University of Kansas

Electrical Engineering & Computer Science


EECS 861 - Random Signals and Noise

Announcements:

____________________________________________________________________________________________________________________

Final:

___________________________________________________________________________________________________________________

Oct 10, 2017: In Class review for Test 1

Oct 10, 2017 4:30 in 3150 Lea: Open discussion session for Test 1

Oct. 12, 2017: Test 1 -- Covers material in Homeworks 1-7, Open Book/Open Notes, Test 1 topics

____________________________________________________________________________________________________________________

 

____________________________________________________________________________________________________________________________

Recommended reading: The Signal and the Noise: Why So Many Predictions Fail--but Some Don't by Nate Silver

________________________________________________________________________________________________________________________

Handouts

Multivariate Gaussian

MAP, MS, and ML estimators for A where Z=A+N and A & N are Gaussian

Harmonic Addition Theorem

Decorrelating and then Whitening data

Eigenvalues and Eigenvectors

 


Homework

Interactive Graphs (using Wolfram cdf format: Download Wolfram CDF Player)

This course will not utilize +/- grading in Fall 2017.

Introduction

Probability

Gaussian Distribution

Random Processes

Filtering, Detection and Estimation

 


Reference Information


Academic Integrity and Plagiarism The department, school and university have very strict guidelines regarding academic misconduct. Obviously, copying is not allowed on exams. Students are expected to submit their own work on individual homework and projects. Lending or borrowing all or part of a simulation model or program from another student is not allowed. Students ARE allowed to borrow and modify any code on this class web site in their projects. Instances of cheating will result in a referral to the department chairman and the dean of engineering.
All sources in your written work (project reports) must be properly referenced; if you use a source from the literature or the idea of another for your work you must reference it. If you quote or copy a block of text, it must be cited and included in quotation marks (if a sentence or less in length) or in block quote style (if more than a sentence in length). If you paraphrase text (reword a phrase, sentence, or paragraph), you must also quote or blockquote followed by “[paraphrased]” in addition to proper citation. Figures taken from other sources must be referenced.

The USC academic integrity quiz is also useful reading. If you have any doubt, talk to me – inexperience in past writing or coming from an environment where plagiarism was permitted will not be an acceptable excuse for academic misconduct.

I recommend that you take intermediate notes from which you write your own words. I strongly recommend that you not write in one window while displaying the work of others in another window; this is asking for trouble. “Unintentional” paraphrasing is also not an acceptable excuse for academic misconduct.

Modified with premission from James P.G. Sterbenz http://www.ittc.ku.edu/~jpgs/courses/eecs800/ and John Gauch


Author

Victor S. Frost, frost@eecs.ku.edu