Department of Electrical and Computer
Stochastic Signals and Systems (332:541)
World Wide Web Homepage
M&W 5:00-6:20, SEC-210
Rose can be reached at firstname.lastname@example.org.
ROOM: EE-122 and WINLAB on Route 1 near the Cook campus. All
course business will be transacted over the web and email. If for
some reason the course newsgroup, or email is insufficient to answer a
question, we can set up an appointment to meet. Please reserve this
for only the most intractable conceptual problems. There is a
class mailing list at email@example.com.
Here is an archive
of messages sent. You'll need a Rutgers net ID to log in
though. Posting to the list is open to registered students only.
OFFICE HOURS: one hour before
class in EE-122 (my office on the Busch campus).
Probability and Stochastic Processes, Yates & Goodman
and Sons ISBN: 0-471-17837-3)
This course covers basic probability and stochastic processes with
a strong tilt toward communications issues. An undergraduate
background is assumed. This course usually generates complaints that
too much is covered too fast (both probability theory and stochastic
The instructor will do his best to keep watch for imminently exploding
when facing the class. Small groans can used to alert the instructor
when he is facing the board.
are open book/notes.
For major test N (N=1,2,3) you are allowed N sides of a
handwritten 8.5x11 inch sheet of paper. This is primarily
a material organizer and a security blanket.
are also allowed to bring a calculator, though
it will not usually be necessary. When
are handed back you have 1 week to dispute
your grade IN WRITING (no exceptions). I
the entire exam and issue a final grade.
- Quiz I 30%
- Quiz II 30%
- Final (+final project) 40%
- Pop Quizzes: -- we'll see
NOTE: there are no awards for "most improved" or other such
The whole class
could get A's or F's depending upon how well I feel you've mastered
MORAL: Do well on the exams.
Homework and solutions are all posted (below). I
to do the homework since if
you do not, you'll be very sorry. I have a reputation for
exams which build upon the course material, even to the point of
forcing you to derive new
results. The exams
are never "plug and chug". If you do not know the material
thoroughly, then woe to you.
And the only way to know it thoroughly is through the homework and
in class examples.
Below are problem sets with solutions. The problem lists appear
at the top. I suggest that you write the list down on a sheet of
paper and then ignore the rest of the document until you're done
working the problems. Don't look at the solutions while you're
working -- if you're like me, you'll only be kidding yourself about
mastery of the material. Put another way, it's very easy to think
you're swimming when someone has a hand under your belly.
- Chapters 1-4:
- Chapter 5: 2
- Chapter 6: 2
- QUIZ I
- Chapter 8: 2
- Chapter 10: 2
- Chapter 11: 4
- QUIZ II
- Chapter 12: 4
- Chapter 7: 2
- Chapter 9: 2
OTHER USEFUL PAGES:
Miscellaneous Lecture Topics:
of Karhunen-Loeve (ps)
Joys of K-L (html)
Pascal Derivation (PDF)
Old Quizzes and Extra HW (with solutions)
Old Quizlettes (with solutions)
PROBLEM SETS and EXAM SOLUTIONS from 2001