EE6349

Random Processes
Description: This course is intended for first-year graduate students in Electrical
and Telecommunications Engineering programs. The objective is
to familiarize students with the basic principles of random
processes in continuous and discrete time. Broad range of topics
such as random vectors, random sequences, convergence of
random sequences, filtering of random processes and sequences,
correlation, and power spectrum density are covered.
Pre-requisites: (strictly enforced) EE3302 & EE3341 (or equivalent courses)
Instructor: Prof. Kamran Kiasaleh (www.utdallas.edu/~kamran)
Coordinates: EC 3.528, (972)883-2990 (p), (972)883-2710(f)
kamran@utdalls.edu
Office Hours: 7-8 pm M, 3:30-4:30 W
Textbook: Probability and Random Processes with application to Signal
Processing, III ed., H. Stark and J. W. Woods, Prentice Hall.
Recommended Text: Probability, Random Variables, and Stochastic Processes, III ed.,
A. Papoulis, McGraw Hills.

Syllabus:

1. Review of Probability (Chapters 1-4) (~3 weeks)

2. Random Vectors (Chapter 5) (~2 weeks)
3. Review and Midterm (~1 week)
4. Random Sequences (Chapter 6) (~3 weeks)
5. Random Processes (Chapter 7) (~3 weeks)
6. Advanced Topics in Random Processes (Chapter 8) (~ 1 week)
7. Final Review (~ 1 week)
8. Final Examination (consult UTD website)

Tentative Grading Policy:

1. Bi-weekly HW 10%
2. Midterm 35%
3. Final (comprehensive) 55%
Homework Assignments:

Homework problems will be assigned on a bi-weekly basis. The assignments will

be posted on WebCT on Monday of the week after 5:00 pm and will be due on
Monday of the week. Solutions to the homework assignments will be handed out
in class. Due to the restrictions imposed by the copyright law, solutions cannot be
scanned and made available online.

Exams and all Student Work:

All episodes of suspected scholastic dishonesty will be reported according to

University policy. Students who violate University rules on scholastic
dishonesty are subject to disciplinary penalties, including the possibility of
failure in the course and/or dismissal from the University. Since such
dishonesty harms the individual, all students and the University, policies on
scholastic dishonesty will be strictly enforced. Penalties that may be assessed
for scholastic dishonesty may be reviewed in Subchapter D. Penalties at
www.utdallas.edu/student/slife/chapter49.html.
In addition, you are required to present a government-issued picture ID
(comet cards are not acceptable) to take in-class examinations. All exams are
closed-book and closed-note. No electronic devices, including but not limited
to calculators, cell phones, PDA’s, laptops, etc., are allowed. You are
permitted to bring an 81/2”x11” (two sided) reference sheet. You need to
purchase a Blue Book and submit it, along with the reference sheet, to the
instructor no later than 24 hours prior to the date of the examination. You
are required to provide all of your answers in the Blue Book. Do not provide
multiple answers to a question. Multiple answers to a question will result in a
mark of 0 for the question. Cross out any answers which you do not wish to
be graded.

Lecture Notes:

Lecture notes for the course can be downloaded from WebCT. Please note that
lecture notes do not include in-class discussions and, hence, must be used as a
study guide only! Therefore, please DO TAKE NOTES. The lecture notes may
also be used to determine the sections of the book you are responsible for.
A copy of this document can be found at:
www.utdallas.edu/~kamran/syl_EE6349

TA:
Beilei Zhang (bxz033000@utdallas.edu), ECSN 4.322 or 3.310, office hour (Th 10:00 am-12:00
pm)