UCSD ECE 153
Probability and Random Processes for Engineers
Fall 2008

Contents
Announcements
Course Information
Website: http://ece-classweb.ucsd.edu/fall08/ece153/
Course Description: Random variables, vectors, and processes. Convergence and limit theorems. Memoryless, independent increment, Markov, and Gaussian random processes. Stationary random processes. Correlation and power spectral density. Mean square error estimation, detection, and linear estimation. Random noise in linear systems.
Prerequisite: ECE 109 (Engineering Probability and Statistics) or equivalent.
The prerequisite should be taken very seriously. Without working knowledge of basic probability and calculus at the level of ECE 109, it would require tremendous amount of efforts to keep pace with ECE 153.
Lectures: TuTh 11:00 am-12:20 pm, Pepper Canyon Hall 120
Instructor: Young-Han Kim (yhk@ucsd.edu)
Office: Calit2 4103
Tel: 534-4254
Office Hours: M 10:30-11:30 am and generally available after class; or by appointment.
Discussion Sections: W 1-2, Warren Lecture Hall 2206 (attendance is optional)
Teaching Assistants: Jihyun Shin (primary) (jis005@ucsd.edu)
Office Hours: Tu 4-5, EBU-I 5706

Halyun Jeong (secondary) (hajeong@ucsd.edu)
Office Hours: W 2-3, EBU-I 5706

When sending email to the teaching staff, please begin the subject line with [ECE 153] and address it to both TAs.
Administrative Assistant: Cheryle Wills (clwills@ece.ucsd.edu)
Office: EBU-I 3601
Tel: 534-2498
Fax: 534-0556
Textbook: A. Leon-Garcia, Probability and Random Processes for Electrical Engineering, 3rd ed, Prentice Hall, 2008.
With numerous typos this is not a perfect text, but it does provide plenty of nice examples. Please try to read and work on as many examples as possible.
References: Following books are on reserve in the S&E Library:
  • R. D. Yates and D. J. Goodman, Probability and Stochastic Processes, 2nd ed, Wiley, 2005.
  • A. Papoulis, Probability, Random Variables, and Stochastic Processes, McGraw-Hill, 2002.
  • W. B. Davenport, Probability and Random Processes: An Introduction for Applied Scientists and Engineers, McGraw-Hill, 1970.
  • G. M. Jenkins and D. G. Watts, Spectral Analysis and Its Applications, Holden-Day, 1968.
  • H. Hsu, Probability, Random Variables, and Random Processes, McGraw Hill, Schaum's Outlines, 1997.
Course Requirements
Weekly Homeworks: Assigned every Thursday, due the following Thursday at the beginning of class.
No late homework will be accepted.
Midterm: Tuesday, November 4, in class (11:00-12:20 pm); open book open notes.
Final: Wednesday, December 10, 11:30 am-2:30 pm (location: the same classroom PCH 1200)
Grading: Final grades will be determined by a "fair" classification algorithm explained in class.
Handouts
Homeworks and Solutions
Students are encouraged to work on homework problems in groups but must write up their own solutions. If one uses materials other than the textbook or his/her own notes -- this applies to having discussions with classmates or searching the Internet -- the source should be clearly mentioned. Students are expected to exercise continued effort to maintain their academic integrity throughout the course.
UCSD Links

Last modified: Sat Dec 13 12:04:09 PST 2008