EE562a: Random Processes in Engineering

Spring 2003


Time and Location:
Lecture: T TH 3:30-4:50 pmOHE 100 Studio D 
Discussion: W 5:00-5:50 pmOHE 100 Studio C

Professor: Zhen Zhang
Office: EEB 508
Office Hours: T TH 5:00~7:00 pm
Phone: (213) 740-4674

TA: Jun Yang
Office: EEB 505
Office Hours: W 2:00~5:00 pm
Phone: (213) 740-4669


Grader: Yuankai Wang
Office: EEB 533
Office Hours: TH 12:00~3:00 pm
Phone: (213) 740-4666



1. Supplemental lecture notes available on DEN website.
2. Henry Stark and John W. Woods, Probability and Random Processes, Prentice Hall, 2002


1.Linear Algebra: matrix theory, linear space, bases, eigenvectors, eigenvalues, etc (EE441 or equivalent)

2.Probability Theory: probability space, random variable, moments, transformations of random variables, characteristic functions and moment generating functions, etc. (EE464 or equivalent)


1.Transform Theory: Fourier, Laplace, and Z transform, complex variables, contour integrals, and residue theory (EE401 or equivalent)

Reference Book:

Athanasios Papoulis, "Probabilities, Random Variables, and Stochastic Processes", McGraw-Hill, 3rd Edition, 1991.

Topics Covered:

     This is the first course in Random Processes for Engineers, and is a prerequisite for many courses in communications, controls and signal processing.
     1. Review of probability
     2. Random vectors
     3. Random sequences and convergence concepts

     4. Detection and Estimation
     5. Random Processes
     6. Mean square calculus
     7. Linear systems with stochastic input
     8. Spectral theory of stationary random processes

Homework: Approximately 12 problem sets.
Midterm Exam: During class hours, time indicated in the lecture section.
Final Exam2:00 - 4:00 pm, Tuesday, May 13.

Homework        10%
Midterm            35%
Final                  55%