exams: Exams are take-home, open book and open notes.
• Homeworks: Homeworks are due by the end of class every Monday. Solutions will be available at the end of the due date's lecture. Consequently late homeworks cannot be evaluated seriously.
• Regrading policy: If you would like a portion of an exam, quiz, or homework regraded because you think you deserve more points or the points were added wrong, please submit your graded papers and a brief written description on a separate piece of paper of precisely what you think is wrong. Do not write anything on the original exam or homework. You may submit this material to the TA but please make sure it is personally handed to him.

References

1. Athanasios Papoulis and S. Unnikrishna Pillai, Probability, Random Variables and Stochastic Processes, McGraw-Hill, 2001.
2. Alberto Leon-Garcia, Probability and Random Processes for Electrical Engineering, 2nd ed., Addison Wesley, 2002.
3. Carol Ash, The Probability Tutoring Book : An Intuitive Course for Engineers and Scientists, IEEE press, 1993.
4. Carl W. Helstrom, Probability and Stochastic Processes for Engineers, Macmillan, 1984.