EEL 5544 - Noise in Linear Systems - Fall 2008

Dr. John M. Shea

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Announcements
- The New York Times has an Interactive Version of the Monty Hall Problem with explanation.
- The syllabus is in Lecture Notes Booklet 1. Look under "Lecture Notes" below.
Handouts
- Here is a good Gaussian Q-function table with some useful upper bounds and identities. Note that the erf function defined on this table is the standard one, which is different from the erf defined in the textbook.
Lecture Notes
- Lecture Notes Booklet 1 covers probability and single random variables.
  - Although there are only lecture notes for the first 8 lectures, 2 more lectures will be based only on examples, and the proposed schedule may be too aggressive. So, this may carry us through lecture 10.
  - For your convenience, this booklet is available as a comb-bound booklet for $10.02 at Target Copy. (Note that I don't get any money if you buy it from them, it is just to save you printing costs!)
  - The password will be sent by email on August 22nd. Please do not email me for the password unless you are registered for the course and have not received the password in your email by 1 PM on August 22nd.
  - Note: The online version of the booklet was updated on August 26th to fix some page-numbering issues.
- Supplemental notes for lecture 11.
- Lecture Notes Booklet 2 covers multiple random variables, functions of random variables, and expectation.
  - Several lectures during this period will be presented on the blackboard. Thus the lecture numbers in the booklet skip from 14 to 16, etc. This is intentional.
  - I will arrange for this booklet to be purchased at Target Copy. Additional details will be posted here when I know more.
- Quicktime movie for Lecture 12A I suggest you right-click (Mac: control-click) and click "Save As", "Download Linked File", etc.)
Assignments
Reference Material
- MATLAB Tutorials and Information
  - MATLAB Hypertext Reference
  - Getting Started with MATLAB from the Athena computer system at MIT
  - Another MATLAB page from MIT
  - Learning MATLAB from T. Green at Contra Costa College
- Linear Algebra: Matrices, Eigenvalues, Diagonalization of Matrices:
  We will need several tools from linear algebra to work with vectors of random variables. Unfortunately, I cannot take the time to teach about these tools during EEL 5544. However, there are many good resources available for free on the web to learn more about linear algebra.
  I recommend:
  - For a free textbook that is easy to look at to learn the basics, try Elementary Linear Algebra by Keith Matthews.
  - For video lectures, try Gilbert Strang's MIT course 18.06 Linear Algebra. In particular, you may want to review the lectures on "Eigenvalues and Eigenvectors" and "Diagonalization and Powers of A". Gilbert Strang is also the author of a textbook in this area, Linear Algebra and its Applications.
  - For a more challenging and more interesting textbook, try Linear Algebra by Jim Hefferon
  - Please let me know if these references are useful to you, or if you find other good references on the web.