Course Title: EE 302: Stochastic Processes
Class Information: Fall 2016
Class time: T R 1450-1605
Class location: Votey 367
Instructor Information: Dr. Jeff Frolik
357 Votey
Phone: 802.656.0732
jfrolik@uvm.edu
http://www.cems.uvm.edu/~jfrolik/
Office Hours: I have an open door policy and am around most the time; otherwise email for an appointment
Prerequisite: Graduate Standing in Engineering, Math or CS
Undergraduate require EE 171 or ME 111 and STAT 151 or STAT 143.
Course Description: Probability theory, random variables and stochastic processes. Response of linear systems to random inputs. Applications in engineering.

Course Objective:
  • To develop foundational knowledge on the topic of stochastic processes and advance ones overall competencies in probability theory.
  • To apply developed knowledge to analyze data related to the student's graduate research.
  • Text: S. Kay, Intuitive Probability and Random Processes using MATLAB, Springer (2006)

    References: A. Leon-Garcia, Probability and Random Processes for Electrical Engineers, 2 ed, Addison Wesley (1994)
    A. Papoulis, Probability, Random Variables and Stochastic Processes, 2 ed, McGraw Hill (1984)
    Grading: Quizzes: 25%
    Exam I: 25%
    Exam II: 25%
    Project: 25%

    Grade Scale: A [90, 100]
    B [80, 90]
    C [70, 80]
    D [60, 70]
    F [0, 60]
    breaks within above ranges are used to set +/-
    Tentative topics to be covered: *Probability (CH 1 through CH 4)
    *Random Variables (CH 5 through CH 15)
    Stochastic Processes Basics (CH 16)
    Wide Sense Stationary (WSS) Processes (CH 17)
    Linear Systems and WSS Processes (CH 18)
    Gaussian Processes (CH 20)
    Poisson Processes (CH 21)
    Markov Chains (CH 22)
    Other topics as time and interest permits.
    * Prerequisite material (review only)
    General: The instructor posts all assignments, solutions, and additional material at the Blackboard (Bb) site for this class. This can be found at: http://bb.uvm.edu/.

    Homework may be assigned but not collected/graded. Solutions for any problems will be posted on the Bb site. Most weeks, a quiz will be given related to important topics covered during the previous few lectures. On all quizzes you will be allowed to use ONE sheet of notes. You may use both sides of the paper and you may put anything you want on it. No additional notes or text may be used unless specifically noted. Mid-term and finals will both be take-home exams. Approximately one week will be allocated to complete these exams.

    Throughout the semester, the instructor will give students feedback on how they are progressing in the course.

    Students will note that the first half of the text pertains to probability theory. As needed these topics may be reviewed in classs but it in general it is expected that the students will have a good understanding of these topics.
    Project: Students will conduct a project in which they apply techniques learned in class to stochastic processes that are related to their research. Students will write a 4-6 page, well-referenced technical paper and give a 15-minute presentation on their chosen subject. The paper should follow standard IEEE proceedings-style format (to be provided). This project will account for 25% of the final grade.

    The due dates for the paper/presentation related materials are found below. Details for these deliverables will be posted on Bb.
  • Title & Example 'Signal' Set: 10% (10/20)
  • 1-Page Problem Description: 10% (11/03)
  • 1-Page Technical Approach Summary: 10% (11/17)
  • Draft Paper: 10% (11/29)
  • Draft Presentation Materials: 10% (12/1)
  • Final Paper: 25%
  • Presentations: 25% (Final Exam Period)
  • Attendance and Participation: It is expected that the class size will be relatively small. As such, each student's participation is vital to the course's success. However, attendance will not be taken.
    University Policy on Religious Holidays: Students have the right to practice the religion of their choice. Each semester students should submit in writing to their instructors by the end of the second full week of classes their documented religious holiday schedule for the semester. Faculty must permit students who miss work for the purpose of religious observance to make up this work.
    Calculators: There is no restriction on the type of calculator one may use. That being said, cell phones/laptops/tablets may not be used as calculators during quizzes and exams. Note, also that the instructor will emphasize concepts and techniques on the exams. Therefore, just having the correct answer will not guarantee you full credit if no work has been shown. Calculators may not be allowed on some quizzes or exams (advanced notice will be given).
    Plagiarism: Any students found giving and/or receiving assistance on Exams or Quizzes will receive a failing grade for the course. However, students are encouraged to work together and to exchange ideas when working on their papers/presentations. Students must be sure to reference their work properly, including all web sources. Cut and paste from a website, paper, report, etc. is considered plagiarism unless referenced and put in quotations. UVM's policy on academic integrity is clearly defined and can be found at http://www.uvm.edu/policies/student/acadintegrity.pdf
    ADA: Students with disabilities should contact the instructor as soon as possible regarding necessary accommodations.