ECE 541: Stochastic Signals and Systems

Lecture Notes

• Chapter 1: Introduction to Probability Theory

• Chapter 2: Random Variables

• Chapter 3: Functions of Random Variables

• Chapter 4: Expectation and Moments

• Chapter 5: Random Vectors

• Chapter 6: Estimation

• Chapter 7: Convergence of Random Sequences

• Chapter 8: Random Processes

• Chapter 9: Markov Chains

• Chapter 10: Martingales

Course Website on Piazza

Find our class page at: https://piazza.com/rutgers/fall2019/ece541/home

Course Description

Probability theory, including discrete and continuous random variables, functions and transformations of random variables. Random processes, including correlation and spectral analysis, Markov chain and martingales.

Instructor

Salim El Rouayheb
Email: salim.elrouayheb@rutgers.edu
Office location: CoRE 717

Place & Time

Thursday 3:20-6:20PM, ARC-204

Textbook

• Probability, Statistics, and Random Processes for Engineers (fourth edition), H. Stark and J. W. Woods, Prentice Hall, 2011.

• A First Course in Probability (8th edition), by Sheldon Ross.