520.651 Random Signals Analysis
Tue Thu 9:00-10:30 AM in Shaffer 2
This is an introductory graduate course in stochastic processes, with
an emphasis on second-order properties, signal detection and parameter
Random Variables and Functions of Random Variables
Expectation and Conditional Expectation
Random Vectors (Joint Distributions, Covariance, Diagonalization)
Random Sequences (Bernoulli Trials, Markov Chains, ARMA Models, Martingales)
Random Processes (Poisson Processes, Brownian Motion, Stationarity and Ergodicity)
Estimation of Model Parameter (Minimum Variance, Maximum Likelihood and Bayesian Estimators)
Estimation of Random Variables (MMSE, MAE and MAP Estimation, Kalman and Weiner Filtering)
The widespread use of statistical models in signal and image
processing, speech recognition and language modeling, communication
networks, stochastic control and almost every other subfield in
Electrical and Computer Engineering makes this a foundation course for
further work for many.
LastName at jhu dot edu
Hackerman Hall Room 325
By appointment: Th 10:30-12:00. Please e-mail Ms. Ruth Scally.
By appointment (send e-mail)
Textbook and Reference Material
The Fall 2015 offering of the course will utilize the third edition of
the book by Stark and Woods as the primary textbook for the first half
of the course, with additional reading material from Poor for the
second half. Notes from previous offerings of this course may also
be provided as needed.
Students are expected to be somewhat familiar with probability theory,
and an undergraduate-level textbook for self study is
H. Stark and J. W. Woods, Probability and Random
Processes with Applications to Signal Processing, 3rd
Edition, Prentice Hall, 2001. (Differs significantly from older
H. V. Poor, An Introduction to Signal Detection
and Estimation, 2nd Edition, Springer-Verlag, 1994.
Some excellent Notes on Probability Theory are available from the person who taught me this material: Prof Adrian Papamarcou of the University of Maryland, College Park.
S. Ross, A First Course in
Probability, 6th Edition, Prentice Hall, 2002.
Homeworks and Exams
Evaluation will be based on a combination of
weekly homework assignments (20%) due on Thursdays at 9:00 AM,
a midterm examination (40%) on Thursday October 22, 2015 (6:00 to 9:00 PM in Malone 338), and
a final examination (40%) on Wednesday, December 16, 2015 (9:00 AM to 12:00 PM, Location TBA).
Homework assignments and notes will be posted here throughout the semester. Check this page frequently!
- Sep 03, 2015: No homework due.
- Sep 10, 2015: Homework #01: pdf.
- Sep 17, 2015: Homework #02: pdf.
- Sep 24, 2015: Homework #03: pdf.
- Oct 01, 2015: Homework #04: pdf.
- Oct 08, 2015: Homework #05: pdf.
- Oct 15, 2015: Homework #06: pdf.
- Oct 22, 2015: No homework due.
- Oct 29, 2015: Homework #07: pdf.
- Nov 05, 2015: Homework #08: pdf.
- Nov 12, 2015: Homework #09: pdf.
- Nov 19, 2015: Homework #10: pdf.
- Nov 26, 2015: No homework due.
- Dec 03, 2015: Homework #11: pdf.
Problem numbers such as 6.13 (and Arabic chapter numbers) refer to the Stark and Woods textbook (3rd Ed.), while problem numbers like IV.F.5 (and Roman chapter numbers) refer to the Poor book.
An Important Note on Academic Ethics:
Cheating is wrong. Cheating hurts our community by undermining academic integrity, creating mistrust, and fostering unfair competition. The university will punish cheaters with failure on an assignment, failure in a course, permanent transcript notation, suspension, and/or expulsion. Offenses may be reported to medical, law or other professional or graduate schools when a cheater applies.
Violations can include cheating on exams, plagiarism, reuse of assignments without permission, improper use of the Internet and electronic devices, unauthorized collaboration, alteration of graded assignments, forgery and falsification, lying, facilitating academic dishonesty, and unfair competition. Ignorance of these rules is not an excuse.
In this course, you will complete all homework and exams without unauthorized assistance from any person, materials or device. If you have questions about this policy, please ask the instructor. For more information, see the guide on "Academic Ethics for Undergraduates" and the Ethics Board web site.
Workload and Time Managament
Most of the students who took this course in the recent past have indicated in their feedback that the workload in this course was much higher (73%) or higher (27%) than other Hopkins courses at this level. Even with a high workload, however, most students said that the overall quality of the course was excellent (55%) or good (45%). Current students should take note, and budget time and effort accordingly to maximize their benefit from taking this course.
Old Homeworks and Exams
Homeworks and exams from past offerings of this course are listed below to give students an idea of the concepts covered in this course, and a feel for the pace and level of effort expected. The homeworks and exams assigned this time will naturally vary, but it is reasonable to expect that consistency with past course offerings will be maintained.
- Fall 2014 Homework #01: Due Sep 04, 2014: pdf.
- Fall 2014 Homework #02: Due Sep 11, 2014: pdf.
- Fall 2014 Homework #03: Due Sep 18, 2014: pdf.
- Fall 2014 Homework #04: Due Sep 25, 2014: pdf.
- Fall 2014 Homework #05: Due Oct 02, 2014: pdf.
- Fall 2014 Homework #06: Due Oct 09, 2014: pdf.
- Fall 2014 Homework #07: Due Oct 30, 2014: pdf.
- Fall 2014 Homework #08: Due Nov 06, 2014: pdf.
- Fall 2014 Homework #09: Due Nov 13, 2014: pdf.
- Fall 2014 Homework #10: Due Nov 20, 2014: pdf.
- Fall 2014 Homework #11: Due Dec 02, 2014: pdf.
Fall 2002 Mid-Term Exam (pdf)
Fall 2003 Mid-Term Exam: Oct 30, 2003: (pdf, ps)
Fall 2003 Mid-Term Re-exam: Dec 10, 2003: (pdf, ps)
Fall 2004 Mid-Term Exam: Oct 20, 2004: (pdf)
Fall 2005 Mid-Term Exam: Oct 27, 2005: (pdf)
Fall 2006 Mid-Term Exam: Oct 26, 2006: (pdf)
Fall 2007 Mid-Term Exam: Oct 25, 2007: (pdf)
Fall 2008 Mid-Term Exam: Oct 21, 2008: (pdf)
Fall 2009 Mid-Term Exam: Oct 27, 2009: (pdf)
Fall 2010 Mid-Term Exam: Oct 26, 2010: (pdf)
Fall 2011 Mid-Term Exam: Oct 25, 2011: (pdf)
Fall 2013 Mid-Term Exam: Oct 25, 2011: (pdf)
Fall 2014 Mid-Term Exam: Oct 16, 2011: (pdf)
Fall 2003 Final Exam: Dec 19, 2003: (pdf, ps)
Fall 2004 Final Exam: Dec 17, 2004: (pdf)
Fall 2005 Final Exam: Dec 22, 2005: (pdf)
Fall 2006 Final Exam: Dec 22, 2006: (pdf)
Fall 2007 Final Exam: Dec 20, 2007: (pdf)
Fall 2008 Final Exam: Dec 19, 2008: (pdf)
Fall 2009 Final Exam: Dec 18, 2009: (pdf)
Fall 2010 Final Exam: Dec 17, 2010: (pdf)
Fall 2011 Final Exam: Dec 16, 2011: (pdf)
Fall 2013 Final Exam: Dec 12, 2013: (pdf)
Fall 2014 Final Exam: Dec 16, 2013: (pdf)