STOCHASTIC SYSTEMS

ECEN/MAE 5513

   Fall 2016

 


 Instructor  Course Schedule  Grading

 Text and Software

  Disability Statement

 Homework Assignments


Links Related to Stochastic Systems

News Article on DNA Matching Probabilities

Black Swann/Fooled by Randomness

Drunkard's Walk


 

Instructor

Instructor: Dr. Martin Hagan
Phone: (405) 744-7340
Office: 311 ES
email: mhagan (at) okstate.edu
Office Hours: 2:00-4:00 M, 3:30-5:30 W (Other times available by appointment.)

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Text and Software

Text:

Probability and Random Processing with Applications to Signal Processing 4/E - Stark & Woods

Software:

MATLABŪ will be used for some homework assignments.
It is available in college laboratories, or obtain the student version for
use at home.

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Tentative Course Schedule

 Week  Topic  Chapter
 1  Introduction  1.1-1.2
 2,3  Probability  1.3-1.10
 4,5  Random Variables  2
   Exam #1 (September 22)  
6,7  Functions of Random Variables  3
 8  Expectation 4
 9,10  Random Vectors  5.1-5.7
 11  Statistics/Estimation  5.8-5.12
   Exam #2 (October 20)
12,13 Random Sequences 6
 14,15  Random Processes  7,9
   Exam #3 (November 22)  

 

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Grading and Examination Policy

3 Exams - 25 pts each
Quizzes/Homework - 25 pts
1 Comprehensive Final Exam (Thursday, Dec. 8, 10:00-11:50am) - 25 pts

The top four scores from the four exams and the total quiz score will be summed to obtain the total grade for the course. No make-up exams. All exams and quizzes will be closed book and closed notes. You may bring one sheet of paper (8 1/2 in by 11 in) containing notes to the quizzes and exams (two sheets for the final).

Students will be expected to attend class and prepare assignments. Habitual failure to do so will result in a reduced grade. An incomplete grade will only be given when a student misses a portion of the semester because of illness or accident. Cheating on examinations, plagiarism and other forms of academic dishonesty are serious offenses and may subject the student to penalties ranging from failing grades to dismissal.

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Disability Impairment Statement

If any member of the class feels that he/she has a disability and needs special accommodations of any nature whatsoever, the instructor will work with you and the University Office of Disabled Student Services to provide reasonable accommodations to ensure that you have a fair opportunity to perform in this class. Please advise the instructor of such disability and the desired accommodations at some point before, during, or immediately after the first scheduled class period.

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