EECS 226a – Random Processes in Systems

Fall 2005

Administrative

Lectures: Tuesdays and Thursdays 11am-12:30pm 289 Cory

Discussions: Session 1 Mondays 10-11am 293 Cory.

Session 2 Mondays 2-3pm 299 Cory

Instructor : Prof. Jean Walrand. (wlr@eecs.berkeley.edu)

Office Hours: Tu-W 3:00 – 4:00, 257M Cory Hall

GSI: Antonis Dimakis. (dimakis@eecs.berkeley.edu)

Office Hours: Tu-We 10-11, 264M Cory Hall

Syllabus

Click here. Check for updates!

Announcements

We posted the solutions of the final. We will post grade statistics soon. Happy Holidays!

Looking ahead, I will teach EE228a in spring 06, Tu-Th 3:30 – 5:00. The course will explain mathematical models of communication networks. Topics include

TCP as a control problem

Wireless Networks: capacity, transport, routing and MAC

Game theory and network protocols

The course covers recent results and the necessary background. Should be fun.

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

‘Essentials of Stochastic Processes’ by Rick Durrett, 1^st ed., Springer (1999).

Stochastic Processes – A Conceptual Approach, by R. G. Gallager (2001) [Available from Copy Central on Hearst on 8/30]

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, Oxford Univ. Press, 1992.

G.R.Grimmett and D.R.Stirzaker, Probability and Random Processes: Problems and Solutions, Oxford Univ. Press, 1992.

Harry L. Van Trees, Detection, Estimation, and Modulation Theory, vol.I, New York, Wiley, 1968-71.

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 December 17, 2005.