Fall 2022
Instructor: Bonny Banerjee, Ph.D.
Contact Information:
Office: 208B Engineering Science Bldg
Phone: 901-678-4498
E-mail: bbnerjee@memphis.edu (email communication preferred)
Office Hours: Just after class, or by appointment
When: MW 12:40-2:05 pm
Where: Engineering Science Bldg. Room 218
Course Description:
Statistical methods for describing and analyzing random signals and noise; auto-correlation, cross-correlation, and spectral density functions; optimal linear filter theory.
Prerequisites:
EECE 6235 Probabilistic Sys Anlys (3 credits), or permission of instructor.
Textbook:
Probability, Random Variables, and Random Processes: Theory and Signal Processing Applications (Nov 2012, Wiley) by John J. Shynk.
Class notes.
Topics:
Chapter 1: Overview and Background
Chapter 2: Probability Theory
Chapter 3: Random Variables
Chapter 4: Multiple Random Variables
Chapter 5: Expectation and Moments
Chapter 6: Random Processes
Chapter 7: Stochastic Convergence, Calculus, and Decompositions
Chapter 8: Systems, Noise, and Spectrum Estimation
Chapter 9: Sufficient Statistics and Parameter Estimation
Important dates:
Project proposal due: Wednesday, Sept 7
Midterm exam: Wednesday, Oct 5 (tentative)
Project due: Wednesday, Nov 30 (Last day of classes)
Final exam: Wednesday, Dec 7, 10:00 am-12:00 pm
No class on:
Labor Day: Monday, Sept 5
Fall Break: Monday, Oct 10
Thanksgiving: Wednesday, Nov 23
Evaluation and Final Grades:
Grading: Homeworks 25%, Midterm 25%, Final 25%, Project 25%
The 7251 and 8251 sections will be graded separately. In each exam, the students enrolled in 8251 will have to answer one more question. Also, they will receive more homework questions.