Spring 2004 ECEN5513 Stochastic Systems
Instructor: Dr.
George Scheets
FAX: (405) 744-9198
E-Mail: scheets@okstate.edu
Contact Information:
Mondays & Wednesdays: NH372, Tulsa Campus, Phone:
(918)594-8473
Tuesdays, Thursdays, & Fridays: ES303, Stillwater
Campus, Phone: (405)744-6553
Tentative Office Hours:
Monday, Wednesday, Friday: 1330 - 1430
Tuesday, Thursday: 1300 - 1400
Web Assistance:
week15 .ppt
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week14 .ppt
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Adaptive
Filter Problems
BLT
Solutions
BLT
Problems
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Old
Quiz #3: 1995 & 1996 (corrected
26 April)
Some
Homework Solutions for Lecture 36
Some
Homework Problems for Lecture 36
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week10 .ppt
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Some
Homework Solutions for Lecture 27
Some
Homework Problems for Lecture 27
week09 .ppt
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Some
Homework Solutions for Lecture 24 (corrected
22 March)
Some
Homework Problems for Lecture 24
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Some
Homework Solutions for Lecture 23
Some
Homework Problems for Lecture 23
week07 .ppt
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week06 .ppt
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Solutions
for "Some Homework Problems"
Some
Homework Problems for Week 6
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week03 .ppt
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Video
Streaming
Old Tests:
1996
Final Exam
1996
Exam #3
1995
Exam #3 (corrected 27 April)
2004
Exam #2
1996
Exam #2
2004
Exam #1
1996
Exam #1
Quiz Solutions:
2004
Quiz #2
1996
Quiz #2
2004
Quiz #1
1996
Quiz #1
Grading: 495 points total
2 quizzes (40 points), 2 exams (200 points), 1 comprehensive
final exam (150 points), 3 computer projects (105 points)
Late projects are accepted at a cost of 1 point
per working day past the due date.
Students missing an exam or the final without notifying
the instructor in advance will receive a zero.
Students needing to miss an exam for business reasons
will be evaluated on a case-by-case basis, but typically will end up taking
the original exam upon returning.
At the instructor's option, make-up exams will be
available for non-business related reasons, but will be harder. These
make-ups will be given on the scheduled make-up time, which is Friday,
May 7th, at 1600 hours.
No make-up quizzes will be given.
Grade Scale: 90/80/70 % = A/B/C etc. (initially). Final break
points will be curved.
Cheating: Don't do it! Quizzes and exams
should be your own work. The projects should be your own or your
team's work. Expect to get an 'F' for the course if you are caught
cheating on a quiz, exam, or project.
Text: Probability,
Random Variables and Stochastic Processes, 4th Edition, A. Papoulis,
S. Pillai, McGraw Hill, 2002, ISBN 0-07-366011-6.
Prerequisites: Previous course in statistics or noise theory.
Previous course in deterministic signal analysis.
Additional Requirements: Access to a computer and knowledge
of any higher level programming language such as Basic, Fortran, C, MatLab,
MathCad, Quattro Pro, Excel, etc. Assembly language or machine code
is not acceptable.
Course Objectives: To give the student a solid background in
probability theory as a foundation for dealing with uncertainty in systems.
Course Outline:
Review of Probability and Statistics
First & 2nd Order, Conditional & Unconditional
Probability Density Functions
Expectations
Random Processes
Autocorrelation Functions
Power Spectrum
Systems
Linear & Nonlinear, Analog & Discrete Time
Systems
Moving Average & Autoregressive Filters
Adaptive Filters