Dr. Ali Muqaibel
 

EE315 Probabilistic Methods in Electrical Engineering

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muqaibel@kfupm.edu.sa

 

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EE315 is available as an online course

 

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Did you know?

Do you know the meaning of  skewness?

http://en.wikipedia.org/wiki/Skewness

 

 

 

EE315 142

Alsalam Alaikum wa Rahmat Allah

Welcome to your EE315-Probabilistic Methods in Electrical Engineering Homepage. It is a pleasure to have you in this course.
A good start is needed. This course is very fundamental to many other courses and concepts in our life. Matlab will be an integrated part of the course. It will be mostly self-learning tool. Start today by installing Matlab in your machine or find yourself a convenient access to it.

I pray Allah that you will find this course fruitful and enjoyable.

Best Regards,
Dr. Ali Muqaibel


Class Notes

Class Notes (not all notes will be posted)

Important tables and formulas (pdf, 2 pages)

  • Probability

    • Set definitions and set operations

    • Axioms of probability

    • Joint and conditional probability

    • Independent  events

    • Combined experiments 

    • Bernoulli trials

    • In class practice (docx)

     

  • Random Variables

    • The random variable (r.v.) concept

    • CDF

    • PDF

    • Some Important r. v.’s

    • Conditional distribution and density functions

     

  • Operation on One Random Variable

    • Expectation

    • Moments

    • Characteristic function

    • Transformations of a r.v.

     

  • Multiple Random Variables

    • Pairs of r.v.’s

    • Properties of joint distribution and joint density

    • Conditional distribution and density

    • Statistical Independence

    • Distribution and density of a sum of r.v.’s

    • Central Limit Theorem (Matlab Code)

    Operation on Multiple  Random Variables

    • Expected value of a function of r. v.’s (Matlab Code)

    • Joint characteristic functions

    • Jointly Gaussian r. v.’s  (Matlab Code, results)

    • Transformations of multiple r.v.’s

    • Linear transformations of Gaussian r.v.’s

    • Sampling and some limit theorems

    Random Processes –Temporal Characteristics

    • Concept of a random process

    • Stationarity and independence

    • Correlation functions and their properties

    • Gaussian random process

    • Poisson random process

Random Processes – Spectral Characteristic

  • Power Spectral Density and its properties

  • Relationship between PSD and autocorrelation function

Linear systems with random inputs

  • Random signal response of linear systems

  • Spectral characteristics of system response

REVIEW

 

 

News!

(Correction, corrected average to 18 rather than 17 to match with the syllabus) Your project grades class work and adjusted class work is given (pdf). Note that in case of reported mistake adjusted grades might change without notice to maintain an average of 18.0/25.

 

The following double sided formula sheet will be provided in the final exam.

Important tables and formulas (pdf, 2 pages)

 

Kindly fill the online course Evaluation

HW 6 due Week 14 Sunday.

 

I have posted three 2nd exams one with solutions for practice

 

Room location for exam II is Location 59-2003

 

Solution to Quiz 5 is posted

Matlab files are fixed (zip)

Overall average for the first exam is 12 out of 20.

 

Term Project is posted due in week 11 (updated)

Exam I solution is Posted

 

Two Major I exams with solution are posted

 

You have been added to the EE315 online course

 

The grader gave zeros to many students because they are copying from the manual. Please consider this as a warning. We are going to drop the worst HW. Further copying will result in zeros. Please make sure that you do not use the solution manual.

Location for Exam I is 59-2003

 

Suggested practice additional reference:

Schaum's Outline of

Theory and Problems fo Probability, Random Variables, and Random Processes , Hwei P. Hsu, McGraw-Hill

 

 Solution to Quiz 1 is posted.

 I have posted the syllabus.

 

Homework

 Problems and there due date are given in the syllabus

Homework is due last class (Tuesday)  in the assigned week.

 

HW # 1

1.1-5, 1.2-3, 1.3-7, 1.3-11, 1.4-5, 1.4-11, 15-6, 1.7-1

Due Date: Week 3;

HW # 2

2.1-1, 2.1-7, 2.1-11, 2.2-5, 2.3-2, 2.3-15, 2.4-1, 2.4-6, 2.4-14,

Due Date: Week 5;

HW # 3

2.5-3, 2.6-3, 3.1-11, 3.1-15, 3.2.-23, 3.2-24,  3.4-2, 3.4-10,

Due Date: Week 7;

HW # 4

4.2-8, 4.2-11, 4.3-8, 4.3-11,

Due Date: Week 9;

HW # 5

4.4-3, 4.5-7, 4.6-10, 5.1-4, 5.1-12, 5.1-19, 5.1-34, 5.3-4, 5.4-1,

Due Date: Week 11;

HW # 6

6.3-1, 6.3-2, 6.3-3, 6.3-5, 6.3-8,6.3-23

Due Date: Week 14

HW # 7

7.1-12, 7.1-16, 7.1-22, 7.2-3, 7.2-10,

Due Date: Week 14

HW # 8

8.2-18, 8.4-8, 8.4-10, 8.4-11,

Due Date: Week 15

Homework is due during class time.  Only selected homework problems will be graded.  Additional external homework may be assigned during the semester.

Suggested practice additional reference:

Schaum's Outline of

Theory and Problems fo Probability, Random Variables, and Random Processes , Hwei P. Hsu, McGraw-Hill

 

Quizzes

#  Topic Due Week class 112        
1 Set Theory and Probability 2 2

Q1

       
2 Ch 1 4 2

Q2

       
3 Random Variables 5 3

Q3

       
4 Operations on R.V. 9 2 Q4        
5

Multi R.V

11 2 Q5        
6 Operations on Multi r.v. 12 2 Q6        
7 Random Processes 14 2 Q7        
8                
9                

 

Exams

Exam I

091 101   112Exam

Solution 

 

Exam II

102 103 111 Solved 112  

Final

         

·         Major 1: Saturday, Week 7,  March 10, 2012,  7:00-9:00 PM  Coverage up to and including Section 3.1, Location 59-2003

·         Major 2: Wednesday, Week 12, April 25, 2012, 7:00-9:00 PM Coverage up to and including Section 6.4  Location 59-2003

 

 

 

Projects

Term Project
112  Project
111  

Expression Web Templates

 

 

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