EECS 226a – Random Processes in Systems

Fall 2006




Lectures: Tuesdays and Thursdays 11am-12:30pm 285 Cory

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  (note change of location!)




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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.

Special office hours by Jiwoong Lee: From Monday 12/11 to Thursday 12/14, 11:00 am – 12:00 pm in 307 Cory

The final exam is in 289 Cory, 12/14, 5-8p

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.


`Random Processes in Systems - Lecture Notes' by Jean Walrand with Antonis Dimakis, August 2006

‘Essentials of Stochastic Processes’ by Rick Durrett, 1st 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.


* Midterm 1 (15%)

* Midterm 2 (15%)

* Homework (40%)

* Final exam (30%)


EE120, EE126, and Math 54 (linear algebra), or equivalent courses.





Page last edited by Jean Walrand on 11/22/2006