EECS
226a – Random Processes in Systems
Fall 2006
Administrative
Discussions: Session 1 Mondays 11-12am 299 Cory
Session 2 Wednesdays 2-3pm 299 Cory
The discussions start on September 11.
Instructor : Prof. Jean Walrand. (wlr@eecs.berkeley.edu)
Office Hours: Time Tu-We 3:00 - 4:00, 257M Cory Hall
GSI: Assane Gueye. (agueye@eecs.berkeley.edu)
Office Hours: M 2:00 - 3:00 and W 11:00 - 12:00, 258 Cory ß (note change of location!)
Syllabus
Click here. Check for updates!
Announcements
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As
indicated in the ACK of the notes, I will be grateful if you can send me an
email with some of the errors you found in the notes. |
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Special
office hours by Jiwoong Lee: From Monday 12/11 to Thursday 12/14, 11:00 am
– 12:00 pm in 307 Cory |
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The
final exam is in 289 Cory, 12/14, 5-8p |
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Good
luck for the final and thanks for being a great class – Best wishes. |
Course Description
Probability, random variables. Filtering of wide sense stationary processes, spectral density, Wiener and Kalman filters. Markov processes and Markov chains. Gaussian, birth and death, Poisson and shot noise processes. Elementary queueing analysis. Detection of signals in Gaussian and shot noise, elementary parameter estimation.
A syllabus
gives a more detailed roadmap of the course.
Textbooks
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`Random Processes in Systems - Lecture Notes' by Jean Walrand with Antonis Dimakis, August 2006 |
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‘Essentials of Stochastic Processes’ by Rick Durrett, 1st ed., Springer (1999). |
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Stochastic Processes – A Conceptual Approach, by R. G. Gallager (2001) [Available from Copy Central on Hearst on 8/30] |
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Books on reserve in Engineering Library: |
G. Strang, Linear
Algebra and its Applications, 3rd ed., HBJ Inc, 1988.
G.R.Grimmett and D.R.Stirzaker, Probability
and Random Processes,
G.R.Grimmett and D.R.Stirzaker, Probability
and Random Processes: Problems and Solutions,
Harry L. Van Trees, Detection, Estimation,
and Modulation Theory, vol.I,
Grading
Midterm 1 (15%)
Midterm 2 (15%)
Homework (40%)
Final exam (30%)
Prerequisites
EE120, EE126, and Math 54 (linear algebra), or equivalent courses.
Page last edited by Jean Walrand
on 11/22/2006