EEL5544

Noise in Linear Systems

(Engineering Introduction to Probability and Random Processes)

Fall 2005
MWF 9:35am - 10:25am
EB 201
http://wireless.ece.ufl.edu/~twong/eel5544

Instructor

Tan F. Wong

Department of Electrical and Computer Engineering

University of Florida

461 Engineering Building

PO Box 116130

Gainesville, FL 32611-6130

Office: EB461

Phone: (352) 392-2665

Fax: (352) 392-0044

Email: twong@ece.ufl.edu

Teaching Assistant

Xumin Zhu

Office: EB222

Email: zhuxm@ufl.edu

Prerequisites

• EEL 3112 (Circuits 2: Fourier analysis)
• EEL 3135 (Signals and Systems)
• MATLAB Programming

Course Topics

1. Axioms of probability
2. Random variables and functions of random variables
3. Expectations and moments
4. Random vectors
5. Random sequences and covergences
6. Random processes

Course Goals

Upon completion of this course, the student should be able to

• understand some basic concepts about probability and random processes
• employ basic probabilistic analysis techniques to solve simple engineering problems
• program MATLAB to simulate and experiment different techniques covered in class

Textbook and Software

1. H. Stark and J. W. Wood, Probability and Random Processes with Applications to Signal Processing, 3rd ed., Prestice Hall, 2002. (ISBN 0-13-020071-9)
2. MATLAB Student Version, MathWorks, Inc.

Additional Course Information

• Announcements (12/6/05)
• Course Grade
• Course Notes
• Course Policies
• Homework
• Office Hours
• References
• Syllabus
• MATLAB Tutorials and Information (Courtesy of Dr. Shea)

EEL5544 Homepage