EE 501/401 - Random Processes for EE

Announcement (Semester 1, 2023)

• EE501 (2 credits) and EE401 (3 credits) will be taught by JSS and CPW. The two courses cover random vectors and random processes while EE401 provides more specific random processes during week 11-15.
• Undergrads enroll in EE401, and grad students enroll EE501.
• All course information are officially in CourseVille. You may use this web page to download course material of my part only.

Lecture Notes

Available for download here. The contents are splitted into random vectors and random procesess.

View the video playlist: Multivariate random variables in engineering applications

1. Random variables

   1. Review of Probability
   2. Random Variables
   3. Functions of Random Variables
   4. Pairs of Random Variables
   5. Vector Random Variables
   6. Sums of Random Variables

2. Random Processes

   1. Introduction to random processes
   2. Definitions and statistical properties
   3. Important random processes
   4. Practical examples of random processes
   5. Wide-sense stationary random processes

Course Information

Lectures:

Mon Wed 11 AM - 12:30 PM

Instructors:

• Jitkomut Songsiri (JSS)
• Assist. Prof. Charnchai Pluempitiwiriyawej (CPW)

Textbooks:

• 1. Leon-Garcia, Probability, Statistics, and Random Processes for Electrical Engineering, 3rd edition, Pearson Prentice Hall, 2009.
• 8. Stark andJ J.W. Woods, Probability, Statistics, and Random Processes for Engineers, 4th edition, Pearson, 2012
• Roy D. Yates and David J. Goodman, Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers, 2nd edition, John Wiley & Sons, 2005.

Grading:

Refer to what has been announced in My CourseVille